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| »Forums Index »NEW IQFEED FORUMS »Data Questions »difference in open interest between Daily Symbol and **.IO.Z ??? | 
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| Author | Topic: difference in open interest between Daily Symbol and **.IO.Z ??? (3 messages, Page 1 of 1) |
 Jupp25 -Interested User- Posts: 1 Joined: Oct 16, 2021 |
Posted: Oct 16, 2021 03:25 AM
Msg. 1 of 3
Hi,
why is there a difference in the open interest that comes with the daily data of a symbol (for example @ES#C) and the open interest that comes with the corresponding open interest stream (@ES.OI.Z). how can that be explained? Same with the Volume, where does the differenz between the @ES#C and @ES.VOL.Z come from? Ok, that actuall volume is calculated by my software, but should that cummulation be the same as the exchange does? and its not only off by a view numbers. Second: I am using Multicharts. If I set up @ES.OI.Z as a "regular" symbol, the data will be shown at the EOD, even though the IQFeed stream delivers the data way earlier. So I until now, I have to reload historical data during the day, if I want to chart that data whenever the stream delivers it. Is it better to use these kind of symbols via DDE and Excel? (never used that yet) or is there a different solution? Thx Chris Edited by Jupp25 on Oct 16, 2021 at 11:19 AM Edited by Jupp25 on Oct 16, 2021 at 11:28 AM |
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014 
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Posted: Oct 18, 2021 06:22 AM
Msg. 2 of 3
I will respond with an answer shortly once my market data team has had a chance to review the data.
Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 support@iqfeed.net |
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014
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Posted: Oct 18, 2021 07:02 AM
Msg. 3 of 3
The symbol @ES.IO.Z includes all the active contracts Open Interest.
Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 support@iqfeed.net |
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