Thank you for the feed back!
I wanted to post some pictures to illustrate how unusual the reading was, but didnt have any ready means to upload pics so I could post a URL (as is the only supported means in the website).
Also the reference to the 1 hour frame volume reference was misleading, as 600k is not that uncommon. The uncommon part was the very high concentration of volume in the last 15m of the cash sessions and the post 15m. We are talking above 99.99 percentile! With data going back to 2012.
Wanted to crunch some more numbers today, but it turned out to be a busy day (as you all know). The most important work is the separate the volume by lot. So have the volume separated by say 50 lots (and try different buckets) and see if it gives me another perspective. Over the weekend will look at older data.
All the best,
Edited by Venatici, 01 December 2017 - 02:53 PM.