Europe
Experience: Beginner
Platform: NinjaTrader
Posts: 73 since Jun 2009
Thanks Given: 13
Thanks Received: 53
|
Unfortunately Open Interest is not available through the zenfire feed, and i am wondering if there is a way to calculate a running total from the incoming tickdata?
i understand for a new contract to be "created" someone has to sell it (or go short), but is there a way to determine if this is a "new" contract or someone setting of a buy they previously made?
|