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When I add up the volumes on the Open/Close file, why don they match the total options volume for a given security?

April 26, 2017file given Options total volume

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Posted

When I add up the volumes on the Open/Close file, why don they match the total options volume for a given security?

1 Answer

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Posted

The volume included in the Open/Close file does not include Market Maker trades, and is restricted to those records that have been tagged as an opening or closing position trade.