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Jupp25 has contributed to 1 posts out of 21244 total posts
(0.00%) in 1,015 days (0.00 posts per day).
20 Most recent posts:
Data Questions »
difference in open interest between Daily Symbol and **.IO.Z ??? Oct 16, 2021 03:25 AM
(Total replies: 2)
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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