Below is a copy/paste from an esignal FAQ. The one that is supposed to answer all the question. You'll see that it creates more than it answers. My comments and questions follow the *'s. If esignal refuses to help, maybe someone more knowledgable can.
This is the quote:
"What is the volume that is displayed for futures?"
"With the exception of the CME electronically traded contracts like the S&P e-mini, volume data for futures is not sent during the trading day."
****this is not true, CME and CBOT send out LDB reports hourly,
****it may be that esignal chooses to not use this info, but it's
****there
"Just like Open Interest data, total volume is only reported once a day; after the market is closed. "
****the question is, what volume? there are several
****combinations of charts: intraday but non-electronic
****intraday electronic, daily non-electronic, daily electronic
****each of these combos work differently, the least esig
****could do is relate to us exactly how they work. My
****gut tells me they don't know either.
"Therefore, during the market day, the volume figure that is displayed is actually the previous day's total volume."
****that is incorrect. Just look at the last week or so from the
****SP H4 and compare it to CME data, it's not even close
" For example, the volume you see throughout the market day on Wednesday is actually Tuesday's closing volume. By early evening on Wednesday, the volume from earlier that day will update and remain posted on the screen until Thursday's closing volume data is sent. "
**** The daily chart is just
****plain wrong. Take SP H4 for example, the volume histogram
****above 1/20 then should show volume from 1/16. It doesn't
****Esig shows 34,688, CME says it's 58,460.