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Open Interest NT
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Open Interest NT

  #11 (permalink)
Patience my young padawan
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@Fat Tails , a couple of questions
where could I get those OI indicators? Could you sell these? Please advise.
Thanks.

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  #12 (permalink)
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ElChacal View Post
@Fat Tails , a couple of questions
where could I get those OI indicators? Could you sell these? Please advise.
Thanks.

The only COT report indicator for NinjaTrader that I have come across is here

COT Report

However, I have never tested it.

COT Reports only work with daily or weekly charts.

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  #13 (permalink)
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Fat Tails View Post
The only COT report indicator for NinjaTrader that I have come across is here

COT Report

However, I have never tested it.

COT Reports only work with daily or weekly charts.

There is a COT indicator for NT here, it auto pulls the data from CFTC's website.

https://futures.io/elite-circle/33157-commitment-traders-cot-commitment-traders-...scussion.html#post432923

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  #14 (permalink)
Patience my young padawan
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Daily OI indicator ?

Thanks @Fat Tails and @Big Mike .

I have been playing with @aventeren 's and spoke with Zweistein already and I am currently evaluating to purchase his.

What I was really wondering is if there is a "Daily Open Interest" indicator pulled from CME data instead of a Weekly pulled from CFTC. Not sure if such a thing exists but I think BarChart.com plots Daily OI per contract, they must be pulling this data from somewhere.

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  #15 (permalink)
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ElChacal View Post
Thanks @Fat Tails and @Big Mike .

I have been playing with @aventeren 's and spoke with Zweistein already and I am currently evaluating to purchase his.

What I was really wondering is if there is a "Daily Open Interest" indicator pulled from CME data instead of a Weekly pulled from CFTC. Not sure if such a thing exists but I think BarChart.com plots Daily OI per contract, they must be pulling this data from somewhere.

There is a considerable difference between the daily open interest information and the COT report. The COT report gives you the open interest by category of traders, which is an information not available via CME. With CME you do not get any breakdown of the open interest.

With the COT report you may deduct whether trend followers or anticyclical traders are net long or net short and how those positions compare to the long term average. This information is much more valuable than just the open interest by itself. However, as it is only available once per week, it will not help you a lot, if you are an intraday trader.

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  #16 (permalink)
Patience my young padawan
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Fat Tails View Post
There is a considerable difference between the daily open interest information and the COT report. The COT report gives you the open interest by category of traders, which is an information not available via CME. With CME you do not get any breakdown of the open interest.

With the COT report you may deduct whether trend followers or anticyclical traders are net long or net short and how those positions compare to the long term average. This information is much more valuable than just the open interest by itself. However, as it is only available once per week, it will not help you a lot, if you are an intraday trader.

Agree. I am trying to check if there is any correlation of price and daily OI to "predict" intraday swings or a bias on direction.
An extra set of tools wouldn't hurt, if useful.

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  #17 (permalink)
Patience my young padawan
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I am currently suscribed to TradeCOT from TradeCOT.com and it is looking good.

The only shortcoming I see is that it shows the Net Positions only and does not give you the separate OI of Longs and Shorts of each group.
I still don't know if there would be an edge in the raw data (separate long and short instead of net) but it would be good to play with.
The one from zweistein does give you the raw data but I might just stay with TradeCOT at ~$10/month for a while.

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  #18 (permalink)
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webart View Post
Does anyone know any way at all to get Open Interest data into NT7 ?

If not what charting application supports it (along with the ability to backtest).

Hi, I have been asking the same general question regarding OI and received the same general answers you have. I did some searching around. I was able to get OI up and displayed on futures contract in Think or Swim and Trade Station as well. NT7 told me they did not support OI...so that was the end of that.

I do think that such a revelant set of data is mainly ignored by the general trading public. Some exchanges supply it, others do not. But I would not give up on it--you may have to change platforms.

Wish I could give you more.

Bob (wontonsoup).

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  #19 (permalink)
Patience my young padawan
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@wontonsoup @webart after digging a little further I believe the best combo would be IQFeed + Multicharts.
I am currently checking MultiCharts and I guess I will eventually switch. It really sucks because I became good and super confident with Ninjascript...

The only issue is that IQFeed is more expensive than Kinetick. I understand Daily OI is part of the basic service, but it is $23 more if you decide to add the COT weekly data.

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  #20 (permalink)
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ElChacal View Post
@Fat Tails , a couple of questions
where could I get those OI indicators? Could you sell these? Please advise.
Thanks.

Take a look at the attached jpeg-- they seem to give eod open interest on the ES.

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