This has been going on since Dec 10 which is the default roll date for ES. Before that date the values would match very closely.
For example, yesterday at the 4:15 ET close of the ES 03-21 the "Daily volume" value was 2,259,987, adding all the volume from a 5m chart for the same period shows 1,359,000. The 5m chart accumulated the volume from 6pm ET on the 13th till 4:15pm on the 14th. Before last week Dec 10th (roll date) these values would match very closely.
Same sort of thing is in progress today.
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