Volume Question On Canadian Dollar Futures

[arvane]

On Fri 6 of February the CME shows volume in March Canadian futures to be ~ 47,000 contracts.

If I look at an 'intra-day' chart on eSignal this is confirmed.

HOWEVER, If I use a daily chart i get an entirely different number...as of this morning it shows ~27,000 contracts traded for friday.

1) Has the data not been updated completely yet and if not when does it get updated?

2) If the data has been updated, why the huge discrepancy?

Thank you

[ACM]

Re: Volume Question On Canadian Dollar Futures

James
As explained in this article of the eSignal KnowledgeBase the Volume reported on daily charts of futures is the prior day's Volume so the Volume displayed on Friday's daily bar is in effect that of Thursday.
Alex

Originally posted by arvane
On Fri 6 of February the CME shows volume in March Canadian futures to be ~ 47,000 contracts.

If I look at an 'intra-day' chart on eSignal this is confirmed.

HOWEVER, If I use a daily chart i get an entirely different number...as of this morning it shows ~27,000 contracts traded for friday.

1) Has the data not been updated completely yet and if not when does it get updated?

2) If the data has been updated, why the huge discrepancy?

Thank you

[arvane]

Many thanks again Alex....I've adjusted the Return Array line to accommodate the delay.

cheers,
James

[ACM]

James
You are most welcome
Alex

Originally posted by arvane
Many thanks again Alex....I've adjusted the Return Array line to accommodate the delay.

cheers,
James