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Intraday volume data for NYMEX CL contract?

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  • Intraday volume data for NYMEX CL contract?

    Does eSignal have the plan to provide intraday volume data of NYMEX CL futures contracts for charting in near future? I notice Interactivebrokers is able to display CL intraday volumes in its charts, why eSignal is not able to provide intraday volume of CL?

  • #2
    Hi,

    In a quote window there are two main options for volume; Electronic and Total Volume. Electronic Volume is only for electronic future contracts (such as ES #F, 6E #F or 6J #F) and will update in real time. Total Volume is for anything non-electronic (such as SP #F or CL #F) and only updates once a day after the session ends. If you are looking at the Total Volume field during market hours it will show you yesterdays closing volume for that instrument.

    Hope this helps.

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    • #3
      IB's CL contract is the physically delivered, electronically traded crude contract on GLOBEX (as opposed to the same contract traded in the pit), so how does eSignal differentiate between the pit traded and GLOBEX traded contract.

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