CFTC only publishes total OI on fridays, related to last Tuesday. But what happened since last Tuesday? CME Vol & Open Interest data is recorded&exported daily by quandl.com to tradingview via the che CHRIS/CME datasets quandl.com/data/CHRIS
Every outstanding contract's OI & vol is exported (black column), but not the total (yellow line): http://tiny.cc/z7t94y
This script sums up all the existing outstanding contract's OI for the future (the black column), so one can have an idea of the total OI for the day (Yellow line).
As numer of outstanding contracts varies from future to future,Eg: E-mini (ES) has 4 contracts, Gold(GC) 16 cntrcts, NatGas(NG) has 43, WTI(CL) has 38 etc the scrips tries to guess how many exist for it and sums them up, to have the total OI for tha day
There are 2 params you can enter on the script: * override the ticket symbol on the chart ,if script cannot guessit or you need a different one * enter the "preliminary" OI that is published by CME early the next day, butb not yet exported by quandl to tradingview
This script is Open so anyone can copy and modifyit for its use. Please post comments and ideas if you find it useful I try to keep a log of my work here: <deleted>
Is it possible to get the Max OI with associated Strike level for single ticker ? that way we can plot the Resistance ( max Call OI Strike) and Support ( max PUT OI Strike )
stca2017
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Thank you
nikoletty
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Hello, does the indicator work with currency futures?
or do you need to buy data from cme?