Hello TradingView Community, I'm posting this in hopes one of y'all have answers. I was attempting to make my own VWAP based on one minute data since it's the best we can do and I stumbled across this when I noticed the values were abnormally low. For some reason a cumulative day's worth of 1minute volume is not equal to the actual day's volume. Its significantly lower. If anyone has any idea why or if I made an error in my script can point it out to me I would greatly appreciate it, thank you.
@enriqueiii, Hi I wonder if you got the answer for this problem?
enriqueiii
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I have reported an issue, please vote and comment, we need an explanation for this big error, because is not only for volume, if they have errors in their data we cannot trust in any other information, how do we know there are not more problems like this one?
Laughter2020
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is there an answer for this? I am still having this issue today
enriqueiii
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Problem seems to be TradingView is using data provided by the exchange "Cboe BZX", so the intraday volume is only the volume from them not the real market? But not sure why the daily volume yes matches the real market
keong731
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@enriqueiii, does it mean that i need to purchase additional data from NYSE/NASDAQ/ARCA each at 2/month in order to have the full accurate picture on intraday volume? This is so misleading!
CapitalMastery
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I'm experiencing the same issue, and I do have a premium subscription and pay for additional monthly data. I've submitted a support request, and so hopefully I can get us some answers. This is super concerning.
money.stackexchange.com/questions/105962/how-to-interpret-the-volume-in-stock-candles-chart