Eminis record volume

Discussion in 'Index Futures' started by DT-waw, Jul 15, 2002.

  1. ES02U vol over 1M right now ( 2:25 PM EST ).
    CME, Eurex and Interactive Brokers are running very nice biz in these difficult times.
     
  2. hmmm... there's something wrong with LiveCharts. now ES02U vol is 555k :confused:
     
  3. What's the deal with the big S&P? There are only about 5,700 ticks in the big contract. If you look at the daily volume they seem to be doing about the same even after you adjust for the size difference. The emini chart is a much nicer, smoother, more tradeable chart.
     
  4. Anybody know why eSignal doesn't have E-Mini's volumes updated in realtime? So does FutureSource? The only two data vendors that I have used that don't carry intraday Globex volumes. All other electronic exchanges are ok.

    Why? Any idea?
     
  5. Esignal doesn't? Is that just today or is that always the case?
     
  6. always. at least for this month.

    I gave eSignal a try mainly for Jurik's indicators, but found this fact that no intraday Globex volume update, so I checked FS ProNET and found Globex the only electronic exchange not having intraday volumes updated in realtime. I didn't know till now because I don't use FutureSource for US session. Shocked and asked FS tech support, and got a contradictory reply that I don't know what he's talking about - and then "we apologize for..." the official nonsense, and I gave up totally.

    Both are not my production feed. I'm just curious - why? Anybody any idea? Anything relevent to the exchange?
     
  7. Maybe I missed your question. eSignal does update the NQ and ES emini volume in real time. I have one minute charts up for each w/volume and the volume is updated continuously.

    Not sure why you are having a problem with the volume?
     
  8. I mean 'Vol' field in the quote window. I don't add volume to my chart.

    Attached is the quote window from the "E-MINIS" Layout come with each eSignal installation.