Intraday Es Futures Tick Volume

Discussion in 'Index Futures' started by larrybf, Feb 1, 2003.

  1. Is there a website that has information for the amount of ticks created each half hour period for the sp futures or does someone know the average approx volume for these time periods??? thanks
  2. you should be able to calculate this from a tick feed
  3. this is true but i have IB as my data feed and they do not include all the ticks
  4. for the price of asked by a realt-time site, you should be able to get an additional datafeed ...