Hello For the !DJ30 and !DJI indexes, we add the volume of all the components, and put it on the index. The volume that we have for each stock is the consolidated volune, meaning that in include the volume for that issue on all exchanges, so when we sum the volume for the components, we have the consolidated volume for that index. That's where the 548mil comes from.
You don't say where you got the 209mill figure, but it most likely is the NYSE only volume for the dj30, i.e. only trades that occured on the NYSE are included in the count. The same issue exists with the NYSE total volume, we have the consolidated volume which runs from 3 to 5 billion shares per day, while the NYSE only exchange volume runs 2 to 2.5 billion per day. After looking through all of the data that we receive, it looks like we do get that 209mil number, so I can probably use that on the !DJI and leave !DJ30 as is. Best regards Gary Lyben ----- Original Message ----- From: chartsurgeon To: [email protected] Sent: Saturday, March 29, 2008 7:24 PM Subject: [quotes-plus] Gary Lyben - Can you answer this question? Thanks. I earlier posted a question concerning volume data results from the functions qp_volume(0, "!dj30"). No response received. Specifically, 28 Mar 08 Dow30 volume was 209,002,369 shares. Quotes Plus reports it as 548,731,000 shares. Big difference. Why the difference in these numbers? Can it be corrected? I use historical index volumes as reference points in my real-time trading software. The Dow30 number is noticeable. Thanks in advance.
