Does the "ACVOL_1"(FID=32) indicate volume value?

Raj.Huang
Raj.Huang
in EMA

Hi @Umer Nalla,

I have read your artical "Introduction to Elektron Message API", it benefits me well, but I have a question -- does the "ACVOL_1"(FID=32) indicate volume value(in your article)?

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  • Jirapongse
    Jirapongse admin
    Answer ✓

    Refer to the RDM Field Dictionary file, ACVOL_1 is "VOL ACCUMULATED" which is accumulated number of shares, lots or contracts traded according to the market convention.

    However, its definition may be different among markets or exchanges. I would suggest using a Thomson Reuters Data Model Discovery tool to verify the definition used by markets or exchanges.

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