Information regarding total market trading volumes.
API Access
Est. Price
~$15,000/yr est.
Update Frequency
Daily
Pricing Tiers
1
Regions
1
Quality SignalsB
Freshness
Recently enriched
Complete
75%
API
API Available
Product Intelligence
Value Score
44
quality per $
Coverage
70
geo × freq × depth
Try-ability
0
ease of trial
Product Details
Use Cases
market analysisliquidity assessment
Coverage
Global
Delivery
WebAPI
Pricing Tiers
Vedex estimate
~$15,000/yr est.
SUBSCRIPTIONMEDIUM
Add to Data Room
Get an instant price estimate based on your organization profile — seats, usage rights, and contract term.Estimated ~$15,000/yr est.
Request a sample directly from LSEG.
Web Authority
Notable10 mentions·3 platforms
Academic Papers
2 × 8 pts+16
LinkedIn
6 × 2 pts+12
Reddit
2 × 3 pts+6
Evidence5 sources
Academic Papers
An Event Based Approach for Dynamic Volume Return ...
total market returns and total market volume is used, which simply is the mean of all thirty-days windows within the data sample (for further discussion on ...
Academic Papers
Asymmetric Information and the Distribution of Trading ...
... total market volume on the same day, to control for market-wide variation in trading-activity that is unrelated to firm-specific information ...
Reddit
FINRA Reporting Inaccurate Total Trade Volume
... total market volume, this presents a under-estimated Short Volume Ratio no matter how you look at it. I think the blame is on Fintel for ...
Data Dictionary
Expected fields and columns in this data product
About Total Market Volume
Total Market Volume is an alternative data product offered by LSEG, available on discovery. Data is updated daily. API access is available for programmatic integration. Vedex estimates pricing at roughly $15,000/yr (an estimate, not a vendor-published price).
Information regarding total market trading volumes.
About LSEG
LSEG is a exchange vendor based in UK. This content set is available through the LSEG Quantitative Analytics Database, LSEG’s symbology mapping and data integration platform available via Snowflake. To address the complexities and inconsis...