Support Board
Date/Time: Mon, 03 Nov 2025 21:09:56 +0000
CME E-mini S&P - Open Interest
View Count: 1280
| [2019-02-13 10:19:02] |
| User912279 - Posts: 102 |
|
I would like to understand why Open Interest on the ES Mini is not the same (by far) as the Open Interest published by the CME: https://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_quotes_volume_voi.html#tradeDate=20190212 CME shows about 2.5 million March contracts. Is that not the same number? Thank you for clarifying. |
| [2019-02-13 13:19:46] |
| User90125 - Posts: 715 |
|
Works as expected on my daily ES historical chart for 02/12/19. You won't get any proper Open Interest using Intraday data set to 1 day, so try changing your chart data type to Historical and you should see the same OI number as the CME link you referenced.
|
| [2019-02-13 14:41:14] |
| User912279 - Posts: 102 |
|
Indeed, it's not just that the data has to be daily, but the chart has to be strictly Historical, a type that one has otherwise never any use for. Thank you! |
To post a message in this thread, you need to log in with your Sierra Chart account: