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Search: Posts Made By: Magellan

Forum: Emini and Emicro Index

September 29th, 2012, 08:01 AM

Replies: 5

ES on floor information

Views: 2,355

Posted By Magellan

Thank you for that document, but I read it...

Thank you for that document, but I read it already. I need any software or links on websites by means of which I could get the source data for calculation of this formula.

Forum: Emini and Emicro Index

September 29th, 2012, 03:20 AM

Replies: 5

ES on floor information

Views: 2,355

Posted By Magellan

It`s slightly not that what I mean. The formula...

It`s slightly not that what I mean. The formula for calculating OFI:

OFI=(Bought contracts/Buy orders)/(Sold contrats/Sell orders)

where "Buy orders & Sell orders" - contracts that entered in...

Forum: Emini and Emicro Index

September 28th, 2012, 03:22 PM

Replies: 5

ES on floor information

Views: 2,355

Posted By Magellan

ES on floor information

Hello, does anybody know anything about OFI (on floor information) like quantity of the transmitted and executed orders per day? If there any resources where I can get this information?

Showing results 1 to 3 of 3

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