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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Volume + Inc Vol doesn't match
Author Topic: Volume + Inc Vol doesn't match (2 messages, Page 1 of 1)

mnl1000
-Interested User-
Posts: 1
Joined: Jun 26, 2014
Posted: Jun 26, 2014 02:23 PM          Msg. 1 of 2
Hi,

I have downloaded minute by minute data from APPLE, and the Inc Vol does not match the invrease on the column Volume from the previous day.

See an example below and attached in excel format.

Date Time Open High Low Close Inc Vol Volume
20140606 2000 645.7 645.85 645.65 645.65 425 12517212
20140606 1958 645.55 645.55 645.55 645.55 688 12516490
20140606 1957 645.55 645.55 645.55 645.55 472 12515793
20140606 1956 645.56 645.6 645.5 645.5 1270 12515208
20140606 1955 645.59 645.6 645.59 645.6 932 12513669
20140606 1954 645.7 645.7 645.65 645.65 622 12512564

For example, on 20140606 at time 19:58, the previous volume plus the inc vol, does not match the current volume, i.e. 12515793 + 688 = 12516481, which is different from 12516490.

What is the exact definition of Inc Vol?

Many thanks!

Manuel

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
Posted: Jun 26, 2014 02:29 PM          Msg. 2 of 2
If you were to download tick data, that should match. Minute bars do not include other trades, such as oddlot trades, implied trades, and more. Due to this these will not match the end of day volume numbers.

Tim
 

 

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