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Volume wrong on daily ES #F chart

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  • Volume wrong on daily ES #F chart

    Yesterday was a hugh volume day for the S&P futures. However, when looking at the daily chart, for ES #F, yesterday's volume is being reported on today's pre-market candle. Why?

    Thanks,

    gatorguy

  • #2
    gatorguy
    See this article in the eSignal KnowledgeBase on how Volume is displayed on daily charts for futures
    Alex

    Comment


    • #3
      Thanks, Alex. Not sure I understand why it is posted that way, but it does explain what I am seeing.

      gatorguy

      Comment


      • #4
        gatorguy
        I don't have an answer as to why however if you want to display the daily volume for futures on the appropriate bar then you could do that with a relatively simple script like the one enclosed below
        Alex

        PHP Code:
        function preMain(){
            
        setCursorLabelName("Volume");
            
        setPlotType(PLOTTYPE_HISTOGRAM);
            
        setDefaultBarThickness(2);
        }

        var 
        xVol null;

        function 
        main(){

            if(
        xVol==nullxVol volume();
            
            return 
        offsetSeries(xVol,-1);

        Comment

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