Volume Data for Futures

Most domestic futures markets that are pit-traded (not traded electronically) do not report trade volume. Furthermore, most of these pit-traded markets report an estimation of daily volume rather than the actual daily volume. The actual daily volume is not reported until after the next day's pit trading activity has begun. Consequently, symbols that are both electronically traded and pit-traded (in TradeStation, those symbols using an extension of "C") do not report trade volume during the pit-traded portion of the combined traded day. However, during the electronically traded portion of the trading day, combined symbols do report trade volume. For markets that are only traded electronically, such as the E-Mini S&P 500 and the E-Mini Nasdaq 100, trade volume is reported and daily volume is reported at the market close each day.