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Date/Time: Sun, 08 Sep 2024 00:31:03 +0000



Post From: Intraday consolidated tape volume for stocks

[2024-05-11 23:06:53]
BillsSBC - Posts: 36
With that chart active, please select "Edit >> Delete All Data and Download"

Done. I ran this step roughly 8 times while checking the 7/8 to 7/11 values:
- 1 run the numbers from 7/8 and older were different (still large) but did not match yours.
- 1 run the numbers were smaller and closer to the 7/11 values back until May 2022 when they get large again.
- All others matched what I originally posted.

I also believe the values you posted are incorrect from 7/8 and older just like mine but different values. The volumes we believe to be correct (7/11 and newer) are less than 1% of the values 7/8 and older.

I tried changing ETH/RTH hours and varying the bar period but the data still shows odd behavior.