For the past several years I have been under the impression that the Total Volume field was cleared once a day. Then about a month ago I downloaded some historical data that had the Total Volume field cleared once a week. Today I downloaded data that, once again, shows Total Volume cleared once a day. As I can find no documentation on this, please let me know:

How often is the Total Volume Field cleared?
At what time of the day or week?
Is it the same for all futures?

Thanks,
Mark

Can you provide the specific symbol or future you are speaking about?

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Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support
Email: support@iqfeed.net

Well, right now I'm looking at @ESH16 historical data from 4/21/2015 and it appears that the Total Volume field is cleared daily. I am also looking at saved realtime data for @ESZ14 from the week of 11/9/14 and I see that Total Volume is cleared at the start of the week when the market opens and increases continuously for the whole week. Both fields are called "Total Volume", although I'm suspecting that they're not really the same thing...

Mark

Total Volume is cleared daily (or at least should be).

Can you compare your stored values to data from a current request? I just did a quick check and they look like they are clearing daily for your timeframes.

Assuming you see correct data now, my best guess was that there was a bug back then that caused the volume to not clear.

Steve,
Thank you for your reply. I just checked the Realtime @ESM15 data for this week and have confirmed that the TotalVolume is NOT reset daily. It just keeps increasing throughout the week from market open on Sunday. Please let me know if this is a bug or if the realtime TotalVolume behaves differently than the historical TotalVolume.

Thanks,
Mark

Wait... I take that back. I was looking at the wrong field... Sorry for the confusion.

Mark