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shardison
17 de Mar. de 2016 20:58

Herrick Payoff Index for Quandl Data 

CHRIS/CME_FC2QUANDL

Descripción

Update to my previous Herrick Payoff Index script. This script pulls Quandl futures data with daily open interest. The prior version only used the weekly Commitment of Traders open interest data so could only be used on weekly bars. Note: Must use Quandl Symbol methodology in chart (i.e. enter symbol as QUANDL:CHRIS/CME_FC2, QUANDL:CME/FCX2016, ect.). Unfortunately, I haven't been able to program this to pull from the embedded futures data.
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