The XAO is an index, rather than a tradeable instrument so you won't get direct volume. You can work out what the volume is though by breaking it down in its constituent parts, which is probably what they're doing on this site: http://markets.smh.com.au/apps/mkt/indexDetails.ac?idx=XAO
Thanks for the help guys, but Amibroker seems to be giving me negative volumes when i use this data I think I will just try to compile the volume for the XAO through amibroker.
EDIT: Hmmm, I still get negative volume with amibroker. I'll move this to the amibroker FAQ.
Thanks for the help guys, but Amibroker seems to be giving me negative volumes when i use this data I think I will just try to compile the volume for the XAO through amibroker.
EDIT: Hmmm, I still get negative volume with amibroker. I'll move this to the amibroker FAQ.
Note that using composites for calculating the volume for XAO will get rather incorrect in history because the constituents today aren't the same as they were 5 years ago.
Note that using composites for calculating the volume for XAO will get rather incorrect in history because the constituents today aren't the same as they were 5 years ago.