Volume for today is 1 716 000 contracts for ES06 but when you use historical data manager edit 06-11 last, minute june - export to excel in the grid (mouse right button).
You add up volume from 2011-06-08 16:15 to now 2011-06-09 16:15 the sum gives 1 287 688 contracts.
The problem will last all the period between the rollover till the end of the actual contract.
From june the 9th till june 7th they will be a deficit in the number of total contracts for both contracts (june and september).
Tomorrow the volume of the september contract will surpass the june contract but on ninjatrader the volume that will be display after sum will be inferior to the volume shown by IB and CME.
Frank
thank you
ps: please take this seriously and solve the problem
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