| Buy/Sell Volume | ||
| Buy and Sell volume
totals are available for each trader group (CTI1,2,3 and
4). Volume is classified as non-spread or spread volume.
Liquidity Analyzer gives you the ability to summarize volume by
each CTI group, volume type, and by contract month. Data
can be presented in a tabular (spreadsheet view) or graphically
as a bar chart. In the example below, a tabular view of end of day volume totals for each CTI group, for the nearest 3 contract months, for non-spread only is shown. The data is aligned with a standard open/high/low/close price chart for comparison purposes. The volume data can easily be exported to CSV format for further analysis. |
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| [Click here to enlarge] |
Volume Data
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