Support Board
Date/Time: Tue, 25 Feb 2025 22:05:10 +0000
Denali Data Feed - CL Total Volume for all contract months
View Count: 700
| [2021-04-14 23:18:18] |
| User290454 - Posts: 6 |
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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. |
| [2021-04-15 13:59:02] |
| John - SC Support - Posts: 38171 |
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The only way to do this would be to open a chart for every contract and then use the Cumulative Sum of Study to sum up the total volume for each one, and then overlay and hide that study onto a single chart to get the total for all charts. Then you can compare it against the sum for the current contract. Refer to the following for the Cumulative Sum of Study: Cumulative Sum of Study And refer to the following for Study/Price Overlay: Study/Price Overlay Study And refer to the following to hide a study: Chart Studies: Settings and Inputs Tab >> Hide Study For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-05-01 22:35:19] |
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Refer to: https://www.sierrachart.com/index.php?page=doc/SierraChart_RealTime_And_Historical_Symbols.php#ChartingTotalVolOpenInterest Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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