hello. i have a volume question. when i add up the volume on, say SPY, for 2022-09-16 looking through the history of trades on that day then i end up somewhere around 80 million shares. And, that is before excluding the types of trade conditions alpaca excludes per exchange rules (e.g. M,Q,8,9) on when to add to the volume count so it would even less. now if you go over to yahoo and look at their volume for that day you see 103 million as well as ToS’s app and other brokerage apps. i added volumes from scanning SIP, OTC, and IEX as well.
im simply looking at shares per trade in all trades. volumes are off by 25% ?
am i missing something here?