giancapino

MY_CME Open Interest

end-of-day Open Interest as provided by CME for D interval.
Can select Commodity ( Gold . Silver ,Crude), year, contract (Feb,April,June,AugOct,Dec)
Versionshinweise: Now uses QUANDL/CHRIS/CME_GCn continuous dataset
Actual dataset is #2 (eg SI2 silver), previous contract is #1 (eg SI1)
Automatically selects actual future from chart ticket,
can be overriden with a different commodity contract, eg.: GC3
Versionshinweise: Plot e-o-d CME Open Interest + CFTC weekly COT Open Interest (optional) for contracts (Feb/Jun/Aug/Oct/Dec) years (2016/17/18/19) Gold/Silver/WTI
Versionshinweise: Select the year via config.
Select the contracts months via config
Scripts tries to take ticker as base. Overridable via config, eg "GC" or "ES" or"CL"or "EC" etc
Dunno where to get all these codes thou, there's some mess out there
Database used is the CHRIS continuous by quandl, exported to tradingview:
https://www.quandl.com/data/CHRIS-Wiki-C...
(use previous link to search datasets and codes)
Load indicator multiple times to compare contracts over multiple years
Added codess for all 12 months contracts
CFTC total OI can also be plotted
Versionshinweise: fixed needed confirmation for Year&Prod on startup
Versionshinweise: better chart attached
+fixed def val for Year
Versionshinweise: CFTC Open Interest fixed, now for Fut+Opt
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Kommentare

Hi, have your open interest data sources been updated this year? Thanks
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Hi , i tried to use your OI script, but nothing comes up. Any idea why?
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giancapino ChenJunda
@ChenJunda,
For which ticker/future are u using it?
AT start, or by the * (asterisk) next toscript nale on chart, you have to select the year and the month contract you want the OI to be plotted for

Antworten
Thanks for this.
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