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volume(0, sym(YM #F,D)) not giving correct value

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  • volume(0, sym(YM #F,D)) not giving correct value

    I have a 100tick chart running with the symbol "ES #F" on it. I have an EFS routine running in that chart that is looking for the daily volume of the YM #F contract at every 100t bar close of the ES contract.

    When I put in a call for

    volume(0, sym("YM #F,D"))

    it keeps spitting back the value 137246 (over and over again), which is clearly wrong, as today, for instance, the YM has only traded 51,700 contracts, and it should change as new contracts are trades.

    How can I make a call to find out the total volume traded today for the YM #F contract?

  • #2
    f1sh7
    You may want to read this article in the eSignal KnowledgeBase with regards to the daily Volume of futures.
    Alex

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    • #3
      Thanks, Alex... that helped.

      As a work-around, I figured YM is open 24hours, but closed 2 1/4 hours from 5 to 7pm daily. That makes 1305 minutes.

      For my purposes, volume(0,sym("YM #F,1305")) seems to work (good enough), even if that does not match up with the Daily chart of the YM.

      Tx!

      JOHN

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