Major volume discrepancy between 1D chart and today chart

tatl

Member
Today is Mar 2, 2023

it's 5:22pm.

there's a discrepancy between the volumes reported on the today, 2m chart and the 1D chart
for SPY.

proof:
here is the 1D chart:

Screen-Shot-2023-03-02-at-5-19-03-PM.png


here is the today, 2m chart:

Screen-Shot-2023-03-02-at-5-21-11-PM.png


and here is the simple code being used to calculate total volume on the today chart:

Screen-Shot-2023-03-02-at-5-21-17-PM.png
 
This could be due to extended markets. You have extra data when you enable pre-market and after-market hours.
 
This could be due to extended markets. You have extra data when you enable pre-market and after-market hours.
that would make the today chart have more volume, but it has less.

checking to confirm:

6:22pm:

today chart
extended hours on: 67,964,534
extended hours off: 63,196,729

1D
extended hours on: 85,157,431
extended hours off: same reading

problem also occurs for yesterday, where the candles are finished and not still being built.
- the 3/1/23 candle on the 4Y, 1D chart has 99,706,823 volume
- and the 5m chart on 3/1/23 is has 79,275,753 total volume (extended hours on)
 
Last edited:

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