Support Board
Date/Time: Sat, 30 Nov 2024 00:54:36 +0000
Problem with Open Interest on a Historical Daily Chart
View Count: 711
| [2022-05-14 23:21:08] |
| User247273 - Posts: 37 |
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I've read the info on the Open Interest study here. Open Interest I added the study to a historical daily chart but strangely it's showing the same info as the number of trades study. I'd obviously expect to see this if it were on an intraday chart, but its' not. I'm stumped. I feel like I must be missing something obvious. Any help? I'm running version 2390 |
| [2022-05-15 05:54:58] |
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Provide an image of the chart or Trade DOM with that study on the chart, by following these instructions: https://www.sierrachart.com/index.php?page=doc/PostingInformation.php#Image 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: 2022-05-15 05:55:07
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| [2022-05-15 11:14:13] |
| User247273 - Posts: 37 |
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Here's the chart image of my daily chart with Open Interest and Number of Trades studies displaying the same output. https://www.sierrachart.com/image.php?Image=1652613002913.png |
| [2022-05-16 10:22:46] |
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Refer to the documentation for that particular study here: Number of Trades 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 |
| [2022-12-21 22:29:18] |
| uM8137 - Posts: 183 |
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I see the same issue. It is not explained by the provided doc link above. Attaching screenshot and chartbook. Summary: a) Applying the Open Interest study to a Historical (daily) ES chart appears to (incorrectly, it would seem) show the number of trades that day. b) In contrast, apply the Open Interest study to an Intraday chart that has its period set to 1-0-0 (so for one day) does appear to show the correct open interest. (Using Denali feed, and continuous contract volume rolled, on ES). SC Version 2439. Date Time Of Last Edit: 2022-12-21 22:32:52
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 historical_openinterest_is_buggy_maybe_matches_number_of_tra.png / V - Attached On 2022-12-21 22:24:47 UTC - Size: 280.44 KB - 94 views  compare_historical_vs_intraday_but_daily.Cht - Attached On 2022-12-21 22:26:58 UTC - Size: 5.99 KB - 136 views |
| [2022-12-22 00:36:31] |
| uM8137 - Posts: 183 |
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As mentioned on ES Open Interest on Daily Chart Not Accurate another thread with the same issue, this setting was set to no. Data/Trade Service Settings: Download Total Volume for All Contracts for Futures Daily Data (Global Settings >> Data/Trade Service Settings >> Common Settings >> Historical Daily Data) screenshot attached. |
| download_total_volume_is_no.PNG / V - Attached On 2022-12-22 00:35:18 UTC - Size: 32.02 KB - 98 views |
| [2022-12-22 03:37:52] |
| Sierra_Chart Engineering - Posts: 17266 |
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In regards to post #5, the Number of Trades study cannot be used on a Historical Daily chart. It will show Open Interest.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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