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»Forums Index »IQFeed Developer »IQFeed Developer Support »Historical Open Interest
Author Topic: Historical Open Interest (6 messages, Page 1 of 1)

squirlhntr
-Interested User-
Posts: 62
Joined: Feb 12, 2005


Posted: Dec 21, 2005 02:42 PM          Msg. 1 of 6
1) Is there any way to retrieve the historical open interest for a future contract?

2) What data is in the "volume" field on a history request for a futures contract?

Thanks!

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1753
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Dec 21, 2005 02:52 PM          Msg. 2 of 6
1) No, we don't archive Open Interest with our historical data, so it won't be available.
2) On pit traded futures, the volume is going to be yesterdays volume. if it is an electronic contract or contact that the exchange provides intraday volume on, it will be the current sessions volume.

Jay Froscheiser
DTN - Trading Markets

squirlhntr
-Interested User-
Posts: 62
Joined: Feb 12, 2005


Posted: Dec 22, 2005 08:00 AM          Msg. 3 of 6
Thanks for the quick response.

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Dec 22, 2005 08:24 AM          Msg. 4 of 6
Hmmm

On 19 December I received an email stating the following:

"We have also added Open Interest as a field to historical
data requests for futures data."

Edited by skunk on Dec 22, 2005 at 08:25 AM

DTN_Natalie_H
-DTN Evangelist-
Posts: 175
Joined: May 10, 2004

DTN Market Access, LLC.


Posted: Dec 22, 2005 09:41 AM          Msg. 5 of 6
skunk is correct, historical open interest for futures is available in IQFeed v4.1.0.0, which is currently in BETA. That info is in the release notes, and will be updated in the online documentation when the release goes LIVE. Thanks!

Natalie

Natalie Hannan DTN Market Access, LLC.

squirlhntr
-Interested User-
Posts: 62
Joined: Feb 12, 2005


Posted: Dec 22, 2005 09:42 AM          Msg. 6 of 6
Quote: skunk is correct, historical open interest for futures is available in IQFeed v4.1.0.0, which is currently in BETA. That info is in the release notes, and will be updated in the online documentation when the release goes LIVE. Thanks!

Natalie

--- Original message by DTN_Natalie_H on Dec 22, 2005 09:41 AM
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