Hi,
I'm extracting information from football pro sample data and find some problems with all kinds of volumes.
1.The total volume of one market sometimes decreases, but personally I think it should be monotone increasing.
2.When adding up the volume traded at different traded prices,the sum is not equal to the total volume of the market. I found that sometimes traded volume at a specific price was the right increment according to the total market volume changes, but sometimes traded volume seems to be not accurate and double count the increment.
Is there anyone knowing the reasons? Many thanks.
I'm extracting information from football pro sample data and find some problems with all kinds of volumes.
1.The total volume of one market sometimes decreases, but personally I think it should be monotone increasing.
2.When adding up the volume traded at different traded prices,the sum is not equal to the total volume of the market. I found that sometimes traded volume at a specific price was the right increment according to the total market volume changes, but sometimes traded volume seems to be not accurate and double count the increment.
Is there anyone knowing the reasons? Many thanks.


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