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Viewing User Profile for: Jupp25
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Joined: Oct 16, 2021 02:55 AM
Last Post: Oct 16, 2021 03:25 AM
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Jupp25 has contributed to 1 posts out of 21191 total posts (0.00%) in 932 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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