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Date/Time: Tue, 26 Nov 2024 02:24:02 +0000



Post From: SPY intraday volume is not matching other platforms

[2024-01-16 21:33:27]
User375267 - Posts: 3
1. Intraday SPY volume is not matching other platforms (see attached images)
EXAMPLE: SPY-NQTV at 3:30PM ET on 1-min timeframe chart
39,338 total volume (Sierra)
213,278 total volume (Barchart/TradingView)


2. I'm using the 1-minute timeframe on intraday charts so trades shouldn't have been filtered, right? (Seen other support posts that mention trade filtering due to being set to day session only)


3. ES futures volume seem to match others' intraday perfectly as opposed to SPY volume.

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- I should be on the Denali Data Feed.
- I have also purchased and activated both "U.S. Equities Consolidated Tape" and "NASDAQ TotalView" if that's relevant.
Date Time Of Last Edit: 2024-01-16 21:35:24
imageScreenshot 2024-01-16 161346.png / V - Attached On 2024-01-16 21:31:01 UTC - Size: 114.56 KB - 42 views
imageScreenshot 2024-01-16 161322.png / V - Attached On 2024-01-16 21:31:04 UTC - Size: 60.1 KB - 41 views