Support Board
Date/Time: Wed, 26 Feb 2025 01:57:19 +0000
Post From: Denali Data Feed - CL Total Volume for all contract months
| [2021-04-14 23:18:18] |
| User290454 - Posts: 6 |
|
I use the Denali data feed, and trade the Nymex WTI futures contract – CL. On a daily chart for CL, is there any simple way to capture the total daily volume for all contract months traded vs the total volume for the individual contract month, e.g. for April 13 the total daily volume for CLK (May contract) is 410,218 contracts. CME reports the total volume for all contracts capturing May 2021 through to Dec 2030 as 919,761. Ideally, I would like to see a daily chart with prices for the current month but with the volume for all contracts vs the individual contract month. |