Click here to Login





                                                   Intraday Volume Discrepancies

Back to threads
  0

0
Don Terry
2011-08-22 08:12:05


I'm using the "Intraday Data for US Stocks" and there is a significant discrepancy with the volume. For example, Citigroup has EOD volume of 56M, while the total volume for 8/19 from the intraday database is only 25M. There doesn't appear to be after market data for this particular symbol but that wouldn't explain such a large discrepancy. Is there an issue with the data feed or is there another source for more accurate intraday volume data for US stocks?


QuantShare
2011-08-22 09:12:43

  0

Best Answer
I think the volume is collected from BATS exchange only (realtime data is available free).
You can try the following item:
Intraday Quotes for Major Stock Exchanges.




Intraday Quotes for Major Stock Exchanges (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads Notes Report an item

No more messages
0




Reply:

No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"





QuantShare

Trading Items
Average Intraday Volume
NYSE Up-Down Volume Ratio - Historical & Intraday
Price at a specific Intraday Time
Intraday Data for US Stocks
Put minus Call Options Volume - Market Indicator
How-to Lessons
How to change volume bar colors when the price closes down
How to create trading rules based on Put and Call volume data
How to create volume bar charts
How to speed up watchlist and screener plug-ins when working with...
How to export trading data to a CSV file

Related Forum Threads
Volume at Price for intraday chart
Intraday data with volume
how to use the intraday downloader
EOD simulation but intraday stops and targets??
Plot Volume with different Colours?
Blog Posts
6 ways to download free intraday and tick data for the U.S. stock...
Day Trading: A trading system that combines intraday and EOD data
How to Adjust the Time Displayed in your Intraday Charts
How to Backtest an Intraday Stock Trading System with EOD Ranking
Using Average True Range to Measure Intraday Volatility









QuantShare
Product
 QuantShare
Features
Create an account
Affiliate Program 		Support
Contact Us
Trading Forum
How-to Lessons
Manual 		Company
About Us
Privacy
Terms of Use
Copyright © 2024 QuantShare.com
 Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+ Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.