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Difference Daily/Intraday Volume

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  • Difference Daily/Intraday Volume

    There is something I dont understand.
    The daily volume of BO V3 from the friday is 8.553.
    If I add the intradayvolume together I get 186.
    Are the 186 the trades? What does this mean?

    How long are the expired contracts online available?

    Thanks

    Tomcat

  • #2
    Tomcat

    The daily volume of BO V3 from the friday is 8.553

    That is the actual volume of contracts traded

    If I add the intradayvolume together I get 186

    That is the number of intraday ticks. To verify this open a T&S window and set it to Trades Only. As an example you should see 21 trades in the first 15 minutes on Friday which is the same as reported by the volume bar on a 15 minute chart.

    What does this mean?

    See this FAQ on the topic

    How long are the expired contracts online available?

    They should be available as any other eSignal data. However once a contract expires it changes symbol to the following format
    [root symbol][space][month code][4 digit year]
    example
    SP H2003 for theS&P500 March 2003 contract

    Alex

    Comment


    • #3
      That I am sure (my english -)
      It is never possible to get a chart of pit tradet futures with the volume intraday. Only EOD. Because CBOT and so on doesnt
      send this information.

      Thanks for your quick response.

      Tomcat

      Comment


      • #4
        Or, is it possible to add the volume from t&s in a one minute chart and then export the one minute history with the real tradet volume?

        Tomcat

        Comment


        • #5
          Tomcat
          You cannot do that because the Size of the trade is not reported which is why intraday volume for (most) futures is tick volume
          Alex

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