Can anyone tell me what the volume was on the ES last Friday? I pay over 200 dollars a month for E signal, but unfortunately data such as this is too complicated for them to handle. However, E signal does say that so far pre market Monday the volume is over 3 million.
ES (March 2011) for Friday was around 3.2 million per TradeStation, which was in line with the daily volume (around 1.5 to 2.5 mil). So far for Monday (Asian's day), or since Sunday 6pm EST the ES volume is about 106,000 per RealTick. Your "pre market" of 3mil may be actually Friday's.
That number is very wrong. The correct volume of 3,235,779 is shown in the daily bulletin. http://www.cmegroup.com/daily_bulletin/Section11_Equity_And_Index_Futures_2011019.pdf
E signal shows 1.5 million for Friday, 3.2 million for Monday, and over 3 million for Tuesday so far.
I am so sick of this worthless piece of shit, I have cancelled my E signal subscription, and I will never again use the bastards. I'm tired of simple stupid problems like this.
CME website uses their data mine as I believe. I checked their site, and their data is the same as E signal's. How is possible that trade station, think or swim, and others get the right data, but only CME website and E signal have it wrong?
Okay, let me say I was wrong. It's a bit confusing, but actually, their daily data is correct, just lagging. Don't ask me about. Just dig around through countless help articles that will explain it all to you. Go figure.