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... a painful extraction from eSignal but still not clear, can anyone
clarify:
1. ES intraday volume has nothing to do with contracts bought or sold but is
the sum of the price updates (ticks)?
2. ES daily volume is not the same as ES intraday volume and this does
represent contracts bought & sold?
3. ES weekly volume is the sum of the daily volume but is not updated until
the following week.
4. $SPX volume is the sum of the price updates (ticks) which has a limit if
1 per 15 seconds.
Regards
PW
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