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Does the futures and cash index data contain trade volume information?

April 26, 2017cash contain Data Futures index Trade volume

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Does the futures and cash index data contain trade volume information?

1 Answer

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All electronic session data since 7/1/2003 contains trade volume. Prior to then there is no trade volume. Trade volume is not available for Pit sessions, so Pit trades are designated by having a Volume value of ‘0’.