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Sleepy Ted
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Posts: 5
Joined: August 7th, 2021, 1:53 pm

Volume in Yahoo Finance Historical Prices Data

August 7th, 2021, 4:36 pm

Does anyone know exactly what this Volume field shows?

Does it include block trades?

I understand that it excludes share transfers associated with repos, stock borrowing and lending?

If two banks privately negotiate a deal between themselves, does that deal size affect the Yahoo Finance volume? It seems not to...

I assume it is the number of shares traded on the exchange on that day?

I would be very grateful for any knowledge that anyone can share

Thanks in advance
 
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kc11415
Posts: 430
Joined: March 16th, 2003, 10:02 pm
Location: United States

Re: Volume in Yahoo Finance Historical Prices Data

December 9th, 2021, 11:55 pm

Knowing how to ask a category of question is often more important than knowing the answer to one iteration of a question.

Yahoo is not the originating source of any equity trade/quote data, as far as I know.
That means Yahoo has zero say in defining any of the fields in equities trade history data series.
The originating source for a data series should hopefully be indicated somewhere accessible from the platform which is resdistributing it.

When I lookup AAPL on finance.yahoo.com, I see that instrument code has its data sourced from NasdaqGS.
When I lookup DOCN on finance.yahoo.com, I see that instrument code has its data sourced from NYSE.
You must then go to each exchange which is the source of each data series to see how they define those fields.
If you are gonna be in this game, that is something you are gonna have to learn how to do,
unless you can afford a mid to higher tier market data terminal that does some of that legwork for you,
along with offering multiple sources for a given instrument code,
and sometimes offering a synthetic data series aggregating values from multiple different sources.

Left as an exercise for you is to search the web site for the data source cited by Yahoo for the instrument code (ticker symbol) you are viewing.
This is a skill you need to learn and it is time for you to start putting in some sweat equity towards your tuition.
 
Sleepy Ted
Topic Author
Posts: 5
Joined: August 7th, 2021, 1:53 pm

Re: Volume in Yahoo Finance Historical Prices Data

December 10th, 2021, 9:10 am

thank you for your helpful answer, I see the exchange is Xetra, I'll look into their definitions
 
Sleepy Ted
Topic Author
Posts: 5
Joined: August 7th, 2021, 1:53 pm

Re: Volume in Yahoo Finance Historical Prices Data

December 10th, 2021, 9:11 am

Knowing how to ask a category of question is often more important than knowing the answer to one iteration of a question.

Yahoo is not the originating source of any equity trade/quote data, as far as I know.
That means Yahoo has zero say in defining any of the fields in equities trade history data series.
The originating source for a data series should hopefully be indicated somewhere accessible from the platform which is resdistributing it.

When I lookup AAPL on finance.yahoo.com, I see that instrument code has its data sourced from NasdaqGS.
When I lookup DOCN on finance.yahoo.com, I see that instrument code has its data sourced from NYSE.
You must then go to each exchange which is the source of each data series to see how they define those fields.
If you are gonna be in this game, that is something you are gonna have to learn how to do,
unless you can afford a mid to higher tier market data terminal that does some of that legwork for you,
along with offering multiple sources for a given instrument code,
and sometimes offering a synthetic data series aggregating values from multiple different sources.

Left as an exercise for you is to search the web site for the data source cited by Yahoo for the instrument code (ticker symbol) you are viewing.
This is a skill you need to learn and it is time for you to start putting in some sweat equity towards your tuition.
thank you for your helpful answer, I see the exchange is Xetra, I'll look into their definitions