Why am I unable to fetch Volume tick data from Bloomberg ?

I am trying to fetch Volume ticks using Datafeed Toolbox 3.4(R2009b). I execute the following command

D = fetch(c,'IBM US  Equity','TIMESERIES',{'25-Jan-2010','27-Jan-2010'},120,'Volume')

The above returns an empty matrix. Although, the documentation lists Volume as a valid tick type for timeseries data, I am unable to retrieve any data.

Answer 1

[MathWorks Support Team]

This is because for intraday ticks, there is never be a tick for a Volume event. Ticks are mostly just pricing actions (TRADE, BID, ASK, etc). The Datafeed Toolbox exposes Volume as a tick in the documentation based on the Bloomberg API but there aren’t any ticks of this type. Volume data does get aggregated when one asks for Trade ticks for example. In such a case, the Volume field in the return data shows the total volume of trade data for a given interval.