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).
 
     
     
     
    