When do the daily volume and open interest data become available?

Discussion in 'Data Sets and Feeds' started by bl123bl132, Oct 15, 2011.

  1. Hi there,

    I use eSignal. Although I subscribe to real-time data, the daily volume and open interest data of mini Russell 2000 are not available until the next trading day. Is this normal? Are there any charting software which provides these two data the same trading day? Thank you.
  2. eSignal Support

    eSignal Support eSignal

    Hi there,

    That's standard for Open Interest as the exchanges send that the following day. That's also true for the official daily exchange volume but we do support intraday volume on most electronically traded futs. You just need to add the column "Electric Volume" to your quote sheet or watchlist.

    You may find getting answers to your eSignal-related questions a bit easier and faster on our forums: