Volume data

T

trader1974

Hi, I have a problem.
There is some index that I would like to see the volume in the period of one minute but I get a message that says that the data provider does not provide that information.
What data provider should I work with?
Thank you very much
 
An index does have volume - the sum of the volume of the constituents, but not all index providers do that. For those that do, some report consolidated tape, others report listing exchange only. Nobody does it weighted (perhaps they should).

When I do this for my own indexes I use dollar volume rather than share volume as that's more indicative of anything. e.g. consider AAPL and its upcoming split - that will have a massive impact on volume but none on dollar volume.

Contact your data provider - it's clearly their problem.
 
trader1974 said:
Hi, I have a problem.
There is some index that I would like to see the volume in the period of one minute but I get a message that says that the data provider does not provide that information.
What data provider should I work with?
Thank you very much
More...

You didn't mention which broker / data feed provider.

I suspect you are getting free data.
so there are limitations.


If you pay for the data, there wouldn't be such problem
 
I want to look at the volume of IXCO in a minute,
I subscribed to some site but the message appears. The data provider does not provide that information.
 
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