ES Volume!

Es volume is so poor these last days. What is happening? Ophelia Hurricane, expiration month?

Anyone knows the cause?

Thanks,

Chapa.

 

Only 430K contracts today

 

It's September.

 

September used to be better than august in past years. This year is worse.

 

I assume you've rolled over to the December contract?

 

Yes, of course i rolled over to December. 465k contracts today. ES used to do 700k - 1000k per day. In the last 3 days made 500k in average.

 

according to signal 743K today

 

You have a wrong data. My esignal and IB provides the same number. 475k right now.

 

Ideed i'm wrong. I see now the same figures as you do.

I probably added my open order to the volume.

 

Rather than assume he's wrong, you may want to check other datafeeds.