The volume data that we have is composite volume which includes the volume traded on regional exchanges, pre and post market, and ecn's.
The NYSE volume probably only includes the volume traded on the NYSE. Best regards Gary Lyben Quotes Plus ----- Original Message ----- From: nhall To: [email protected] Sent: Saturday, July 07, 2007 12:19 PM Subject: [amibroker] Re: Quotes Plus vs TeleChart volumes Here is the data directly from the NYSE's website: http://www.nysedata.com/nysedata/asp/factbook/viewer_edition.asp?mode=table&key=3000&category=3 http://www.nysedata.com/nysedata/default.aspx?tabid=405 It seems close to TeleChart. I'm not sure where QP and Yahoo are getting their numbers from. Nick --- In [email protected], "nhall" <[EMAIL PROTECTED]> wrote: > > I'm evaluating whether I should use Quotes Plus or TeleChart as my > AmiBroker data provider and have come across differences in the volume > for the NYSE index. > > Quotes Plus gives the volume figures for !NYA: > > 6/1/2001: 10,102,619 > 1/3/2007: 34,291,628 > 6/1/2007: 29,270,184 > > and that data basically matches Yahoo's also. > > TeleChart gives for NYSE: > > 6/1/2001: 1,010,200 > 1/3/2007: 2,611,500 > 6/1/2007: 1,481,100 > > The older data looks about the same (although scaled differently), but > the newer data is off by quite a bit using the same scaling factor. > The data companies don't seem to know why they are different from each > other. Does anyone have any ideas or care to add recommendations for > one data vendor over the other? Thanks, > > Nick >
