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Date/Time: Sun, 12 May 2024 15:36:46 +0000

Post From: TVOL-NYSE inconsistency

[2017-05-18 17:21:47] Link To Thread - Link To Post [Go To First Post]
User161390 - Posts: 16
Yes you are correct about the open, I looked at it wrong there. What is clear on the chart though is that the 1st 15 minute bar is significantly larger on some days than on others. This is not the correct data. Are you saying that your internal calculation sometimes misses the 1st second? I guess this could be the cause of the discrepancy since there may be very large amounts of volume during the 1st second.