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Charting Open Interest

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  • Charting Open Interest

    How does one access Open Interest information for plotting OI in Futures contracts/Options in an AC efs?

  • #2
    deepfoo
    Below is an excerpt from the EFS Help Center and Library
    Alex

    oi()

    oi([nRelativeOffset] [, nNumBars [, Symbol ] ])

    nRelativeOffset: Offset to bar. 0 is most recent bar, -1 is next bar, etc.
    nNumBars: Number of bars to retrieve (a negative number)
    Symbol: The symbol to retrieve data for.

    oi(-1); gets the next-to-last open interest value for the current symbol
    oi(0, "ES #F"); gets the most recent open interest value for ES
    oi(0, -10, "ES #F"); gets the last 10 open interest values for ES and places them in an array

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