Volume Intraday  
  Liquidity Analyzer® provides buy, sell and net volume totals for each trader classification (CTI) by price down to the 15-minute time period.  As with all volume data in Liquidity Analyzer®, volume is classified by non-spread or spread volume and available by contract month.  Volume is updated every 15-minutes throughout the trading session.

In the example below, a tabular view of the volume is shown for each 15-minute time frame.  Volume has been summarized by combining volume for the nearest 3 contract months.  Also, non-spread and spread volumes have been combined.  In the lower grid, volume at each price traded (from 8:30am to 9:45am) is shown on 1/19/2005 (selected).

 
   
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