For each futures contract the cumulative open interest across all expiries, as well as the cumulative volume, would be useful. Could be phrased something like (Root Symbol).COI. Also the Commitment of Traders figures would be useful.

Currently the best way of getting such historical data is through other data services, would be best to have it all under one roof as it were. Could probably even charge a small premium, ideally less than the others.

I am interested in Cumulative Open Interest and Cumulative Volume too (adds all expiries together)

Is this implemented by now ?

TY for the help.

is IQ staff monitoring this forum ? Any Replies ?

TY

Hello,

Our apologies for the delay on this reply, I am investigating this currently and will reply as soon as I know your answer. I should have it very shortly.

Tim

TY Tim

Makkie,

I have confirmed this is not available within your data feed. It is something that is getting serious attention though as a possible future enhancement and we will let you know if that changes to something tangible that we can share with you.

If this is critical for you, we do have the data available in ProphetX. If you would like to take a trial of that I can certainly have someone contact you.

Additionally, some of the third party apps allow for custom formulas and such. Some of them may have a way to calculate that data from the underlying futures. Not a guarantee, but it is certainly worth asking them about.

Tim

TY for the update, Tim.

I will have a look at ProphetX. I will let you know about the trial.

regards,
m.