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Date/Time: Wed, 14 Jan 2026 17:54:41 +0000



Post From: ES vol

[2025-09-15 12:36:54]
User431178 - Posts: 833
Seems to me this case of intraday vs daily volume is irrelevant.

It is not irrelevant, it's the exact explantion for the difference.
You can even check "intraday" volume directly from CME (via their popout charts) and see that it's the same as in Sierra Chart.


Ok so my ES profile vol is off but my GC profile is the same vol as CME
Fewer block trades and spreads traded on GC as compared to ES