I recall reading somewhere that open interest was reported a day late - but I'm not sure if this applies to electronically traded eminis. For ex. the OI bar below today's candle on QCharts ES chart - is that, as of end of today or end of yesterday? thanks
Volume info can be found here. Compare it with your charting service. Yes many services (like esginal) do report the prior session volume for futures rather than the same session. Its a holdover tradition from the time when futures exchanges did not distribute volume data until the next day. http://www.cme.com/prices/bulletinindex.cfm (Be careful with this link. Some columns report same session volume which others list prior RTH session volume.)