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$TVOL/$UVOL/$DVOL showing zero volume


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  #1 (permalink)
Luansz
Lethbridge
 
Posts: 2 since Dec 2018
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Since June 1st $TVOL and related charts are showing zero volume for the day's closing value. During the trading day they seem to be functioning fine. The issue occurs only after the close. I haven't changed any settings (AFAIK) and the little bit of tinkering I've tried h
as yet to produce the desired result. TOS help desk hasn't been so helpful as it appears normal during trading hours when they're available. Any help or guidance would be much appreciated. I've attached a screenshot for clarity.


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 Skidboot 
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Luansz View Post
Since June 1st $TVOL and related charts are showing zero volume for the day's closing value. During the trading day they seem to be functioning fine. The issue occurs only after the close. I haven't changed any settings (AFAIK) and the little bit of tinkering I've tried h
as yet to produce the desired result. TOS help desk hasn't been so helpful as it appears normal during trading hours when they're available. Any help or guidance would be much appreciated. I've attached a screenshot for clarity.

They do get reset to 0 at the end of the day after close. They are intraday volume.

It appears, prior to June, the data provider was resetting the market internals data before open. Now they are resetting it after close. if you are doing any type of analysis, you can use the daily highs instead of close.


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Luansz
Lethbridge
 
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Thanks Skidboot! I might see if I can change my indicators to pull the 3:59pm level. If I can't figure that out I'll just complain more to TOS


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