Read on a blog where claim was made volume data is not current and or accurate due to exchanges policies. Said some data vendors tried to approximate volume,etc... Any feedback on this ? Furthermore,I have not found volume to be that consistently helpful in ascertaining demand/supply dynamics as pertains to resultant move. Seen many nice moves on relatively light vol.,often climaxing in volume peak it appears. I realize the Dow contract is much thinner,etc. Appreciate all suggestions,insights,etc... Leaning more and more just to price action(candles),S/R,fibs,mkt. internals,etc......no indicators at all.