Session Cumulative Volume Indicator: Formula, Settings and How to Read It
Session Cumulative Volume adds up every bar's total volume from the session open onward and restarts at the next one. On futures the anchor is the CME open at 17:00 Central Time — never midnight, and never the left edge of the chart.
Senzoukria · Indicators · Updated September 2026
Session Cumulative Volume ships with the Senzoukria desktop app, in the Volume group of the indicator catalogue. It is drawn in its own panel below the chart.
What Session Cumulative Volume measures
The loaded history is split into sessions before the cumulation runs, so every session on the chart restarts from zero, not only the current one. Each bar adds its total volume as reported by the backend aggregate; a bar without trades adds zero, which is a measured value — nothing traded during that minute — rather than missing information. The curve therefore has no holes inside a session, and its last point is the session's traded volume so far.
The formula, as implemented
This is not a description of how the indicator is usually defined elsewhere — it is what the shipped code computes, documented next to the implementation:
Volume cumulé DE LA SESSION : value = Σ totalVolume depuis l'ouverture de session CME (17:00 CT) Le découpage passe par `splitSessions` (canon : ancre 17:00 CT via `cmeSessionOpenSec`, JAMAIS minuit, JAMAIS le début du chart) : l'historique multi-sessions repart de 0 à CHAQUE ouverture, pas seulement à la courante. POURQUOI : c'est le dénominateur mental de toute la séance — « on a fait 60 % du volume habituel à cette heure-ci ». Comparé au même point d'une session précédente, il dit tout de suite si la séance est active ou morte, ce qu'aucun histogramme barre-à-barre ne montre. C'est aussi la jambe TOTALE dont `cum-buy-volume` / `cum-sell-volume` (flow2.ts) donnent les deux moitiés. Volume barre = `totalVolume` (agrégat backend, canon) : une barre sans trade ajoute 0 — c'est une valeur MESURÉE (la session n'a rien échangé pendant cette minute), pas une absence d'information. Le cumul n'a donc jamais de trou à l'intérieur d'une session.
How to read it
- Read it against the same clock time in earlier sessions. The gap between today's curve and yesterday's at the same hour is the clearest statement of whether the session is busy or dead.
- A curve that steepens sharply marks the moment participation arrived, which often does not coincide with the largest price move.
- Long flat stretches are literal: volume did not come in. On 24-hour futures this is ordinary during the Asian portion of the session.
- Use it as the denominator for the buy and sell cumulations — a delta of a given size means something different early in a session and once most of its volume has traded.
- Because the curve only rises, its slope is the information; the height alone tells you the time of day as much as the activity.
Parameters and defaults
Smoothing is 1 by default, which plots the cumulation exactly as computed; increasing it averages a series that only rises, which mostly softens the step at each bar. The curve is drawn in grey (#9e9e9e) unless you change it.
| Parameter | Type | Default | Range |
|---|---|---|---|
| Smoothing | number | 1 | 1 – 200 |
What it does not show
The indicator counts contracts, not direction or aggressor side — a heavy session can be one-sided or perfectly balanced. The split uses the CME 17:00 CT anchor, so on instruments that trade on a different schedule, crypto pairs for example, that cut is a convention rather than a real session boundary. Comparisons with previous sessions are only fair when the loaded history covers those sessions in full; a partially loaded session begins its cumulation with whatever bars exist. Holiday and shortened sessions distort any comparison made purely on clock time.
Using it in Senzoukria
Add it from the Indicators panel of any footprint chart or candle chart. It runs on futures data from Rithmic or Databento and on crypto pairs from Binance and Bybit, on the same engine — the calculation does not change with the venue, only the data feeding it does. Market data subscriptions are billed by the provider, separately from the app.
Related indicators
- Volume — Volume
- Buy/Sell Volume — Volume
- Average Trade Size — Volume
- Volume ROC % — Volume
- Relative Volume — Volume
- Trade Count — Volume
See the full indicator library, or start with the order flow guide if you are new to reading aggression, delta and absorption.
Frequently asked questions
- When does session cumulative volume reset?
- At each session open. For futures the anchor is 17:00 Central Time, the CME session open, applied to every session in the loaded history and not only to the current one. Midnight and the first bar of the chart are never used as the reset point.
- How do I compare today's volume with yesterday's at the same time?
- Read the cumulative curve at the same clock offset from the session open in both sessions and compare the two values. Because each session restarts at zero, the difference between them is the pace of participation, independent of price. Holiday or shortened sessions make that comparison unreliable.
- Does a bar with no trades interrupt the cumulative volume line?
- No. A bar without trades adds zero to the running total, so the line stays flat across it and continues afterwards. Zero here is a measurement, not an absence of data, which is why the curve never has a hole inside a session.