Support Board
Date/Time: Thu, 23 Jan 2025 21:39:51 +0000
Post From: After hours volume is incorrect and incomplete for US stocks
| [2018-12-05 18:07:27] |
| User987654 - Posts: 69 |
|
Hi, I am loading historical intraday data for US stocks (eg. MMM) and the after hours volume and trades do not correspond with the information I can see from (https://www.nasdaq.com/symbol/mmm/after-hours). When I set the chart to 1 second and look at the bars, some of the volumes are off by quite alot and some trades are missing. I have tried several different US stocks and am receiving the same results. Am I doing something wrong or is the after hours data from BarCharts unreliable? If so, will I be able to get more accurate (consolidated) data if I sign up for the Exchange Data feeds, since I assume that information is provided directly by the exchanges. Date Time Of Last Edit: 2018-12-05 18:14:05
|