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Date/Time: Mon, 15 Sep 2025 16:53:17 +0000



Post From: total volume: denali vs CME

[2020-11-12 15:10:32]
User166512 - Posts: 5
Dear all

I am trading NG and CL futures and I am using the denali data feed for my foot print and TPO charts. But when i compare the daily volume with the volume published on the CME group settlements page I find a third of the daily volume missing in my TPO daily chart. Does denali not include all traded volume? if so, why not?

Thanks for your assistance.

Kind regards
Fabian