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  • Eurex volume

    When i look at todays volume on a daily chart of %AX 1!-DT (DAX futures continous symbol), eSignal displays that 98903 contracts traded. When i switch to a 1440-minute chart, it shows 137875 contracts and it almost agrees with what the Eurex official website says.

    Why are these 2 different - and shouldnt the daily chart more or less show the same as the official eurex site?

  • #2
    %AX 1!-DT on a daily chart will show yesterday's closing volume. The 1440 - minute chart should give you closer to the real volume on the current day. Although we've always had future's daily charts display the volume from yesterday's close and not update during the day, we are changing this in the very near future. I will post again once we have made the change.
    Thank you,
    Eric O.
    eSignal Support

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    • #3
      Good change, the current behaviour is rather counterintuitive..

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