Please download the attached zip and extract the following 2 files:
1. TickData.csv (Reliance tick data from IIFL)
2. RELIANCE_NSE111114.csv (Reliance tick data from Indiabulls)
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I am adding the all the individual tick volumes, hoping that it will be equal to be total day's trading volume.
1. IIFL adds to give 8110396
2. Indiabulls adds to give 5940182
Points of confusion-1:
1.None of the above confirms the total volume as provided by the Nifty - 6890857 (Please verify whether I have added the data correctly)
2. IIFL data not equal to Indiabulls data
Points of confusion-2:
In IIFL, it is seen that the data continued to be fetched even after 3:30 (upto 15:59!)
Please look into the above 2 points
link to download:
http://www.4shared.com/file/MTMWk4e7/Reliance_14_Feb_2011.html