How Often Does This Happen? ES on 11/14

[waveslider 10]

Some one please correct my data if I am seeing this wrong, I can't really believe what I am seeing.

 

The volume on Thursday for the ES continuous contract : 4,449,284

The volume on Friday for the ES continuous contract: 4,449,284

 

stick that in your standard deviation.

[Soultrader 12]

Some one please correct my data if I am seeing this wrong, I can't really believe what I am seeing.

 

The volume on Thursday for the ES continuous contract : 4,449,284

The volume on Friday for the ES continuous contract: 4,449,284

 

stick that in your standard deviation.

 

Let me guess.. you are using esignal?

 

The volume count is:

 

11/13: 4,458,484

11/14: 3,380,653

[waveslider 10]

I still use #$%#$ tradestation.

 

That's a huge difference in volume from what I have. You still use IQFEED? Thursday's # was close enough, but friday's was way off. Another reason why TS is lame.

 

It's just an anomaly depending on exactly what time the contract opens/closes to the second, likely a software glitch.

[Soultrader 12]

I still use #$%#$ tradestation.

 

That's a huge difference in volume from what I have. You still use IQFEED? Thursday's # was close enough, but friday's was way off. Another reason why TS is lame.

 

It's just an anomaly depending on exactly what time the contract opens/closes to the second, likely a software glitch.

 

Im getting my datafeed from CQG. Very reliable.

[thrunner 10]

http://www.cmegroup.com/tools-information/build-a-report.html?report=dailybulletin

Prior day daily data may not update until next trading day.

 

Use 1440 min @ES.D or @ES for volume on TS if you are having problem. However, there is no Open Interest on the 1440 min and the @ES.D daily OI is still stucked at 3031805.

 

For @ES 1440 min, they matched ST's data:

11/13/2008 4447242

11/14/2008 3366942

 

Date	           Time	High	Low	Close	 Volume          Volume2	
11/13/2008	1615	913.75	816.75	908	4125941	4449284			
11/14/2008	1615	918	860.25	860.5	3062163	4449284			

Edited November 17, 2008 by thrunner