I have a question regarding Volume bars. I have a chart of CL 02-18 showing 5000V bars. The Session is set to Energy ETH. Now, one would logically expect that the total number of contracts traded in CL 02-18 on any given day would match the product of: 5000 x number of bars in a Session. However, this is not what I find. For example, on 20DEC the CL front month volume was around 420k contracts, but I am only getting 43 bars x 5000 = 215k contracts. Where did the remaining contracts go?
Any help in understanding this is appreciated....
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