Upgrade from Eikon -> Workspace. Learn about programming differences.

For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
1 0 0 0

Cause of large disparities between Eikon Volume and Volume from other sources?

I have noticed on several occasions that the volume metrics (notably `TR.AvgDailyVolume10Day` and `TR.Volume`) reported on Eikon are significantly lower than other sources of this data. For example, TR.AvgDailyVolume10Day for GOOGL right now is 923,557, but this doesn't seem right, since yahoo finance and QA Direct both report over 2 million. The same is true for GOOG and IBM right now, just as examples.

Is this due to a difference in methodologies? TR.Volume documentation mentions counting in lots rather than shares, but these discrepancies can't be explained by a round scalar. Am I misunderstanding something about Eikon's volume metrics? I'm surprised to see discrepancies this large for such high volume securities.

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apitradevolume
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

· Write an Answer
Upvotes
Accepted
18.2k 21 13 21

Hi @Allen

This forum is not the best place to ask about content questions.

For an authoritative answer to any content questions, the best resource is the Refinitiv Content Helpdesk.
This forum is dedicated to things specific to the use of Eikon APIs.
The moderators here do not have deep expertise in every type of content available through Eikon.
The Refinitiv Content Helpdesk can be reached using Contact Us capability in your Eikon application.
Or by calling the Helpdesk number in your country.
Or at https://my.refinitiv.com/


icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.