Cumulative Volume Study

[termn8er]

Anyone out there know if there is a study that accumulates trade volume for the day? Iwould like to get an indicator that shows this for the eminis, since the CME does not send out volume for the day, only trade volume. Thanks !

[eSignal_JasonK]

Hello termn8er,

Currently this isn't possible for ES or NQ because EFS doesn't execute on every trade for those symbols. It has been requested to have this behavior changed, but no word as of yet.

[Bob A.]

ES/NQ updating and EFS

Hello Jason,

As an active ES trader who uses several volume EFSs ( eg BarVolumeToBarMA and BidAskVolume ) just what does your comment about ES Volume and EFS mean? What exactly are these EFS indicators showng or rather NOT showing me that I need to be aware of? FYI, I'm on 7.5 Beta3.

Thanks,

Bob A.

[termn8er]

Jason, how do tick counters work if the EFS does not update? Regardless, even having a tick chart with volume then a counter that updates after each bar would be good. I would think there is a way to accumulate the volume from each bar that is created.

Bob, there is not a problem with EFS studies. The issue is with the CME not sending cumulative volume for the mini contracts. So even though they send trade volume, one can not get TOTAL volume of contracts traded during the day. So I am looking for someone to create an EFS study that takes the volume from each trade every X interval and give a cumulative total during the day.