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Explain to me ZN volume


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Explain to me ZN volume

  #1 (permalink)
 Profiler 
Rio de Janeiro, Brazil
 
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Ive just started looking at the 10 yr bond, ZNU4, the last few days and the volume is throwing me off. I attached 2 pics, one from CME website which is slightly delayed showing some 843,000 contracts traded on globex. Meanwhile , my real-time data feed shows over a 1 mill total on the day yet only 360k in the RTH session (which I have set as 7:20am-2pm CST) which implies over 640k traded in the ON session but when I checked the volume prior to the pit open it was around 130k or so, +/- 20k. I didnt write it down but I know for sure it was around there. Where is this phantom volume coming from?



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  #3 (permalink)
 
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 alejo 
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Ive just started looking at the 10 yr bond, ZNU4, the last few days and the volume is throwing me off. I attached 2 pics, one from CME website which is slightly delayed showing some 843,000 contracts traded on globex. Meanwhile , my real-time data feed shows over a 1 mill total on the day yet only 360k in the RTH session (which I have set as 7:20am-2pm CST) which implies over 640k traded in the ON session but when I checked the volume prior to the pit open it was around 130k or so, +/- 20k. I didnt write it down but I know for sure it was around there. Where is this phantom volume coming from?



what data feed are you using?

the cme should be the right one i think

also check the SC time zone your pc are, in global setting, advance setting

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