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tink
Posted 11/13/2013 21:26 (#3443158 - in reply to #3441106)
Subject: Re: Tink



I have received an answer:

The quote tab is showing daily volume, when it comes to this product, spread trades throughout the day are reported under own spread symbols (like =/ZCZ3-/ZCH4) and doesn't affect futures intraday charts. But by the end of the day ICE recalculates and republishes daily volume for futures adding volume while those futures traded as a part of spread. The reason you see the difference is because the quote tab number includes the spread numbers while the intraday chart does not show these spread trades. 

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