DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)

"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email

"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob

"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum

"Excellent datafeed !!!" - Comment from Arely

"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip

"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.

"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum

"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles

"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn

"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »Archive (2017 and earlier) »Data and Content Support »Volume difference between daily and 1 minute bars

Author	Topic: Volume difference between daily and 1 minute bars (2 messages, Page 1 of 1)
garysu -Interested User- Posts: 1 Joined: May 6, 2016	Posted: May 6, 2016 11:46 PM Msg. 1 of 2 i just subscribed to the data feed and pulled down the daily and 1 minute data for AAPL from 5/4. i then summed all the Volume for each 1 minute bar and got 36808318, expecting it to be the same total as reported on the daily data - which is 41025475. As you can see they aren't even close. Can anyone explain the difference? thanks, Gary. Gary
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: May 7, 2016 08:38 PM Msg. 2 of 2 Simply put, this sort of volume analysis will not normally match up because there are reasons (depending on market/symbol) that something can adjust the volume without trading. However, I'd bet that most of what you are seeing on AAPL are non-last-qualified trading. Our intraday data only accounts for Last Qualified and FormT extended trading. Daily volume will include all trades. For something like AAPL, there are bound to be a large number of oddlot trades which are not last qualified trades so the discrepancy will be large. There will like be other types of non-last-qualified trades in there as well. If you download the Tick Data you can see all of the trades along with type and trade conditions and run detailed analysis. Also, we do include with each interval on intraday data, the current total daily volume at the time that interval was recorded (in addition to the interval volume). This field will also include the non-last-qualified trades so you can see how the volumes differ over the course of the day. Edited by DTN_Steve_S on May 7, 2016 at 08:38 PM