Hey guys, this is probably really simple but if someone could help me out it would be much appreciated.
I'm using IB data as my data source and ninjatrader as charting software.
Chart below shows the SPI data as per the sfe website: http://www.sfe.com.au/content/prices/rtp15sfAP.html
This chart is my daily data for the SPI March contract. This includes both day and night sessions (chart looks exactly the same on IB).
I'm confused as to why the volume has such a large difference? Is it something to do with only showing the front month contract vs all contracts?
Could someone check their data for the SPI and see if it corresponds to mine?