Hey QC community,

We are changing how we calculate coarse universe dollar volume. Before - we have been providing a 30 day EMA average of the dollar volume. We are now changing this to a raw daily dollar volume. The new dollar volume field will be calculated as: (daily volume) * (closing price).

We are doing this because different users are asking for different periods of rolling average dollar volumes. The easiest way for us to accommodate everyone is to provide the raw daily dollar volumes and have users calculate the dollar volume window they want in code.

This change will be live today.

- Andrew

Author