http://finance.yahoo.com/q/hp?s=^GSPC http://moneycentral.msn.com/investo...bt=Price+history+table&symbol=$INX&nocookie=1
I do not realy trust YAHOO. It indicates daily S&P 500 volume 4,285,990,000... How it could be when NYSE reports that it has total listed volume 4,334,921,000 (http://www.nyse.com/) ....
It's difficult to trust MSN money as well - daily volume 3,363,536,800 ???? - the same question as with YAHOO... how it could be?
The numbers seem about right because you are adding the top NYSE and NASDAQ stocks. More importantly, the nominal figure is not important. I assume you want to see how volume is changing. As long as the numbers are consistent, they should be good enough.
I create the actual sp500 volume everyday thru a DDE feed that totals the 500 stocks acc Volume during the day... The time range is 6:30 (PST) to 1:00 (PST) The volume on friday was about 3,480,000,000... see attached Pic... <img src="http://www.enflow.com/p.gif">