OPEN-SOURCE SCRIPT
Open Interest:CME e-o-d vs CFTC e-o-w

CFTC only publishes total OI on fridays, related to last Tuesday.
But what happened since last Tuesday?
CME Vol & Open Interest data is recorded&exported daily by quandl.com to tradingview
via the che CHRIS/CME datasets
quandl.com/data/CHRIS
Eg. Nat Gas next outstanding cntract n. 20, field n. 7(OI)
@quandl.com:
quandl.com/data/CHRIS/CME_NG20
is exported TradingView:
tradingview.com/e/?symbol=QUANDL:CHRIS/CME_NG20|7
Every outstanding contract's OI & vol is exported (black column), but not the total (yellow line):
http://tiny.cc/z7t94y
This script sums up all the existing outstanding contract's OI for the future (the black column), so one can have an idea of the total OI for the day (Yellow line).
As numer of outstanding contracts varies from future to future,Eg:
E-mini (ES) has 4 contracts, Gold(GC) 16 cntrcts, NatGas(NG) has 43, WTI(CL) has 38 etc
the scrips tries to guess how many exist for it and sums them up, to have the total OI for tha day
Number ofoutstanding contracts exported by quandl.com to tradingview is taken from
https://s3.amazonaws.com/quandl-production-static/Ticker+CSV's/Futures/continuous.csv
There are 2 params you can enter on the script:
* override the ticket symbol on the chart ,if script cannot guessit or you need a different one
* enter the "preliminary" OI that is published by CME early the next day, butb not yet exported by quandl to tradingview
This script is Open so anyone can copy and modifyit for its use.
Please post comments and ideas if you find it useful
I try to keep a log of my work here:
https://www.tradingview.com/chart/GC1!/tFbdrGlM-giancapino-5-views/
But what happened since last Tuesday?
CME Vol & Open Interest data is recorded&exported daily by quandl.com to tradingview
via the che CHRIS/CME datasets
quandl.com/data/CHRIS
Eg. Nat Gas next outstanding cntract n. 20, field n. 7(OI)
@quandl.com:
quandl.com/data/CHRIS/CME_NG20
is exported TradingView:
tradingview.com/e/?symbol=QUANDL:CHRIS/CME_NG20|7
Every outstanding contract's OI & vol is exported (black column), but not the total (yellow line):
http://tiny.cc/z7t94y
This script sums up all the existing outstanding contract's OI for the future (the black column), so one can have an idea of the total OI for the day (Yellow line).
As numer of outstanding contracts varies from future to future,Eg:
E-mini (ES) has 4 contracts, Gold(GC) 16 cntrcts, NatGas(NG) has 43, WTI(CL) has 38 etc
the scrips tries to guess how many exist for it and sums them up, to have the total OI for tha day
Number ofoutstanding contracts exported by quandl.com to tradingview is taken from
https://s3.amazonaws.com/quandl-production-static/Ticker+CSV's/Futures/continuous.csv
There are 2 params you can enter on the script:
* override the ticket symbol on the chart ,if script cannot guessit or you need a different one
* enter the "preliminary" OI that is published by CME early the next day, butb not yet exported by quandl to tradingview
This script is Open so anyone can copy and modifyit for its use.
Please post comments and ideas if you find it useful
I try to keep a log of my work here:
https://www.tradingview.com/chart/GC1!/tFbdrGlM-giancapino-5-views/
Script de código abierto
Siguiendo fielmente el espíritu de TradingView, el creador de este script lo ha publicado en código abierto, permitiendo que otros traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Puede utilizarlo de forma gratuita, pero tenga en cuenta que la publicación de este código está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones que ofrecemos, no implican ni constituyen un asesoramiento financiero, ni de inversión, trading o cualquier otro tipo de consejo o recomendación emitida o respaldada por TradingView. Puede obtener información adicional en las Condiciones de uso.
Script de código abierto
Siguiendo fielmente el espíritu de TradingView, el creador de este script lo ha publicado en código abierto, permitiendo que otros traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Puede utilizarlo de forma gratuita, pero tenga en cuenta que la publicación de este código está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones que ofrecemos, no implican ni constituyen un asesoramiento financiero, ni de inversión, trading o cualquier otro tipo de consejo o recomendación emitida o respaldada por TradingView. Puede obtener información adicional en las Condiciones de uso.