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  • Futures volume

    hi, I am a new user and trade mainly commodity futures. I have noticed that on individual as well as on continuous futures contracts I get only the contract volume of the last trading month shown.

    how do I go about to get the TOTAL volume of all traded contracts for this future under each contract?

    thanx

    pete
    pete

  • #2
    pete
    That data is not provided by eSignal. You may want to send a suggestion to [email protected]
    For now you could sum the volume of multiple futures contracts with a formula. Note however that an efs can address up to a maximum of 7 symbols. The following script which sums the volumes of several Crude contracts should provide you an example of how to accomplish this (you need version 7.9 or later to run the script). In the image that follows you can see the result of the total volume of the 5 contracts listed compared to that of the single contract.
    Alex

    PHP Code:
    var vSymbols = new Array ( "cl q5","cl u5","cl v5","cl x5","cl z5" );

    function 
    main() {

        var 
    vTotVol=0;

        for (var 
    0vSymbols.lengthi++) {
            
    vTotVol += volume(sym(vSymbols[i]));
        }
      
        return 
    vTotVol;

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