Hi,
I'd like to download trading volumes from all venues for Canadian equities. For example, for ticker name ACB, in Eikon API, if I specify the RIC = 'ACB.CCP', I will get the trading volume from all venues.
In DSWS, however, specifying tickers = 'C:ACB' will give VO (trading volume) in TSX only. Thus, I was wondering if it's possible to obtain the trading volume from all venues in DSWS?
Thank you for advice!
Hi @tta
Apologize for the delay on this and thanks for the question. I've checked the result and ran it with DSWS support team and we are seeing the same result based on the ACB.CCP RIC. This seems to be content issue where the RIC doesn't show the consistency of the data value between products.
I've raised the issue to content support team and they will contact you directly shortly. If there's any other updates on this matter, we would share this to the community to help others in the matter as well.
