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Most recent open interest reports - computer readable
Started:November 13th, 2015 (07:01 PM) by London Trader Views / Replies:182 / 2
Last Reply:November 13th, 2015 (10:58 PM) Attachments:0

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Most recent open interest reports - computer readable

Old November 13th, 2015, 07:01 PM   #1 (permalink)
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Most recent open interest reports - computer readable

Hi all

I'm trying to pilot an automated trading platform and I'd like to extend it to use OI.

Two good sources of OI:

Commitments of Traders - CFTC
Daily Exchange Volume and Open Interest

What I was hoping for is something like the CFTC format and regularity of CME daily releases. CFTC seem to have only old data, and CME have it as non-standard Excel & web pages based on templates that could change layout without notice. Neither of these are ideal. If I want reliability do I need to pay for it or is there a good free source?


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Old November 13th, 2015, 07:01 PM   #2 (permalink)
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Old November 13th, 2015, 10:58 PM   #3 (permalink)
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Check quandl and FRED

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