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Date/Time: Thu, 28 Nov 2024 20:32:26 +0000



Dramatically different volume for TSLA-NQTV

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[2023-03-28 22:54:54]
User542430 - Posts: 50
I have noticed the volume totals for stock symbols is quite different when using -NQTV compared to just the symbol alone. For example TSLA on 3/24 shows a daily volume of 96.2 million, where TSLA-NQTV shows 11.87 million for the same day. I would just use the non-NQTV symbol, however cumulative delta does not display correctly when using Intraday data, as shown in the picture, unless NQTV is used.
imagetsla1.png / V - Attached On 2023-03-28 22:43:30 UTC - Size: 79.69 KB - 89 views
imagenqtv.png / V - Attached On 2023-03-28 22:43:38 UTC - Size: 76.78 KB - 82 views
[2023-03-29 17:33:45]
John - SC Support - Posts: 36350
Refer to the notes for the NASDAQ TotalView exchange for an explanation:
Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes

Note that next month we will have the consolidated tape for the NASDAQ TotalView, so the volumes will then match up.
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