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I'm trying to build some scripting for a market scanner based on average dollar volume, however this figure doesn't seem to make sense.

In the case of tesla for example:
1) the daily dollar volume= 26.6M x ~$900 = $24 billion. This looks right
2) the 90 day average dollar volume = 30.8M x ~$800 = $24 billion. (assuming average price was $800 for the last 90 days).?

However the Average Volume ($) is only showing $30.8M which is about 1000 times less. Any ideas?


 

Must be a bug in TWS since it's Avrg Vlm ($) equals the Avrg Vlm (expressed in # shares) for all of these symbols.

Either the TWS developers mapped the wrong data field to the column, or they forgot to multiply the Avrg Vlm (expressed in # shares) with the average share price.

Max