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I would attempt it (setting the scaling to 10) but can't figure how to get
the history to match (divide it by 10). Would appreciate any further
comments!
Best regards,
Phil
----- Original Message -----
From: Gary Fritz <fritz@xxxxxxxx>
To: Omega-List <omega-list@xxxxxxxxxx>
Sent: Thursday, February 22, 2001 12:41 PM
Subject: Re: BMI/TS4 incorrect Nasdaq volume numbers?
> > 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
>
>
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