I tried this query on MySQL server (5.1.41)...
SELECT max(volume), dateofclose, symbol, volume, close, market FROM daily group by market
I got this result:
max(volume) dateofclose symbol volume close market
287031500 2010-07-20 AA.P 500 66.41 AMEX
242233000 2010-07-20 AACC 16200 3.98 NASDAQ
1073538000 2010-07-20 A 4361000 27.52 NYSE
2147483647 2010-07-20 AAAE.OB 400 0.01 OTCBB
437462400 2010-07-20 AAB.TO 31400 0.37 TSX
61106320 2010-07-20 AA.V 0 0.24 TSXV
As you can see, the maximum volume is VERY different from the 'real' value of the volume column?!?
The volume column is define as int(11) and I got 2 million rows in this table but it's very far from the max of MyISAM storage so I cannot believed this is the problem!? What is also strange is data get show from the same date (dateofclose). If I force a specific date with a WHERE clause, the same symbol came out with different max(volume) result. This is pretty weird...
Need some help here!
UPDATE :
Here's my edited "working" request:
SELECT a.* FROM daily a
INNER JOIN (
SELECT market, MAX(volume) AS max_volume
FROM daily
WHERE dateofclose = '20101108'
GROUP BY market
) b ON
a.market = b.market AND
a.volume = b.max_volume
So this give me, by market, the highest volume's stock (for nov 8, 2010).