Historic volume does not match realtime volume

sanchezTJUK
sanchezTJUK Explorer
in DSS

I'm downloading historic data for Brent Crude volume using intraday summaries. This gives me raw data for every single volume update. Sometimes a few per second. I'm then summing these myself across a day to find cumulative volume up to that point each day. This has seemed fine but where I've started to analyse my realtime data, where I actually use the content field 'ACVOL_UNS' to download the cumulative volume every minute, I've found that they don't match up.

The question is, am I doing something stupid here?

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  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hello @sanchezTJUK ,

    A Refinitiv content expert would be able to best help with the insight on how ACVOL field is being calculated and possibly aggregated, suggest to contact via Refinitiv Helpdesk Online -> Content and be connected with the content directly.

    Just in case, would like to note, if you are connecting to Realtime via RRTO service, the quote updates are conflated 3/sec (trade-safe), so you will not be seeing every update, at the same time as DSS Intraday summaries are also aggregated into bars, so you are not seeing every update. So in my understanding, adding them up should not match.

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