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Date/Time: Sun, 08 Sep 2024 00:38:39 +0000

Post From: Intraday consolidated tape volume for stocks

[2024-05-10 14:10:51] Link To Thread - Link To Post [Go To First Post]
BillsSBC - Posts: 36
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.