Just so we're on the same page, I'll restate what I believe to be the issue your talking about.
1) The futures Daily Volume data is reported one bar off.
2) The volume differs from the CME's site.
Regarding #1, this is something we want to change. It's a method we've used for a long time, and stems from the official volume and OI reports coming once a day from the exchanges. I don't have an ETA on when this change will be implemented, but it certainly is something on the list.
The promise you mention was the promise to look into building an EFS to calculate the correct intraday volume for the ES futures. It was later determined by our EFS Specialist that this cannot currently be done, and Andy passed this message along.
Regarding #2, Andy is researching this with the CME and our Feed Engineers, and will report back on this thread once an explanation is found.
Andy only said this in a reply to my post yesterday. The promise was made in Sept. Are you telling me you first figured out you couldn't do it yesterday. Come on!
As I just explained in the other thread (a simple request), Andy never called me back as promised either.
I'm not the enemy, I'm not the bad guy, I'm a paying customer. And through all this am still willing to. But, I intend on getting what you told me I'm paying for. Or, at the very least, have some reasonable dialog in a prompt manner.
This reply was the one I was referring to earlier. Essentially, it is saying that we hit a snag (i.e. ran into a problem) creating this EFS, and he's not sure when we'll have a solution for this.
What I can tell you now is that an EFS won't solve this. We'll need a fix either in the software or on the servers to address the volume not being displayed on the right bar for Daily Futures charts.
