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Date/Time: Fri, 10 May 2024 15:15:59 +0000



Post From: Volume does not equal Bid Vol + Ask Vol

[2015-08-06 07:13:36]
wat - Posts: 67
Hi,

i exported data based on 5 min bars and quite often Ask+Bid Vol does not equal total volume for that specific 5min bar.

How can that happen? I would like to understand that.

(i was searching older posts on support board, but did not find anything)

Thank you.