How to get realtime Volume quotes for futures in quote window

[chipper338]

Hi folks,
How do I get realtime volume quotes for for the futures like ES M4 in my quote window?

I can get only the previous days volume in the volume-cumulative column in my quote windows. Of coure, i get realtime volume quotes for stocks, and indicies and I get realtime volume bars on all of my futures charts but not in the quote window.

So how can i get realtime volume quotes in my eSignal quote window as I do in my IB quote window?

thanks in advance,

Chip

[eeminimee]

Hi chipper338,

Check out this FAQ on CME emini volume.

http://www.esignalcentral.com/support/faq/esignal/futures/futures_volume.asp

Thanks,

Me

[chipper338]

Need Help with ES.

eeminimee,

Thank you very much for your prompt reply. After reading the FAQ I am even more confused.

I would like the real time total volume on the CBOT mini DOW contract the YM as stated in the FAQ...

"By contrast, the Total Volume is being updated during the day for the CBOT mini DOW contract"

However, I can't find the "Total Volume" column when I try to add field. I can only find the "Volume, cumulative". Plus I am using 7.6.

So please review my summary and tell if I am correct.

So in summary, I will get my info in the new column "Total Volume" as follows:

"Note: We will be adding a new field in eSignal 7.6 for "Previous Day's Volume". When that occurs, we will start to show real-time cumulative volume for the electronic CME contracts under the "Total Volume" column. "

Until then the Volume, Cumulttive will not show the realtime info.

------------
1. Electronic contracts like the e-mini's (ES and NQ), the mini DOW (YM) or electronic international contracts (DAX and Liffe), are sent with actual trade sizes for each transaction. The Total Volume column for the CME electronic symbols update once a day as do the other traditional futures. By contrast, the Total Volume is being updated during the day for the CBOT mini DOW contract, and gets refreshed after the main session ends. These nuances all tend to be dictated by the specs provided by each exchange. Note: We will be adding a new field in eSignal 7.6 for "Previous Day's Volume". When that occurs, we will start to show real-time cumulative volume for the electronic CME contracts under the "Total Volume" column. When the CME sends the official summary message for volume, we'll update the "Previous Day's Volume" column.

[eeminimee]

Hi Chip,

Cumulative volume is the same as total volume. When you add it, it would show as 'Volume' only as heading on the quote window.

Depending on when the FAQ was written, the development team had plans to add the 'Previous Day's Volume' as an added feature for eSignal 7.6. I am on this version and build (634) also and I cannot see that field. Apparently this did not push through.

You may want to send an email to [email protected] and reference the FAQ in your email. Find out from the Product Development team when they are planning to add that field in the Quote window. That will be the only way the Volume field will update in real time for CME emini contracts.

For YM, you can use Cumulative Volume- it is the same as the total volume as mentioned in the FAQ but when you add it, it would only show as Volume. I know it is a little confusing.

Hope this helps.

Thanks,

Me