I'm working on a program that find summary data given all trades during a day. However, for some reason, if I sum all the volume during market hour (9:30 -> 16:00, New York SE time), the total volume is noticeably less than the official values I can find (in this page for example: https://www.nasdaq.com/market-activity/stocks/nvda/historical).
So, does the volume value in the page above include shares traded before/after market hours?
Edit: I use data from here (https://www.nyse.com/market-data/historical/daily-taq), currently "download sample data" is not working. To calculate the volume, I loop over all lines in a TRADE file, parse the timestamp, then add the volume if the timestamp is inside 9:30 -> 16:00
Edit 2: there's a type of trade called "cross trade". Apparently the official volume calculation include data of before/after market housr but does not include this type of trade specifically