Obtaining Open Interest values not for the current bar - page 4

[Алексей Тарабанов]

I am not prepared to discuss interpretations or algorithms, but I can explain the essence of the indicator.

[fxsaber]

Алексей Тарабанов:
Not ready to discuss interpretations and algorithms, but I can explain the essence of the indicator.

Welcome!

[Алексей Тарабанов]

fxsaber:
Welcom!

Thank you. Familiar with the term "open for..." (buy/sell) ?

[Алексей Тарабанов]

Not familiar. This is - not offensively - because it is a mid-90s term, as is the term "Open Interest".

[[Deleted]]

Dmitriy Skub:
Alexander, there is no OI history in Quickswitch, only the last few days.

I've been having glitches with the pictures lately... I couldn't make an insertion..........................

I purposely took a daily candle to display the depth of history in the picture, as you can see the charting data (Oi) goes all the way back to 2015 June... What are they sending me if not history?

[Dmitriy Skub]

Alexander Antoshkin:

I've been having glitches with the pictures lately... I couldn't make an insertion..........................

I purposely took a daily candle to display the depth of history in the picture, as you can see the charting data (Oi) goes all the way back to 2015 June... What are they sending me if not history?

Where is the chart? I see a blank black background)) Actually, I meant a minute candle, not a daily one. Take a monthly candle at once then)

[Vladimir Karputov]

Got caught with hibernation: I didn't take into account that when waking up after hibernation, the indicator will have "prev_calculated==0". Well, since in each indicator, at "prev_calculated==0" all elements of indicator array are recalculated, I lost accumulation of open interest values for yesterday. That's a shame.

[victor51152]

Let's calculate the contracts together:

68584 - 101509 + 229959 - 197034 = 0

It turns out that at the opening of each day's market we enter with an OM of 0 for buyers and sellers ?

[Vladimir Karputov]

victor51152:

Let's calculate the contracts together:

68584 - 101509 + 229959 - 197034 = 0

It turns out that at the opening of each day's market we enter with an OI in respect of sellers and buyers of 0 ?

You are looking at the wrong data - you are looking at how many positions were opened, and of course this number will add up to "0". And this is what the terminal returns:

2016.09.03 10:37:32.699 SymbolInfoDouble (RTS-9.16,M5)  Cуммарный объём сделок в текущую сессию 61939.0
2016.09.03 10:37:32.699 SymbolInfoDouble (RTS-9.16,M5)  Cуммарный оборот в текущую сессию 7809404587.0
2016.09.03 10:37:32.699 SymbolInfoDouble (RTS-9.16,M5)  Cуммарный объём открытых позиций 543418.0
2016.09.03 10:37:32.699 SymbolInfoDouble (RTS-9.16,M5)  Общий объём ордеров на покупку в текущий момент 12254.0
2016.09.03 10:37:32.699 SymbolInfoDouble (RTS-9.16,M5)  Общий объём ордеров на продажу в текущий момент 11838.0

Total volume of buy orders at the moment 12254 + Total volume of sell orders at the moment 11838 = 24092. This value is closest to the value from the exchange website:

[victor51152]

You're looking at the wrong data... Where can I get data like yours?