Open Interest Futures
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MT5 for FUTURES
HI, the field
SYMBOL_SESSION_INTEREST
Summary open interest
Available on MT5 does have a lot of description and I see it is being used here:
Free download of the 'Open Interest' indicator by 'barabashkakvn' for MetaTrader 5 in the MQL5 Code Base, 2017.03.02
I have demo account with AMP broker (one of the very few providing futures symbols) but when I test this indicator I get either nothing or sporadic data in some daily bars.
Open Interest is also reported in "Commitment of Traders reports". (COT) (weekly)
Question: Do I need to purchase from AMP brokers such data in order to get it or Metaquotes provides it?
If you have a link to a WORKING open interest (or COT) either free of to buy would appreciate too.