E-Mini: "Day Session" Symbol shows no Volume

[dclark]

Hello:
E-mini example:

ES M4=2 the "2" denotes the day session rather than the Globex.

Why is there no Volume indicated ??

But if you use symbol ES M4 the volume is indicated?

Thank you!
Dale Clark

[ACM]

Dale
That is because a "day session" does not actually exist as such. eSignal creates the =2 symbols to replicate the RTH of the corresponding full size contracts but the CME e-mini equity index futures trade as a single session from 15:30 CT (17:30 on Sundays and holidays) to 15:15 CT of the following day and the CME transmits the daily volume only for the full session.
Alex