  This manuscript reports a stochastic dynamical scenario whose associated
stationary probability density function is exactly a previously proposed one to
adjust high-frequency traded volume distributions. This dynamical conjecture,
physically connected to superstatiscs, which is intimately related with the
current nonextensive statistical mechanics framework, is based on the idea of
local fluctuations in the mean traded volume associated to financial markets
agents herding behaviour. The corroboration of this mesoscopic model is done by
modelising NASDAQ 1 and 2 minute stock market traded volume.
