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nhorob
03-14-2008, 06:29 PM
I'm relatively new to the futures markets and NT in general and I'm have trouble w/ NT's constant volume bars. I have my chart set up to display 10,000 volume bars and there are only 33 bars shown for today implying that 330,000 contracts traded today (instrument: ES 03-08). According to the CME, the ES traded more than 1,800,000 contracts today. What am I missing here?? Thanks in advance!!

N

NinjaTrader_Josh
03-14-2008, 10:03 PM
Please check your chart's session start and end time. Double click on the chart to bring up the properties menu.

nhorob
03-15-2008, 08:42 AM
It says that it starts and ends at 12:00 AM local time...

NinjaTrader_Ray
03-15-2008, 09:06 AM
This help guide link may clear a few things up -

http://www.ninjatrader-support.com/HelpGuideV6/HowDoesNinjaTraderBuildChartBars.html

thegress
03-15-2008, 09:49 AM
Last Thur was roll over thus the ES is 6-08.

nhorob
03-15-2008, 10:40 AM
Below is data from the CME website. I thought the ES 03-08 corresponded to ES M8 from below (2.7mm not 1.8mm as stated before). Am I wrong??


CME S&P Stock Index Volume And Open Interest - Mar 14
Data for previous business day. Volume Open Int Change E-Mini S&P 500 ES H8 1,853,949 1,698,357 -198,485 ES M8 2,741,325 995,665 398,583 ES U8 8 23 10 ES Z8 0 25 -1 ES H9 0 0 0 Total 4,595,282 2,694,070 200,107

nhorob
03-15-2008, 10:47 AM
See http://www.fxstreet.com/futures/news/article.aspx?StoryId=b82f35c1-cb8b-4a7e-8b1f-532a32fadfd8