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»Forums Index »Archive (2017 and earlier) »Data and Content Support »daily volume covers what times?
Author Topic: daily volume covers what times? (2 messages, Page 1 of 1)

orbwen
-Interested User-
Posts: 12
Joined: Feb 5, 2011
Posted: Jul 10, 2011 06:45 PM          Msg. 1 of 2
Can anyone please clarify for me...

I thought the daily volume reported from daily historic requests included only trades during market hours 9:30am-4pm EST. But it looks like this is not the case. On 6/24, most stocks of the scores I checked did half or more of their trades after-hours according to the intraday statistics.

So when final volume is reported for a “day” what time period is this supposed to cover? 9:30am to 9:30am the next day? Midnight to midnight? Is there a special cutoff time each evening a few hours after market close?

I understand the numbers will not always agree exactly -- the exchanges report their official numbers based on adjustments we don't have visibility into.

Many thanks!
Jonathan

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
Posted: Jul 11, 2011 08:45 AM          Msg. 2 of 2
Johnathan, essentially the timeframe is midnight to midnight. Daily volume is the cumulative volume of all trades which includes pre/post market trading and other non-last-qualifying trades.
 

 

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