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garysu has contributed to 1 posts out of 21199 total posts (0.00%) in 2,941 days (0.00 posts per day).

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Data and Content Support » Volume difference between daily and 1 minute bars May 6, 2016 11:46 PM (Total replies: 1)

i just subscribed to the data feed and pulled down the daily and 1 minute data for AAPL from 5/4.

i then summed all the Volume for each 1 minute bar and got 36808318, expecting it to be the same total as reported on the daily data - which is 41025475.

As you can see they aren't even close. Can anyone explain the difference?

thanks,

Gary.
Gary


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