ES Volume!

chapabranca · Sep 12, 2005

Es volume is so poor these last days. What is happening? Ophelia Hurricane, expiration month?

Anyone knows the cause?

Thanks,

Chapa.

chapabranca · Sep 12, 2005

Only 430K contracts today

proedge_joe · Sep 12, 2005

It's September.

chapabranca · Sep 12, 2005

Quote from proedge_joe:

It's September.

September used to be better than august in past years. This year is worse.

Lamont_C · Sep 12, 2005

I assume you've rolled over to the December contract?

chapabranca · Sep 12, 2005

Quote from Lamont_C:

I assume you've rolled over to the December contract?

Yes, of course i rolled over to December. 465k contracts today. ES used to do 700k - 1000k per day. In the last 3 days made 500k in average.

PitchBlack · Sep 12, 2005

Quote from chapabranca:

Only 430K contracts today

according to signal 743K today

chapabranca · Sep 12, 2005

Quote from spike500:

according to signal 743K today

You have a wrong data. My esignal and IB provides the same number. 475k right now.

PitchBlack · Sep 12, 2005

Quote from chapabranca:

You have a wrong data. My esignal and IB provides the same number. 475k right now.

Ideed i'm wrong. I see now the same figures as you do.

I probably added my open order to the volume.

Lamont_C · Sep 12, 2005

Quote from chapabranca:

You have a wrong data. My esignal and IB provides the same number. 475k right now.

Rather than assume he's wrong, you may want to check other datafeeds.