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Date/Time: Thu, 28 Mar 2024 20:32:30 +0000



OPEN INTEREST

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[2019-11-30 18:07:25]
BLAKE R - Posts: 23
Hello,

I have noticed that the Open Interest indicator used in conjunction with NQZ9-CME is not giving the same data as the CME website offering the Open Interest Data [ https://www.cmegroup.com/market-data/volume-open-interest/equity-volume.html ]. Is there a way to get the correct data into Sierra Charts?

Thank you,
[2019-12-01 01:00:34]
Sierra Chart Engineering - Posts: 104368
The open interest data is going to be delayed one day and we want you to re-download the data in the chart:

Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". You just need to do this once per symbol and not for each chart.

We rely on Barchart for this and they really do not always do the open interest data very well. We probably can start releasing our own daily data for the CME group of exchanges, for contracts since September 2019. We will look into that next year.
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: 2019-12-01 01:00:51
[2019-12-01 10:13:45]
BLAKE R - Posts: 23
To be clear, after I Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download", at 08:00 CST on a Wednesday, will the Open Interest for Tuesday be up to date and correct?
[2019-12-02 15:49:50]
Sierra Chart Engineering - Posts: 104368
Yes it should be. This is what we are seeing ourselves.
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
[2019-12-02 16:16:41]
BLAKE R - Posts: 23
This is great to hear. Thank you!
[2019-12-03 04:09:09]
User76183 - Posts: 68
I would like to add some questions regarding OI.
We have a study "Open Interest" which I've recently added to my chartbook. It's shows real-time OI online,because I have custom connection via Fix to the Exchange which supports online tick by tick Open Interest.
But it seems that SC's OI translation is not correct compared to the original exchange source. What is the logic behind the study "Open Interest" in SC?
Is it possible to create DELTA OI? How can I do it?
Thanks!
Date Time Of Last Edit: 2019-12-03 04:10:30
[2021-12-10 10:58:00]
User749673 - Posts: 18
I use Globaldata feed with live Open interest . But by using Sierra chart , We are not able to get live intraday open interest data though data feed vendor offers for Indian market . Can Sierra help to get live intraday open interest data ? Thanks in advance
[2021-12-11 00:23:55]
Sierra Chart Engineering - Posts: 104368
No, definitely not.
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

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