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Does anyone track open interest on futures on a very small timeframe (preferably tick by tick)? Can anyone suggest a program to use?
LF Open interest indicator
- Thread starter Naked shorts
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Timmy
white swans need love too
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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).
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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