It doesn't matter how many files there are, but it reflects the change of surface volume and can't see the internal essence. To put it bluntly, it is a simple data change and conversion, which has no actual trading significance. It seems to only provide traders with a general dynamic trading volume change in the course of trading. In other words, the trend and direction can not be fully reflected, and there are many instantaneous transactions. In the end, it seems that we still have to rely on our own analytical techniques.