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I am reluctant to contact Quote.com re. the following issue. Perhaps
somebody can help me here. I'm talking only EOD downloads, also
re.
intraday data, so NO real-time.
First, I've been happily downloading EOD quotes from Quote
without
any subscription, contrary to "Paid (Livecharts basic)" as
mentioned
in AB's manual. No problem. It turns out however there is a
horrendous difference in Volume data comparing intraday and end-of-
day. So XYZ's today's volume is 10 million, but adding up
volume of
downloaded 1-min interval data totals to 7 million. There is some
consistency, because added up 5-min or 30-min intervals also is 7
million, they all fall short the same amount.
I concluded the difference is in the pre- and after-market but this
seems suspicious: some differences are just too great, also for NYSE
stocks. I use Quote for EOD download of intraday stock options data
as well (it is truly the ONLY source, paid or free, that I can find
for this) and here their intraday total is easily 30% or less of the
true daily total (as reported by CBOE).
I need an explanation for this, would be willing to pay for reliable,
downloadable EOD intraday data, but again, am a bit reluctant to
contact Quote and perhaps spoil the free party (I know I see ghosts,
but better safe than sorry ;-)
Thanks for any help.
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