Open Interest NT
|August 3rd, 2015, 04:37 PM||#21 (permalink)|
Patience my young padawan
Futures Experience: Intermediate
Platform: NinjaTrader TWS Barchart
Broker/Data: IB / IB
Favorite Futures: ES & looking into commodities
Posts: 306 since Nov 2014
Thanks: 367 given, 182 received
Daily Open Interest of all contracts or front month only?
@wontonsoup below the graph of Soybean OI using IQFeed in MultiCharts.
Unfortunately the data does not match the CFTC weekly data because IQFeed shows the OI of the Front month contract only (as Barchart and other data feeds) and not of all Soybean contracts (as the CFTC publishes weekly) producing those valleys in the graph when approaching expiration.
The below data is from 5/12/15. CFTC reports 693,980 Open positions for all soybean contracts while IQFeed reports the same day 368,280 for the front month contract.
Failed to mention, the daily OI data presented for the front month only it is of no use to make trading decisions.
Last edited by ElChacal; August 3rd, 2015 at 04:48 PM.
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