Quote: Does the "incremental volume" field include pre-market trades for stocks?
I do see this field incrementing pre-market, but just need confirmation that the incremental volume will in fact accurately reflect actual pre-market trading activity.
--- Original message by msearles on May 26, 2004 10:23 AM
Yes. The incremental volume updates with actual trade data in pre-post market hours. The trade prices are also presented in the Form T Last field. Total volume will also be accurate with pre-post market data.
Jay Froscheiser
DTN Market Access, LLC.