Hello:
I am looking at Bloomberg's futures intra-day data for NYMEX WTI (ticker NG1).
Has anyone looked at the historical 'Trade' volume tick by tick? For example. 10/30/2009, the total # of shares traded by close of market, Bloomberg says 412,394.
But when we go to Bloomberg's historical intra-day, and we add up all the volume (from 10/30/2009 12:00:00 AM - 10/30/2009 23:55), we just get 4,568.
Does anyone know why's that?
ThanQ!
I am looking at Bloomberg's futures intra-day data for NYMEX WTI (ticker NG1).
Has anyone looked at the historical 'Trade' volume tick by tick? For example. 10/30/2009, the total # of shares traded by close of market, Bloomberg says 412,394.
But when we go to Bloomberg's historical intra-day, and we add up all the volume (from 10/30/2009 12:00:00 AM - 10/30/2009 23:55), we just get 4,568.
Does anyone know why's that?
ThanQ!