Good job Admin22 Oct 2020 09:45
I posted this yesterday. Someone have any knowledge as to how this works?
"Anyone know when volume for late trades is formally recorded?
Reason I ask...
Today's total volume ended the day just above 236m traded. Level 2 shows it as such.
But when late trades are recorded on L2 in the hour after close (to account for the auction, late declarations from the previous day(s) and those delayed by an hour in the run up to 16.30) L2 doesn't appear to amend that total number
Thus far tonight an additional c.100m+ in trades are appearing yet the total volume traded hasn't flinched.
Does this get recorded anywhere eventually or does it fall into a hole?
Anyone know?"