For the last two days (Thursday and Friday), I have recorded eSignalâs 1-min volume for each of the first five minutes (09h30 â 09h35 EST) of trading of SPY (ETF) in two different ways: a) âIn-real-timeâ â i.e. immediately after each 1-minute bar has plotted on my chart b) âHistoricallyâ â i.e. after the close of the session, and after RELOADING the eSignal data to my chart I got the following results for the first minute (09h30 â 09h31 EST) for Thursday (Friday) âIn-real-timeâ: 1078k (1150k) âHistoricallyâ: 923k (1121k) So, for the first minute, the volume decreased from âIn-real-timeâ to âHistoricallyâ by -14.4% (-2.5%). For each of the other minutes (i.e. 09h31 â 09h32, 09h32 â 09h33, 09h33 â 09h34, 09h34 â 09h35 EST), there was no difference between âIn-real-timeâ and âHistoricallyâ on either day. Anyone familiar with this sort of thing, and able to provide an explanation? Thanks.