For emini sp 500 if you look at 16:15 at the end of the day the volume in the trading window for yesterday it gives you 1 153 644 contracts traded during the day.
The same is reported in CME bulletin but if you go in the historical data manager under edit and calculate the numbers of contract from 16:15 june 23 to 16:15 june 24 the total gives 1 611 024 contracts when calculated at the end of the day at 16:15 june 24.
Now this morning i redo the same operation calculating from 16:15 june 23 to 16:15 june 24 and guess what i fell on the right number 1 153 644.
Its been years that mystery bother me, can anyone explain why the refreshing made by TWS gives me the right number only in the morning?
Who's fauty TWS or NT?
Frank
ty
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