The Random Transverse Field Ising Chain is the simplest disordered model presenting a quantum phase transition at T = 0. We compare analytically its finite-size scaling properties in two different ensembles for the disorder (i) the canonical ensemble, where the disorder variables are independent (ii) the microcanonical ensemble, where there exists a global constraint on the disorder variables. The observables under study are the surface magnetization, the correlation of the two surface magnetizations, the gap and the end-to-end spin-spin correlation C(L) for a chain of length L. At criticality, each observable decays typically as e −w √ L in both ensembles, but the probability distributions of the rescaled variable w are different in the two ensembles, in particular in their asymptotic behaviors. As a consequence, the dependence in L of averaged observables differ in the two ensembles. For instance, the correlation C(L) decays algebraically as 1/L in the canonical ensemble, but sub-exponentially as e −cL 1/3 in the microcanonical ensemble. Off criticality, probability distributions of rescaled variables are governed by the critical exponent ν = 2 in both ensembles, but the following observables are governed by the exponentν = 1 in the microcanonical ensemble, instead of the exponent ν = 2 in the canonical ensemble (a) in the disordered phase : the averaged surface magnetization, the averaged correlation of the two surface magnetizations and the averaged end-to-end spin-spin correlation (b) in the ordered phase : the averaged gap. In conclusion, the measure of the rare events that dominate various averaged observables can be very sensitive to the microcanonical constraint.