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mnl1000 has contributed to 1 posts out of 21195 total posts
(0.00%) in 3,614 days (0.00 posts per day).
20 Most recent posts:
Hi,
I have downloaded minute by minute data from APPLE, and the Inc Vol does not match the invrease on the column Volume from the previous day.
See an example below and attached in excel format.
Date Time Open High Low Close Inc Vol Volume
20140606 2000 645.7 645.85 645.65 645.65 425 12517212
20140606 1958 645.55 645.55 645.55 645.55 688 12516490
20140606 1957 645.55 645.55 645.55 645.55 472 12515793
20140606 1956 645.56 645.6 645.5 645.5 1270 12515208
20140606 1955 645.59 645.6 645.59 645.6 932 12513669
20140606 1954 645.7 645.7 645.65 645.65 622 12512564
For example, on 20140606 at time 19:58, the previous volume plus the inc vol, does not match the current volume, i.e. 12515793 + 688 = 12516481, which is different from 12516490.
What is the exact definition of Inc Vol?
Many thanks!
Manuel
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