Open interest vs continuous open interest

[AC1]

Apologies if this has been discussed elsewhere but I couldn't find a relevant thread.

I've been adjusting a well-known volume indicator to take open interest instead of volume. It worked but I wanted to try a version of the indicator with continuous open interest and I was wondering if there's a symbol I could use for this purpose.

In the original code I used oi(), but if I try #oi() (which is what I assume to be the symbol for continuous open interest data) the EFS formula editor doesn't seem to recognize it and I get problems.

I appreciate that i could leave the adjusted OI indicator as it is and plot it on specific contracts or continuous ones, but I wanted both versions of this OI indicator on the same chart (ie, specific contract chart with specific contract OI and continuous OI).

Any suggestions regarding the problem of coding with #oi()?

Thanks in advance,
AC

[ACM]

Re: Open interest vs continuous open interest

AC
The syntax to retrieve the values of #OI would be close(sym("root symbol #OI")) where root symbol is the symbol of the future eg ES #OI, etc. Keep in mind though that #OI returns the aggregate Open Interest.
To retrieve the Open Interest of a continuous contract you would use oi(sym("continuous contract symbol")) where continuous contract symbol is for example ES #F, etc
Alex

Originally posted by AC1
Apologies if this has been discussed elsewhere but I couldn't find a relevant thread.

I've been adjusting a well-known volume indicator to take open interest instead of volume. It worked but I wanted to try a version of the indicator with continuous open interest and I was wondering if there's a symbol I could use for this purpose.

In the original code I used oi(), but if I try #oi() (which is what I assume to be the symbol for continuous open interest data) the EFS formula editor doesn't seem to recognize it and I get problems.

I appreciate that i could leave the adjusted OI indicator as it is and plot it on specific contracts or continuous ones, but I wanted both versions of this OI indicator on the same chart (ie, specific contract chart with specific contract OI and continuous OI).

Any suggestions regarding the problem of coding with #oi()?

Thanks in advance,
AC

[AC1]

Alexis,

Many thanks for the clarification.

[ACM]

AC1
My pleasure
Alex

Originally posted by AC1
Alexis,

Many thanks for the clarification.