Support Board
Date/Time: Thu, 31 Oct 2024 12:15:09 +0000
Post From: US Equities evening/after market hours volume gap
| [2024-09-03 01:18:21] |
| User914815 - Posts: 2 |
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Hello SC team! I'm setting up a volume profile chart on SPY-ETF equity for both intra day and evening sessions separately. However, I noticed there is a gap from 6:55PM CST to 3:00am CST time and no volume is logged during this period for all the historical data and for current date. I've already subscribed for "NASDAQ TotalView US stock data", & from documentation I learned that the volume coming out of NASDAQ exchange is only what I can see. So, can you confirm if this is the same reason for the gap up/down for every evening session that is formed? I see the service "US Equities Consolidated Tape" provides all the consolidated volume there is traded for any US equity. But that is again an added subscription on top of "NASDAQ TotalView US stock data", which I don't know how much of a value its going to provide. Also, can you please list out all the exchanges list that both the "NASDAQ TotalView US stock data" and "US Equities Consolidated Tape" services are going to provide? Attached the screenshot for your reference. Thank you! |
 VbP evening volume missing.jpg / V - Attached On 2024-09-03 01:16:24 UTC - Size: 336.94 KB - 26 views |