http://www.nasdaqtrader.com/Trader.aspx?id=FullVolumeSummary http://data.cnbc.com/quotes/.SPX In neither 1 of the above, it doesn't show the actual vol., just the gross vol. of S&P 500 I can get the actual vol. of Nasdaq or NYSE http://data.cnbc.com/quotes/COMP/tab/2 615,965,800 http://data.cnbc.com/quotes/.DJIA 832,023,000 But the link to S&P 500 seems to be the consolidated vol., not the actual vol. Any1 knows where to get the info?