Support Board
Date/Time: Sun, 24 Nov 2024 14:57:07 +0000
Post From: Intraday consolidated tape volume for stocks
| [2024-05-10 14:10:51] |
| BillsSBC - Posts: 38 |
|
Hello, I'm trying to create volume profiles over extended periods (5+ years) on stocks using the consolidated tape data feed. To save space, I've set my intraday storage unit to 1-minute. However, the volume reported is inconsistent through time and flips between what appears to be reasonable volumes to very large volumes (possibly a factor of 100,000x). Can you comment on what the issue may be and/or how to correct this? I can provide further details as needed. |