Indicators: Open Interest - page 4

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Vasiliy Sokolov:

You're wrong. Chicago Exchange broadcasts not only real volume but also its various types, including open interest. The following types of volumes are available:

  • Trading Volume from the Globex electronic trading floor;
  • Volume from the trading pit (Pit Volume);
  • Volume of over-the-counter transactions conducted through the exchange clearing;
  • Average Monthly Volume Multiplier;
  • Integrated total volume;
  • Open Interest.

In addition to the above, volumes for options, including currency options, are available, which opens access to the construction of sentiment indicators (demand to buy/demand to sell).

Perhaps my source of information is out of date. Can you name yours?

 
Aleksey Vyazmikin:

Perhaps my source of information is out of date. Can you name yours?

CME's ftp server. Is that a good source?
 
Vasiliy Sokolov:
CME exchange ftp server. Is it a good source?

It's a good source. Can you give me the address of the server?

 
Aleksey Vyazmikin:

It's a good source. Can you give me the address of the server?

Good day, thanks for your hard work. #property version "1.001". I have used history and advanced settings in a paid terminal before, but you have a real problem. even when changing the time frame, the calculation is reset.

If I understand correctly, I need to add prev_calculate==0 to the line,

 
motoRND:

good day, thanks for your hard work. #property version "1.001". I have used history and advanced settings in a paid terminal before, but you have a real problem. even when changing the time frame, the calculation is reset.

If I understood correctly, I should add prev_calculate==0 to the line,


This is probably not a question for me, but for the indicator's creator?

 
Automated-Trading:

Open Interest:

Author: Vladimir Karputov

good day, thanks for your hard work. #property version "1.001". I used to use history and advanced settings in a paid terminal before, but you have a real problem. even when changing timeframe, the calculation is reset.

am I right, you need to add prev_calculate==0 to the line,
Ps I saw that it is prescribed, but after changing timeframe everything starts again))_ so it should be ?
 
Vasiliy Sokolov:
CME exchange ftp server. Is it a normal source?

The source is normal, but can you point out where Open Interest is broadcast there, in which folder?


And I hope we are talking about the bar broadcasting, and not for the day in reports????.

 

I understand that this indicator does not write history to a file and certainly does not download it from there....... Can this be corrected?

 
Mihail Marchukajtes:

I understand that this indicator does not write history to a file and certainly does not download it from there....... Is there any way to fix this?


Of course you can: rent several cloud storages (with such a calculation that servers should be scattered all over the world - it is necessary for speed of work and for reliability), write a server part of communication between the indicator and the server, open several real accounts with such a calculation to cover all stock symbols, start storing history.

And yes, the sweetest thing: don't be surprised when exchange lawyers come after you :)

 
Vladimir Karputov:

Of course you can: rent several cloud storages (so that the servers are scattered all over the world - it is necessary for speed and reliability), write the server part of indicator and server communication, open several real accounts so that to cover all stock symbols, start storing history.

And so yes, the sweetest thing: don't be surprised when lawyers from the stock exchange will come after you :)


I don't understand the sarcasm to be honest.... What good is an indicator if it can't load the history for yesterday, which it has collected by itself?

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