Volume Values

Volume values in Aspen are declared using the ASPEN_VOLUME data type. Volume values are given without any need for scaling or other adjustments.

The range of possible volume values is

The special value, ASPEN_NO_NUM, is used when the volume field must indicate that there is no volume value available.

Note that signed comparisons should be used when comparing volume values.

The measuring unit of volume values is dependent on the exchange. Stock exchanges typically indicate quantities of shares. Futures exchanges typically indicate numbers of contracts. If no volume value is supplied by the exchange or data vendor, an Aspen Server reports a count of the number of qualified ticks recorded during the bar interval.