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What is your ES volume on Thursday, 6/9/2011?


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josh's Avatar
 josh 
Georgia, US
 
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On the June ES contract I am showing a volume of 1.725M contracts traded. The CME is reporting over 3.4M. I don't think it's a coincidence that the second number is almost exactly twice the first. Note that this is the last day of the contract so I don't know where the discrepancy lies, but someone's wrong here and I'm curious as to what your chart says for the volume on that day, for the June contract. If you've already rolled over to the September contract of course it should be the same if you are back-adjusting your data. I'm using Kinetick (IQFeed), would love to see what the number is for both IQFeed and other data vendors.

Here is the CME link, be sure to check on Thursday 6/9:
E-mini S&P 500


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josh's Avatar
 josh 
Georgia, US
 
Experience: None
Platform: SC
Broker: Denali+Teton
Trading: ES, NQ, YM
Posts: 6,331 since Jan 2011
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I just compiled a report using this link:

Build a Report


And the posted PDF is what I got. Note that the volume for the June contract matches what I mentioned earlier is coming from my data feed, about 1.725M contracts. So it appears the data listed on the CME page in the first post may be incorrect.


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What is your ES volume on Thursday, 6/9/2011?-esjun9vol.pdf  
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Last Updated on June 12, 2011


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