Open Interest intra-day?

February 4th, 2017, 11:06 PM

Does anyone ever wonder about open interest in futures markets not being displayed intra-day? Tradestation has it, what is NT problem? I consider open interest a key element of volume structure. Are contracts being held or rotated (liquidity), inventory. How much of the market contracts are held by big traders? NT prides itself in futures yet fails here in a fundamental trading platform way. Maybe this would make things too easy?

February 5th, 2017, 12:37 AM

Tradestation is just displaying up/down tick/volume for intraday timescales according to their documents. See "EasyLanguage Reserved Words Related to Ticks, Volume & Open Interest" in TS manual, and/or see the explanation from the MC below. It looks like there might be a website that has true open interest updated throughout the day, reference the previous thread on topic.

Open Interest NT

Does anyone know any way at all to get Open Interest data into NT7 ?

If not what charting application supports it (along with the ability to backtest).

https://www.multicharts.com/trading-software/index.php/OpenInt

February 7th, 2017, 04:20 PM

TS has an indicator called OI and it will load intra-day.

Open Interest intra-day?

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Open Interest intra-day?