Open interest indicator

Discussion in 'Automated Trading' started by wonderworld, Jan 8, 2007.

  1. What futures trading software gives an "open interest" indicator with their charts? Or is there something inside strategy runner that is similar?
  2. rcj


  3. Thank you. I'm reading and watching "larry williams" book and video set called "future millionaires". He speaks of "open interest". The video set is sorta old, from 90's. So I'm not sure what charting software would keep track of "open interest". His charts show an open interest indicator. I figured that with modern technology, that there might be some charting software that keeps track of this for us instead of having to look it up daily.
  4. cvds16


  5. CQG have end of day open interest too- not sure about intra-day though
  6. ZBEAR



    I've got it on eSignal now,
    Its just a basic study / Open Interest histogram.

    I had it on CQG when I had it.
    I had it on Real Tick when I had it, and
    I had it on Trade Station when I had it.

    You can go to the individual exchanges and
    they have it listed somewhere too - usually.
    But the charting packages give you a nice histogram to look at.

    Ken Shaleen has lots to say about open interest if you
    are inclined to read a book of his.

    Hope this helps,
  7. jsmooth


    I'm not sure about an indicator, but if your looking for a GOOD book on Vol & OI read Ken Shaleens book - Understanding volume and Open Interest....its a great book
  8. rcj


    ZBEAR .... I dont see how one would make any meaningful calculation of Open Interest on a realtime/intraday basis for retail datafeed.

    If you have any info let me know.
    Thanx ......... rcj
  9. tyler19


    Hello Im just bumping this thread to see if anyone knows who offers Open interest on a intraday basis.

  10. jibba


    Herrik Payoff Index - is an open interest indicator - not sure if many services include it
    #10     Jul 19, 2007