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CME Group Futures Volume

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  • CME Group Futures Volume

    With the closing of the CME Group pits, are there plans to have the Volume (Total) field reflect the intraday electronic volume for CME futures such as ES U5 or QBS X5?

    Currently the Volume (Total) only reflects the previous day's total volume, which is different from how most other exchanges' volume is displayed and not very informative. Would be nice for CME to be consistent with other exchanges.

    Thanks.

  • #2
    Dear trend.trader,

    We are not aware of any plans by the exchange to change it's volume calculation. You may want to contact the exchange directly regarding this issue: https://www.cmegroup.com/tools-infor...st.html#global

    Sincerely,

    Eric

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