i am writing an efs to find out change in open interest of ?
I did not find anything from below ink.
How to find out that is there any function available for that?
Here is the sample code
var TOTALOI = oi(0,sym("SYMBOLNAME,D")); // TODAYS OI
var YOI = oi(-1,"SYMBOLNAME"); //yesterday oi
var TOCOI = TOTALOI - YOI;// How many opens interest added today?
2) how to get Nearest options strike of the spot through EFS? Lets assume 3 strikes of option based on spot price.
Please help.