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OpenInt: Difference between revisions

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Returns the open interest of the current bar for tick and volume-based charts.
Returns the open interest of the current bar for time-based charts with resolutions of 1 day or more.


For time-based charts with resolutions of 24 hours or less, OpenInt returns:
For tick and volume-based charts and for time-based charts with resolutions of 24 hours or less, OpenInt returns:
* The volume traded on [[DownTicks|Down ticks]] will be returned if '''Build Volume On''' is set to '''Trade Volume''', or
* The volume traded on [[DownTicks|Down ticks]] will be returned if '''Build Volume On''' is set to '''Trade Volume''', or
* The number of [[DownTicks|Down ticks]] in the current bar will be returned if '''Build Volume On''' is set to '''Tick Count'''  
* The number of [[DownTicks|Down ticks]] in the current bar will be returned if '''Build Volume On''' is set to '''Tick Count'''  

Latest revision as of 12:38, 22 August 2012

Returns the open interest of the current bar for time-based charts with resolutions of 1 day or more.

For tick and volume-based charts and for time-based charts with resolutions of 24 hours or less, OpenInt returns:

  • The volume traded on Down ticks will be returned if Build Volume On is set to Trade Volume, or
  • The number of Down ticks in the current bar will be returned if Build Volume On is set to Tick Count

Usage

OpenInt

Notes

  • OpenInt is supported for time-based charts with resolutions of 1 day or more.
  • Please note that most data feeds provide only a limited history of volume and tick data; storing real-time feed data will ensure the availability of historical volume and tick data.
  • The range of returned values is limited by the MaxBarsBack setting.

Examples

Plot the open interest of the current bar:

Plot1(OpenInt, "Open interest");

Plot the open interest of the previous bar:

Plot1(OpenInt of 1 Bar Ago, "Previous bar's open interest");

Plot the open interest of two bars ago:

Plot1(OpenInt[2], "Open interest 2 bars ago");