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Date/Time: Fri, 19 Apr 2024 06:29:19 +0000

Post From: After hours volume is incorrect and incomplete for US stocks

[2018-12-05 18:07:27] Link To Thread - Link To Post [Go To First Post]
User987654 - Posts: 65
Hi, I am loading historical intraday data for US stocks (eg. MMM) and the after hours volume and trades do not correspond with the information I can see from (https://www.nasdaq.com/symbol/mmm/after-hours). When I set the chart to 1 second and look at the bars, some of the volumes are off by quite alot and some trades are missing. I have tried several different US stocks and am receiving the same results. Am I doing something wrong or is the after hours data from BarCharts unreliable? If so, will I be able to get more accurate (consolidated) data if I sign up for the Exchange Data feeds, since I assume that information is provided directly by the exchanges. Date Time Of Last Edit: 2018-12-05 18:14:05