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Date/Time: Sat, 11 Jan 2025 12:59:22 +0000



Futures Open Interest on Historical Daily Charts

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[2016-11-24 09:38:47]
ticinotrader - Posts: 397
I would like to ask for some assistance regarding the Futures Open Interest Data:

Please see the chart below:
http://www.sierrachart.com/image.php?Image=1479979715841.png


The last OI data displayed on Daily Historical chart is always from two days ago so there is no OI displayed for yesterday and today.
If I open an Intraday Chart and set it to 1 Day, then the missing OI data is displayed correctly.
I tried with SC data, CQG and IQFeed.
Is there a way to display the most recent (today and yesterday) OI data on Daily Historical charts as well?

As an addition, I would like to display OI information in QuoteBoard but it shows zero also when I use CQG. With IQFeed connection the OI shows data.

Thanks!
[2016-11-25 04:03:18]
Sierra Chart Engineering - Posts: 104368
Refer to the documentation here about the Open Interest study:
https://www.sierrachart.com/index.php?page=doc/TechnicalStudiesReference.html#s10

And this documentation:
https://www.sierrachart.com/index.php?page=doc/SierraChart_RealTime_And_Historical_Symbols.php#Notes_VolumeAndOpenInterestforHistoricalDailyFuturesCharts

We verified that Sierra Chart does support the Open Interest field with CQG, but apparently they are not providing the data.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2016-11-25 04:03:59

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