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» Historical Open Interest
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| Author | Topic: Historical Open Interest (6 messages, Page 1 of 1) |
 squirlhntr -Interested User- Posts: 62 Joined: Feb 12, 2005 
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Posted: Dec 21, 2005 02:42 PM
Msg. 1 of 6
1) Is there any way to retrieve the historical open interest for a future contract?
2) What data is in the "volume" field on a history request for a futures contract? Thanks! |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Dec 21, 2005 02:52 PM
Msg. 2 of 6
1) No, we don't archive Open Interest with our historical data, so it won't be available.
2) On pit traded futures, the volume is going to be yesterdays volume. if it is an electronic contract or contact that the exchange provides intraday volume on, it will be the current sessions volume. Jay Froscheiser DTN - Trading Markets |
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squirlhntr -Interested User- Posts: 62 Joined: Feb 12, 2005
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Posted: Dec 22, 2005 08:00 AM
Msg. 3 of 6
Thanks for the quick response.
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skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004 |
Posted: Dec 22, 2005 08:24 AM
Msg. 4 of 6
Hmmm
On 19 December I received an email stating the following: "We have also added Open Interest as a field to historical data requests for futures data." Edited by skunk on Dec 22, 2005 at 08:25 AM |
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DTN_Natalie_H -DTN Evangelist- Posts: 175 Joined: May 10, 2004 
DTN Market Access, LLC. |
Posted: Dec 22, 2005 09:41 AM
Msg. 5 of 6
skunk is correct, historical open interest for futures is available in IQFeed v4.1.0.0, which is currently in BETA. That info is in the release notes, and will be updated in the online documentation when the release goes LIVE. Thanks!
Natalie Natalie Hannan DTN Market Access, LLC. |
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squirlhntr -Interested User- Posts: 62 Joined: Feb 12, 2005
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Posted: Dec 22, 2005 09:42 AM
Msg. 6 of 6
Quote: skunk is correct, historical open interest for futures is available in IQFeed v4.1.0.0, which is currently in BETA. That info is in the release notes, and will be updated in the online documentation when the release goes LIVE. Thanks! swwwweeeeeeeettttt Natalie --- Original message by DTN_Natalie_H on Dec 22, 2005 09:41 AM  |
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