diff --git a/vnpy/gateway/oes/oes_md.py b/vnpy/gateway/oes/oes_md.py
index e019fa0f..e63213fb 100644
--- a/vnpy/gateway/oes/oes_md.py
+++ b/vnpy/gateway/oes/oes_md.py
@@ -144,8 +144,10 @@ class OesMdMessageLoop:
 
         for i in range(min(data.BidPriceLevel, 5)):
             tick.__dict__['bid_price_' + str(i + 1)] = data.BidLevels[i].Price / 10000
+            tick.__dict__['bid_volume_' + str(i + 1)] = data.BidLevels[i].QrderQty / 100
         for i in range(min(data.OfferPriceLevel, 5)):
             tick.__dict__['ask_price_' + str(i + 1)] = data.OfferLevels[i].Price / 10000
+            tick.__dict__['ask_volume_' + str(i + 1)] = data.OfferLevels[i].QrderQty / 100
         self.gateway.on_tick(copy(tick))
 
     def on_init_tick(self, d: MdsMktRspMsgBodyT):
@@ -160,8 +162,10 @@ class OesMdMessageLoop:
 
         for i in range(5):
             tick.__dict__['bid_price_' + str(i + 1)] = data.BidLevels[i].Price / 10000
+            tick.__dict__['bid_volume_' + str(i + 1)] = data.BidLevels[i].QrderQty / 100
         for i in range(5):
             tick.__dict__['ask_price_' + str(i + 1)] = data.OfferLevels[i].Price / 10000
+            tick.__dict__['ask_volume_' + str(i + 1)] = data.OfferLevels[i].QrderQty / 100
         self.gateway.on_tick(copy(tick))
 
     def on_l2_trade(self, d: MdsMktRspMsgBodyT):