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Strategies & Market Trends : NetCurrents NTCS
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To: Patrick Slevin who wrote (515)10/13/2000 8:08:23 AM
From: fut_trade  Read Replies (1) of 8925
 
...how do you surmise volume in the Index pits?

As far as I know, true contract volume is not available till after the market closes. The volume that is provided "real-time" by several quote providers is actually a trading number - each trade or quote change adds 1 to the volume number. I think the big SP contract has an actual volume about 10 times greater than the volume number. However, the e-mini volume number is approximately equal to the actual contract volume for the e-mini.

I have looked closely at the intraday volume number for the e-mini and it compares closely to the intraday contract volume of the e-mini and is an approximation to the contract volume of the big SP contract.

Not the answer you asked for - but one way to surmise volume.
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