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}Hello,
}Does anyone know how to get TS2000i plot emini volume data in realtime.
}When I insert the volume indicator on my realtime charts for ES H2 no
}volume data appears. Interestingly once the market closes and I 'Work
}Offline' from eSignal Data Manager, the volume miraclously appears but
}it's not good to me then.
Maybe this info from Omega Knowledge Base can help:
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DocumentID: 97
Last Updated on: 10/12/1998
Why Don't I see (Intra-Day) Volume for my Futures Charts?
This document explains the absence of volume information for a future
symbol.
Trade information for Futures contracts is transmitted without a Trade
Volume number. There is no way for the Data Server to tell how many
contracts traded hands per transaction. That information is not broadcast in
order to prevent a non-floor trader from having an advantage over the floor
trader.
Each Future transaction is marked as only one contract, and trade volume in
any intra-day indicators reflects tick volume or tick count.
In the case of BMI users who use Day-only symbols (regular future symbols
preceded by the letter 'D'), daily data collection does not include Volume
or Open Interest. All other future symbols should include a total Volume for
the trading day.
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For TS2000i, for a non-USA Exchange , which reports Contract Volume RT,
I created new security as INDEX (not FUTURE),
and I am able to record Volume in RT on intraday charts
(If set as Future, I could see only TickCount)
ian
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