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  • combined volume chart

    Is e-signal able to chart combined volume for a future? For example, corn. Can the total volume for all contracts both pit and electronic be charted? Also, can total combined OI also be charted? The CBOT and CME provides this info daily.

  • #2
    Re: combined volume chart

    cpt351
    eSignal has a specific symbol format to plot the aggregate Volume and Open Interest of futures. These are
    [root symbol][space][#V] for aggregate Volume (eg ES #V)
    and
    [root symbol][space][#OI] for aggregate Open Interest (eg ES #OI]
    You can find this and other information in this article in the eSignal KnowledgeBase
    Hope this helps
    Alex



    Originally posted by cpt351
    Is e-signal able to chart combined volume for a future? For example, corn. Can the total volume for all contracts both pit and electronic be charted? Also, can total combined OI also be charted? The CBOT and CME provides this info daily.

    Comment


    • #3
      cpt351
      FYI the symbol formats are also provided in the Symbol Formats Guide in the eSignal KnowledgeBase
      Alex

      Comment


      • #4
        Thanks Alex. That was helpful. They should consider combining pit volume with electronic volume to get the complete picture.

        Comment


        • #5
          cpt351
          You are most welcome
          I believe you already have that data if you use the composite symbol(s).
          For Corn for example the composite root symbol is QBC so if you run QBC #V you get the aggregate of both pit and electronic traded contracts (see enclosed screenshot)
          In the eSignal folder you should have a Quote Window for all the available composite symbols. If not you can download it from the eSignal Sample Quote Window Files group in FileShare. The file name is Composite Futures.quo
          Alex





          Originally posted by cpt351
          Thanks Alex. That was helpful. They should consider combining pit volume with electronic volume to get the complete picture.

          Comment


          • #6
            Can e-signal use a bar chart that is similar to the regular volume bar chart so it is clearer?

            Comment


            • #7
              cpt351
              At this time there isn't an option to plot histogram bars in the price chart. You could try using a Line chart as an alternative
              If you are familiar with programming in efs you could write a formula that will plot those values as an indicator (similar to a volume study). If not and you need someone to write the script for you then you may want to review the FAQ: How can I get my custom study built?
              Alex


              Originally posted by cpt351
              Can e-signal use a bar chart that is similar to the regular volume bar chart so it is clearer?

              Comment

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