Index Volume
SPX [^GSPC] Volume:
Since the indices are not directly tradeable, maybe add a note somewhere about what the volume data pertains to. Is it ES_F contracts? Or options contracts? Or SPY contracts?
Same question re VWAP in the indices. What volume data is used to calculate VWAP in, say, SPX or DJIA?
Thanks & a happy day from here,
Thomas
1st
ranked
Thomas Kupka
shared this idea
