Support Board
Date/Time: Thu, 06 Mar 2025 18:52:26 +0000
Post From: NQTV feed's volume significantly lower than expected
| [2022-02-02 02:30:27] |
| frozentundra - Posts: 94 |
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So you mean that when you see a trade of 10 on NASDAQ TotalView it is actually 100? We have to check the specifications. We are not making any adjustments to the volume data.
There is no indication in the documentation for NASDAQ TotalView of what you are saying in this regard. The shares reported, are actual. Interesting, maybe I have some configuration locally that is messing with it? I've attached a screenshot of AAPL on a 3 min footprint at end of day today. The left side is the original SC feed, the right side is the new NQTV feed. First thing I noticed was the differences in volume on each bar. The 15:57 bar for SC feed is 2.25M shares while the NQTV feed is 636.6K shares. That is a massive difference and the NQ feed is significantly lower. The bar before that, the 15:54 bar, the SC feed total is 1.53M and the NQTV feed shows only 435K. I'm wondering if you're able to see the same results as I do above? My thesis here is that the NQTV feed volume is coming over as one tenth of what it actually represents. Please see the following screenshots for supporting evidence of this: The NQTV feed's 9:30am AAPL 3-minute bar shows only 400K but actual volume was closer to 4M. This means the NQTV vol is coming over as one tenth of its actual volume, right? Edit: Unless there's some other setting I have set (in global symbol settings?) that's causing this? Would need confirmation from other SC users trying to repro this. Date Time Of Last Edit: 2022-02-02 04:26:52
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 aapl eod sc vs nqtv feed volume.jpg / V - Attached On 2022-02-02 02:29:21 UTC - Size: 359.5 KB - 224 views aapl eod sc vs nqtv feed volume 2.jpg / V - Attached On 2022-02-02 02:29:26 UTC - Size: 496.07 KB - 165 views |