Re: [amibroker] Does ETF Volume Match Index Volume?

[Richard Dale <richard@xxxxxxxxxxxxxxx>]

No - the volume for an ETF is not related to the volume of the ETF constituents.

Some data vendors provide extensive volume data with their indices.

Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
  markets in Australia, Asia, Canada, Europe, UK & USA -
www.premiumdata.net

-------- Original Message  --------
Subject: [amibroker] Does ETF Volume Match Index Volume?
From: garrybartsch <garry@xxxxxxxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Date: wed, 15 jul 2009 21:17:39 -0000

 

I am not able to get good data for the indices (Eg. ^DJI) from Yahoo but am wondering if the volume patterns for the Index ETFs closely match the volume for the indices they are supposed to track? That is, if volume for the ^DJI is declining (or increasing, spiking, etc.) would the volume for the DIA accurately mirror that? Thanks.

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