Emini Volume records ?

syswizard · Jan 4, 2019

We hit 2.4 million in the ESH9 today, but I cannot find the record for daily volume.
I found the record for NQ, https://www.prnewswire.com/news-rel...me-daily-trading-volume-record-300730348.html
but today we only hit about half of that record. (685k).
Anyone know the record daily volume for ES ?

schweiz · Jan 4, 2019

syswizard said:
We hit 2.4 million in the ESH9 today, but I cannot find the record for daily volume.
I found the record for NQ, https://www.prnewswire.com/news-rel...me-daily-trading-volume-record-300730348.html
but today we only hit about half of that record. (685k).
Anyone know the record daily volume for ES ?

I have seen +3 millions contract ES years ago.

syswizard · Jan 4, 2019

Surely the CME Group should have this published somewhere.

RRY16 · Jan 4, 2019

syswizard said:
We hit 2.4 million in the ESH9 today, but I cannot find the record for daily volume.
I found the record for NQ, https://www.prnewswire.com/news-rel...me-daily-trading-volume-record-300730348.html
but today we only hit about half of that record. (685k).
Anyone know the record daily volume for ES ?

Throw in the sim volume from ET and you probably have a record.

tiddlywinks · Jan 4, 2019

ES Daily as provided through TradingView.
NB:data and volume source(s) are unspecified

3 million, 4 million, and even 5 million are seen in recent years.

HTH

tiddlywinks · Jan 4, 2019

RRY16 said:
Throw in the sim volume from ET and you probably have a record.

MarkBrown · Jan 4, 2019

RRY16 said:
Throw in the sim volume from ET and you probably have a record.

omg lol love it!

schweiz · Jan 5, 2019

tiddlywinks said:
3 million, 4 million, and even 5 million are seen in recent years.

It is years ago that the long term average reached 3 million, you see that clearly in your chart. Only a few spikes going over 3 million. The LT average is probably even lower then 2 million. I think over 90% of the day we never reach 3 million.
Years ago it was higher then today. Watch the charts of the 2000-2005 period.
We only saw a revival from september 2018 as the volatility went up strong.

syswizard · Jan 6, 2019

Why doesn't the CME Group publish the top 10 trading days by volume for ES, NQ and a few others ?
Surely they can hire an analyst to do this......they make so much money !!!