That was certainly a nasty one. I'm just glad I didn't have any intention to trade today. I know some of the data just went poof! Volume traders (me included) would have been crushed!
Sorry to hear about your bad day.
Let's hope this is resolved asap.
eSignal has responded thus:
Hey Anson,
Thanks for you post, our Data Department is aware of the volume discrepancy in the intraday charts and is making every effort to find the problem and get it resolved.
Once we have a resolution in place we will post...
I have been investigating suspected huge discrepancies between the Eurex intraday volume data and the Eurex official website's volume figure and even eSignal's own e-Volume figures. This is something I have found true for both the DAX and Eurostoxx50 futures contracts both front and far months...