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Topic: Price.OpenInterest returns 0 (zero) only (15 messages, Page 1 of 1) |
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CChen15 Posts: 121 Joined: Jul 23, 2009 |
Hello.
No one of futures contracts, I trying to subscribe, doesn't give something except 0 (zero). Is it right? - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Chen Hua, Russia |
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VictorV Posts: 746 Joined: May 08, 2007 
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Hello,
API and SIM environments do not provide Open Interest right now. Victor Vins Software Developer |
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CChen15 Posts: 121 Joined: Jul 23, 2009 |
Is Open Interest provided on PROD?
(I have tried on SIM only) - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Chen Hua, Russia |
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VictorV Posts: 746 Joined: May 08, 2007
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Yes, PROD has Open Interest.
Victor Vins Software Developer |
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CChen15 Posts: 121 Joined: Jul 23, 2009 |
Thank you. I'll try it.
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CChen15 Posts: 121 Joined: Jul 23, 2009 |
I tried. Why OEC API values are different from CME?
.........OECAPI........CME ESH1..2,897,776..2,894,251 6BH1....116,348....124,870 GGCJ1...304,213....304,213 GNGJ1...184,452....211,520 GSIK1....82,515.....82,515 GNGK1...225,151....225,669 - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Chen Hua, Russia Edited by CChen15 on Mar 8, 2011 at 22:52:25 |
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VictorV Posts: 746 Joined: May 08, 2007
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It seems you compare today's OEC data with yesterday CME ones.
Victor Vins Software Developer |
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CChen15 Posts: 121 Joined: Jul 23, 2009 |
No, I was compared current OEC data with current CME data for those moment.
Yes, CME give in their OI yesterday data. According to http://www.cmegroup.com/trading/about-settlements.html Quote: The Open Interest column displays the total number of contracts long or short in the respective month, during both Globex and the Open Outcry session. Each open transaction has both a buyer and seller, but only one side of the transaction is counted when calculating open interest. The Settlement page always displays the previous trading day’s open interest. For example, preliminary and final reports for a Wednesday trade date will include estimated volume for Wednesday, but Open Interest from Tuesday. As for OEC OI... we don't know at all what it means... Is it data for current session or for previous or even? Would you please describe it? And, look at bolded lines, please. They are identical... - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Chen Hua, Russia |
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VictorV Posts: 746 Joined: May 08, 2007
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I found your CME data on the CME page with "Prior Day OI", but OEC data - in CME document for the current one.
Victor Vins Software Developer |
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CChen15 Posts: 121 Joined: Jul 23, 2009 |
OK. CME shows old data and OEC fresh, "current" (you say). Right? There are three questions in this regard (however, they are given higher):
1. Why two of four OI are identical? CME gives fresh data instead of prior day, or OEC gives old instead of fresh, "current"? 2. What does mean "current", how often they are updated? 3. Please give a description of "Open Interest", as it understands by OEC. I see that there are a some differences in OI interpretaion by CME and by OEC. It would be gratefull if you specify this differences. - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Chen Hua, Russia |
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VictorV Posts: 746 Joined: May 08, 2007
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CME shows both "prior day" and "current" one. http://www.cmegroup.com/daily_bulletin/preliminary_voi/VOIREPORT.pdf
Victor Vins Software Developer |
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CChen15 Posts: 121 Joined: Jul 23, 2009 |
It was extremely kind of you to spit the vis-à-vis by 46-page document. I asked you specific questions about OEC, not CME. Why one part of data are identical and other are not?
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VictorV Posts: 746 Joined: May 08, 2007
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You can use this document for comparision OEC data and CME ones.
Victor Vins Software Developer |
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CChen15 Posts: 121 Joined: Jul 23, 2009 |
Would you please indicate the page on which would be mentioned at least one of the contracts under discussion. I can't find no one of them.
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VictorV Posts: 746 Joined: May 08, 2007
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Please contact support@openecry.com: they will help you with data-related questions.
Victor Vins Software Developer |
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