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I was wondering whether anyone has encountered this problem with
the volume and open interest data provided by the various vendors.
I noticed some differences especially between the volume data
provided among some web-sites which provides end of day information.
Differences occured in the currencies,financial futures. And the
discrepancies an be 50% to 150%.
So I'm wondering how can we be sure that the volume/OI data is
accurate as some indicators uses volume in their calculation. or is there
any reliable sites on the web where the correct information can be
obtained?
Thanks in advanced.
Ryan Yeo.
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