Support Board
Date/Time: Thu, 27 Feb 2025 07:16:17 +0000
Post From: Total Volume & Open Interest
| [2021-06-07 15:17:24] |
| User875622 - Posts: 17 |
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I have been using the -T function behind a symbol to obtain total instrument volume and open interest and it was working - to a point. It has stopped working. I use this data. For example; I chart KEU21-CBOT in a chartbook and use KEU21-T in a separate chart in that chartbook to obtain Total Vol & OI for all monthly contracts for that instrument (KE). It has been working, until a few days ago; the last day I have that data for is 26 May'21. When I use Delete & Download it will go backwards in date to the date I select and remove the total contract numbers and replace them with the individual contact numbers every time I do delete and dl. If I use the front month (KEN21) it makes no difference. I also use this for ICE/US contracts CC and CT with the same result. And, by the way, the numbers supplied by Sierra for the ICE contracts don't match the exchange provided numbers. They are close, but are not the exchange supplied numbers - and this takes into account the time when ICE releases those numbers which is the next morning. What's the fix, please? How do I get those numbers back? Thanks |