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.
Best Answer
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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/0
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