Quote Originally Posted by soleimani View Post
Dear Mr. Pascal,

In following column the effective value is calculated as 0 but as i calculate base on formula it shall be -216,082 it there any exception?

Date time Open High Low Close Vol Eff Vol

9/11/2015 16:00:00 14.14 14.15 14.09 14.11 432163 0

Regards,
Soleimani
It is because I have set an option that filters out large one minute volume as "block trades"
I believe that I set the filter at 5%, but it could be 3%.

Pascal