DailyVolume in MktAnalyzer

[Jim-Boulder]

I am using Zen-fire data primarily for the ES (S&P EMini).

Can you verify how the DailyVolume statistic works with respect to the ES Futures (as an example) in terms of session times?

My question is when does the day's volume reset for the DailyVolume stat in Market Analyzer? Does it reset and start over again at the beginning of the new session at 4:30 PM Eastern---and if so does it reset again at midnight?

I ask because on some built-in stats I recall that zen-fire data considers the day to start at midnight....

Thanks for any help/clarity you can provide.

[NinjaTrader_RyanM1]

Hi Jim-Boulder,

This is a reported value from the data stream - MarketDataType.DailyVolume. Unfortunately we do not know the exact method Zenfire uses to calculate this, but your broker may.