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Re: BMI/TS4 incorrect Nasdaq volume numbers?



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> I have quite a few incorrect nasdaq total volume (TVOLQ for me)
> numbers in my data as evidenced by none of the daily entries are
> greater than ~2.1 billion shares even though volume that day indeed
> was.  I also see there are days where the "volume" field is
> negative. 

2^31 = 2.147 billion.  Looks to me like you're maxing out a 32-bit 
integer and wrapping into negative numbers.

> This must be a simple problem; I have "None" for both "Price
> Multiplier" and "Volume Multiplier" settings and am wondering if
> these are correct? 

I haven't run into this but I'd suggest you try changing it to "10".  
(NOT 1/10, but 10.)  I assume this would divide all volume by 10, so 
you should be able to handle volumes up to 21 billion.  That should 
be enough for the next year or two.  :-)

Any historical dates that went past 2.1 billion will be corrupt.  
You'll have to get data from somebody who had it set properly to 
start with.

Gary