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»Forums Index »NEW IQFEED FORUMS »Data Questions »difference in open interest between Daily Symbol and **.IO.Z ???

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
DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014	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
DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014	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