Obtaining Open Interest values not for the current bar - page 11

[Dmitriy Skub]

Александр Юрин:
I think I understand the answer to my question and the title of the topic, I ran the EA in real time, everything works on the history no. So the question how to get values of OI and volume of buy/sell orders on the history is answered - no way...

Save to file and read when needed.

[Renat Akhtyamov]

Can I ask a related question...

What is the value measured by these functions - things or ... ? ?

[Vladimir Karputov]

Renat Akhtyamov:

Can I ask you a follow-up question...

And what is the value measured by these functions - pieces or ...? ?

In units (number of contracts).

[Sealdo Сергей]

As I observe, after clearing the values ofSYMBOL_SESSION_BUY_ORDERS_VOLUME and SYMBOL_SESSION_SELL_ORDERS_VOLUME are zeroed.

So after clearing, information about positions opened before clearing is not available to us? (close them)