# LF Open interest indicator



## Naked shorts (6 September 2009)

Does anyone track open interest on futures on a very small timeframe (preferably tick by tick)? Can anyone suggest a program to use?


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## Timmy (7 September 2009)

Short answer is no I don't.

Long answer is I don't think it is possible; open interest figures are not available until after the close of business each day (and even then these are preliminary figures, subject to revision the following morning).  This is the case with the CME, other exchanges may be different (but I don't think so - would love to be wrong on this).


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