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Date/Time: Thu, 28 Nov 2024 12:42:12 +0000



Post From: Consolidated tape volume numbers.

[2023-05-03 08:37:03]
Sierra_Chart Engineering - Posts: 17201
We are aware of the issue. There was not any issue for NYSE/AMEX stocks on Monday, data delivery was perfect with no loss, but Tuesday there was data loss.

We are going to be posting about this. We have not said anything yet because we have been busy working on the issue.

We are also replacing the incomplete data from yesterday this morning. Update: this is now done.

Also for the record the data loss for NYSE/AMEX was at 1.5%.

For trade date May 2, 2023 for SPY the Denali US Equities consolidated tape feed showed 79.85 million versus 81.40 with our previous Sierra Chart Exchange Data Feed. So it is less, but it is not at all 30,000,000 shares less.


You have to understand that looking at Intraday volume, is going to be different than daily reported volume. Due to trades which are excluded from Intraday charts.
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Date Time Of Last Edit: 2023-05-03 12:25:33