NexusFi: Find Your Edge


Home Menu

 





Realtime Open Interest for CME futures?


Discussion in Platforms and Indicators

Updated
    1. trending_up 6,415 views
    2. thumb_up 0 thanks given
    3. group 4 followers
    1. forum 3 posts
    2. attach_file 0 attachments




 
Search this Thread

Realtime Open Interest for CME futures?

  #1 (permalink)
jussi666
H?meenlinna, Finland
 
Posts: 3 since Apr 2022
Thanks Given: 1
Thanks Received: 0

Hey,

I've been trying to get CME realtime open interest for some time now. I've tried dxFeed but it updates only 4 times a day. I've tried CQG but they didn't have OI at all.

So is there a market data provider which gives you a realtime open interest for CME futures like NQ? I really like to use open interest for my daytrades.

Currently I am using Quantower but I can switch to ATAS if needed.

This is how it looks with dxFeed + Quantower (with lower intervals also):

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
The space time continuum and the dynamics of a financial …
Emini and Emicro Index
Are there any eval firms that allow you to sink to your …
Traders Hideout
NexusFi Journal Challenge - April 2024
Feedback and Announcements
Futures True Range Report
The Elite Circle
Build trailing stop for micro index(s)
Psychology and Money Management
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Get funded firms 2023/2024 - Any recommendations or word …
59 thanks
Funded Trader platforms
37 thanks
NexusFi site changelog and issues/problem reporting
23 thanks
GFIs1 1 DAX trade per day journal
22 thanks
The Program
19 thanks
  #2 (permalink)
 
SMCJB's Avatar
 SMCJB 
Houston TX
Legendary Market Wizard
 
Experience: Advanced
Platform: TT and Stellar
Broker: Advantage Futures
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,041 since Dec 2013
Thanks Given: 4,375
Thanks Received: 10,192

Volume is updated real time but I don't believe OI is. From their own website
"Open interest data is published at the end of each day."

Reply With Quote
  #3 (permalink)
jussi666
H?meenlinna, Finland
 
Posts: 3 since Apr 2022
Thanks Given: 1
Thanks Received: 0



SMCJB View Post
Volume is updated real time but I don't believe OI is. From their own website
"Open interest data is published at the end of each day."

OI is updated at the end of day on their website. dxFeed updates it 4 times a day. I am 100% positive that CME is watching OI in realtime itself and there is data feeds which do have realtime OI. But it might be that the pricing is not suitable for retail users.

Currently I've checked CQG and dxFeed and this week I'm going to check Rhitmic and ask from a few different support channels also.

Reply With Quote
  #4 (permalink)
 SpeculatorSeth   is a Vendor
 
Posts: 780 since Apr 2016
Thanks Given: 22
Thanks Received: 1,018

I've seen some evidence suggesting that intraday open interest can be a useful tool. If that's something that really interests you, perhaps try looking at different exchanges. I've seen data from futures markets in Shanghai? I've only ever been able to find end of day from the CME.

- SpeculatorSeth
Reply With Quote




Last Updated on April 17, 2022


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts