I can't see volume data for BITMEX:XBTUSD. Prices are different from the Bitmex site

Please check the symbol used on the chart. For BITMEX:XBT, volume data is not available and prices will differ from Bitmex website, as this is an index and not a XBT/USD pair. You can read more about the index on the exchange website.

Open BITMEX:XBTUSD, swap to get volume data and prices, corresponding to the Bitmex exchange.