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zhang_dawg avatar image
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Futures Tick History Intraday Bars - Volume vs. No. Trades

Can someone please explain the difference between Volume and No. Trades in Tick History Intraday Bars fields, here are the definitions according to the documentation

  • Volume - Total traded volume over the interval.
  • No. Trades - Total number of trades over the interval.

But the definitions don't make much sense when No. Trades is not null but Volume is null.

For Example

1674538387737.png

tick-history-rest-api#content
1674538387737.png (16.3 KiB)
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raksina.samasiri avatar image
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Hi @zhang_dawg ,

Thank you for posting the question in this forum. However, this forum is dedicated to an API usage question hence, the moderators on this forum do not have deep expertise in every type of content available through Refinitiv products. Such expertise is available through Refinitiv Helpdesk, which can be reached via MyRefinitiv. To be of help, ticket number 12134442 was raised on your behalf and the support team is going to contact you directly to assist with this.

Hope this helps and please let me know in case you have any further questions.

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raksina.samasiri avatar image
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Hi @zhang_dawg ,

I'm putting the resolution from the support team in the ticket here for the reference

Our content team have corrected the rules of normalization post which you can see the volume updates in all the Time bars which had null volumes earlier as shown in below screenshot.

I have checked and confirm that the changes made are effective now and you will get the right data going ahead
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