The highest volume bar for the day, everyday, is the 10 past 4...

The highest volume bar for the day, everyday, is the 10 past 4 guy. Now, if you can tell me what the 10 past 4 guy is all about, that would be worthy of a few cartons of beer, coz I've asked da question to the SFE, my broker, big swingers on the desk etc, and have received no credible response. The most interesting aspect of the 10 past 4 guys, is that the many thousands of trades that 'go through', never show on the course of sales. If they do ever show on the course of sales (by mistake?), when you go back to find them, they have 'vanished' So, my question has always been, is the volume what the volume says it is, or is the volume what it says it is, plus, the 10 past 4 guy ? Humm.