What does 'Unscaled' mean in ACVOL_UNS?

b
b Newcomer

The field definition for ACVOL_UNS reads " Unscaled accumulated number of shares, lots or contracts traded according to the market convention "

What does unscaled mean in this context? How does the volume reported differ to e.g. the Volume field in Tick History (definition " Accumulated number of shares, lots or contracts traded according to the market convention ")

What scaling process happens to get from one field to the other? How can I scale values from the ACVOL_UNS field such that they reconcile with the Volume field?

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @b

    As this forum is more for programming-type queries, rather than content queries, I would recommend you contact the content support team via MyRefinitiv to answer these questions. That way a Content specialist can work closely with you and answer the questions.

    Moreover, the usage of each field may be different among exchanges.


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