Given that NYSE-TICK include securities that really should be ignored (preferreds, debt, double-count multiple classes, various exchange traded...
That's quite normal in takeovers and also in spinoffs too.
Here's a couple I remember.
Southwest Bell takeover of AT&T, then rebranded as AT&T...
There are two TiVos. One was delisted on 7 Sep 2016. The other is still listed.
How can this happen? Simple - this was a simple takeover of...
Your data is terrible.
Data for 9 Jan 2018. Zero volume??!!! That is a joke.
Volumes on all other days - don't...
For what reason do you need to know the week of the month? Seems like a strange esoteric curve-fitted thing to want.
it is not available anywhere that you can access it, unless you're an IT developer in that area that works for Bloomberg.
You could create a simple indicator that creates a "week" counter since the start of the data, by looking when the weekday number for today is...
code is flawed since it assumes a Monday or a Friday. Ever heard of holidays?
Simple: Stop being a troll
If you think an indicator will make you money... well... I guess that's why you're trying to sell snake oil.
Licenses are not transferable:
If you're a good enough trader to trade futures, data fees from two brokers are the least of your concerns. Think your broker is immune? Griffin...
It sounds like they just have the OI of the front month. If you compare the individual deliveries to their continuous contract you should have an...
What is your data source? I only see a steady summed OI across all contracts around the dates you mention - no drop.
Separate names with a comma.