Is the daily volume for ES Z8 correct?

[wildfiction]

How is the daily volume for the ES calculated?

For example, if you look at the current daily chart for ES Z8 you see a volume of 2,741,088 for Friday 3 October 2008.

If you look at this page on the CME web site you see a volume of 3,191,895 for the same date.

http://www.cmegroup.com/daily_bullet...es_2008192.pdf

Thanks.

[ACM]

Re: Is the daily volume for ES Z8 correct?

wildfiction
See this article in the eSignal KnowledgeBase that describes how eSignal reports daily Volume for futures
Alex

Originally posted by wildfiction
How is the daily volume for the ES calculated?

For example, if you look at the current daily chart for ES Z8 you see a volume of 2,741,088 for Friday 3 October 2008.

If you look at this page on the CME web site you see a volume of 3,191,895 for the same date.

http://www.cmegroup.com/daily_bullet...es_2008192.pdf

Thanks.