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Abnormal volume at start of day


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Tho777
Boston, MA
 
Posts: 1 since Jun 2014
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Hi everyone, I'm a beginner just starting to look at historical minute-by-minute data as I get ready to day trade. This is likely a very beginners question, but I can't figure it out:

What could be an explanation for extremely low volume between 9:30 and 9:31 AM for a given stock? Typically stocks have some of their highest, if not highest, volume during this first minute. However, I see that occasionally a stock can have data that looks like this example:

Volume from 9:30 - 9:31
Day 1 = 95650
Day 2 = 80320
Day 3 = 500
Day 4 = 100600
Day 5 = 64100

For a given day, it seems like 10-40 stocks in the SNP 500 have abnormal volume like the above example did on day 3, with the rest of the stocks trading normal.

Any explanations for this?


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Last Updated on June 15, 2014


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