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On Feb 11 OI was shown as 2634, for the next two days (Wed and Thur) it is 0. How can this be?
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Dave,
Not quite sure how that could happen, can you tell us in which of the eSignal windows you where seeing this?
According to our History Server Database here are the OI numbers that should display.
AveryH
eSignal Support -
Hi
Missing in Adv Chart.
Just added OI to a quote window and I see "2.69K", that doesn't match your figure 2904, or my chart figure (still 0).
DaveComment
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Dave,
As I recall Open Interest is much like futures volume in that the current days numbers do not post until after the close of market because of additional calculations that need to be done.
I'll confirm this on Monday with our Data Integraty Department and post back here.
AveryH
eSignal SupportComment
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Agred "asfter close of market", but it was historic days that were missing.
Anyway today (Sat am) all data has reappeared (ie two missing days Wed and Thur, plus Friday the new historic day).Comment
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Hey Dave,
Sorry for the delay, we were correct the Open Interest is done like the volume for the futures which is today OI display tomorrow.
Nevertheless I'm glad to hear you were able to get the data you needed. Please let me know if the problem resurfaces.
AveryH
eSignal SupportComment
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