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DTN.IQ Client Software Support » Opening volume Mar 27, 2021 06:03 AM (Total replies: 2)

Hi,
When calculating an interval bar at any other time throughout the day the total volume can be reconciled by summing the incremental volume. However, this isn't true of the open. The opening cumulative volume starts with a number that doesn't include any trades that can be seen. Where does this initial volume come from?
Thanks,
Dave


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