Support Board
Date/Time: Sat, 30 Nov 2024 00:51:43 +0000
Post From: docs for Open Interest wrong/flipped for descriptions of daily Historical vs IntraDay
| [2022-12-22 06:02:32] |
| uM8137 - Posts: 183 |
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To answer the first of these questions rigorously, I pulled from IQFeed both through SierraChart and through a non-SierraChart application to have an independent control to compare to Denali data. What I concluded about the Historical (daily) bars: The IQFeed and Denali Open Interest match, and further that identical number is what is shown on the Historical (Daily) bar's Open Interest. To repeat, the Open Interest on the Historical chart is correct. Therefore the number of trades study, shown on the Historical (Daily) bar, is wrong. To give a specific example, compare the number of trades and Open Interest for yesterday, 2022 December 20 on a Historical (daily) chart: Open Interest, from Denali, though SierraChart v2439: 1,976,545
Open Interest, from IQFeed, through non-Sierra application: 1,976,545 Number of trades, from IQFeed, through non-Sierra application: 1,019,601 Number of trades, from IQFeed, through SierraChart v2439: using History (daily) chart: 1,976,545 << wrong, copies OpenInterest number Instead of computing the actual number of trades, it is apparently just repeating the daily Open Interest number. This happens on both IQFeed and Denali, so it is a study computation bug, not a data feed issue. The second question, about the studies on the intraday daily chart, remains open for SierraChart. Date Time Of Last Edit: 2022-12-22 06:18:06
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