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  • Open Interest Offset

    I am using the Open interest (OI) study for QM X5. It seems that the open interest shown for 9/27/05 as 12,408.

    In fact, this is the OI for 9/26/05..OI is not reported by NYMEX until the following day.

    How can I offset this?

    Thanks,

    Pat Kennedy

  • #2
    Pat
    Open the basicOpenInterest.efs in the EFS2 Basic folder and in the return statement replace oi() with oi(1).
    That will offset the Open Interest plot backwards
    Alex

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