For the longest time, I really want to understand this: When Marketwatch, CNBC http://data.cnbc.com/quotes/.NCOMP listed Nasdaq vol. as 792.485M (Sep. 2), they seems to mean today's vol. Well then, what's the vol. listed at Yahoo finance? http://finance.yahoo.com/q/hp?s=^IXIC 2,010,580,000 <--where is this number come from? What is even more confusing is Dow Vol. http://finance.yahoo.com/q/hp?s=^DJI 4,783,560,000 <--what exactly is this volume compose of? And what is the most reliable, big web site to get NYSE (Big board)'s volume? Today's vol. at NYSE is 1.1 Billion
Yahoo Finance is free so you get what you pay for. NYSE's website is probably the best bet for finding accurate information. Just out of curiosity, why are you interested in the index volumes?
I went to NYSE.com already. They only list the grand total vol., not specific vol. say for NYSE. I need the vol. to see the how light or heavy the daily vol. is