tick-by-tick Bloomberg ftrs data

Discussion in 'Data Sets and Feeds' started by Engy, Jan 16, 2010.

  1. Engy



    I am looking at Bloomberg's futures intra-day data for NYMEX WTI (ticker NG1).

    Has anyone looked at the historical 'Trade' volume tick by tick? For example. 10/30/2009, the total # of shares traded by close of market, Bloomberg says 412,394.

    But when we go to Bloomberg's historical intra-day, and we add up all the volume (from 10/30/2009 12:00:00 AM - 10/30/2009 23:55), we just get 4,568.

    Does anyone know why's that?