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»Forums Index »Archive (2017 and earlier) »Data and Content Support »NASDAQ Volumes
Author Topic: NASDAQ Volumes (6 messages, Page 1 of 1)

budshane
-Interested User-
Posts: 83
Joined: Jul 26, 2004


Posted: Jul 5, 2006 11:24 AM          Msg. 1 of 6
Normally, the NMS (VIMT.Z) and the Small Cap (VIST.Z) volumes add up to the Combined Volume (VIQT.Z). Right now there is a very large difference.

Bud Schoen
Kailua, Hawaii

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Jul 5, 2006 12:20 PM          Msg. 2 of 6
I have contacted the Market Data team and they are investigating the issue.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Jul 5, 2006 12:33 PM          Msg. 3 of 6
It appears that they split the NASDAQ 3 ways instead of 2. The symbol you are missing is VIGT.Z, the total of those 3 should sum up as you expected.

budshane
-Interested User-
Posts: 83
Joined: Jul 26, 2004


Posted: Jul 5, 2006 02:08 PM          Msg. 4 of 6
Your symbol list shows the new one as the NGSM total volume. The 3 others are NGM, NCM, and COMB. The last one is, of course, the total. I have searched NASDAQ and can't find how they split it. Does anyone know?

Bud Schoen
Kailua, Hawaii

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Jul 5, 2006 02:21 PM          Msg. 5 of 6
Q NASDAQ Global Select Market
G NASDAQ Global Market
S NASDAQ Capital Market

Not sure if this is exactly what you are looking for, let me know and I will be happy to look deeper if need be.

budshane
-Interested User-
Posts: 83
Joined: Jul 26, 2004


Posted: Jul 5, 2006 07:06 PM          Msg. 6 of 6
Thanks for the info, found out it's effective today. Dug around and found:
Q is combined
G is select (former MNS with higher reporting standards) about 1200 issues
M is the Global(what's left of NMS) about 1400 issues
S is Capital Market, formerly Small Cap about 500 issues
For volumes, G+M+S=Q. The three segments added up equal combined.

They have new indexes:
NQGM.X is the M, Global
NQGS.X is the G, Select
RCMP.X is the S, Capital
Combined is the same COMP.X

I calculate trins for each segment, it will be interesting to see any differences.

Bud Schoen
Kailua, Hawaii
 

 

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