OPEN-SOURCE SCRIPT
Open Interest:CME e-o-d vs CFTC e-o-w

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
Eg. Nat Gas next outstanding cntract n. 20, field n. 7(OI)
@quandl.com:
quandl.com/data/CHRIS/CME_NG20
is exported TradingView:
tradingview.com/e/?symbol=QUANDL:CHRIS/CME_NG20|7
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
Number ofoutstanding contracts exported by quandl.com to tradingview is taken from
https://s3.amazonaws.com/quandl-production-static/Ticker+CSV's/Futures/continuous.csv
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:
https://www.tradingview.com/chart/GC1!/tFbdrGlM-giancapino-5-views/
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
Eg. Nat Gas next outstanding cntract n. 20, field n. 7(OI)
@quandl.com:
quandl.com/data/CHRIS/CME_NG20
is exported TradingView:
tradingview.com/e/?symbol=QUANDL:CHRIS/CME_NG20|7
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
Number ofoutstanding contracts exported by quandl.com to tradingview is taken from
https://s3.amazonaws.com/quandl-production-static/Ticker+CSV's/Futures/continuous.csv
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:
https://www.tradingview.com/chart/GC1!/tFbdrGlM-giancapino-5-views/
オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう!無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
免責事項
この情報および投稿は、TradingViewが提供または推奨する金融、投資、トレード、その他のアドバイスや推奨を意図するものではなく、それらを構成するものでもありません。詳細は利用規約をご覧ください。
オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう!無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
免責事項
この情報および投稿は、TradingViewが提供または推奨する金融、投資、トレード、その他のアドバイスや推奨を意図するものではなく、それらを構成するものでもありません。詳細は利用規約をご覧ください。