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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Open interest
Author Topic: Open interest (4 messages, Page 1 of 1)

josh
-Interested User-
Posts: 89
Joined: Sep 14, 2011
Posted: Oct 2, 2011 09:59 PM          Msg. 1 of 4
For the @ES# futures contract, the open interest value for a given day is the actual open interest for the prior day, correct? In other words, if the open interest value for 9/28 is X, then at the end of trading day on 9/27 the open interest was reported as X--correct?

josh
-Interested User-
Posts: 89
Joined: Sep 14, 2011
Posted: Oct 5, 2011 03:45 PM          Msg. 2 of 4
DTN, anyone out there?

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
Posted: Oct 5, 2011 03:57 PM          Msg. 3 of 4
Hello Josh,

My apologies for the delay I will investigate this and get your answer asap.

Tim

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
Posted: Oct 5, 2011 04:01 PM          Msg. 4 of 4
Josh,

I have confirmed your orignial thoughts on this matter. It is an overnight message that refreshes the open interest values, not end of business messages.

Tim
 

 

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