i was told intraday oi was not possible, only daily OI can be used.
can I created a field name in quote manager and address that field in PLEditor?
how to import open interest into quote manager
-
- Posts: 91
- Joined: 10 Dec 2010
- Has thanked: 2 times
- Been thanked: 1 time
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times
Re: how to import open interest into quote manager
Availability of OpenInterest values depends on the data feed and resolution.i was told intraday oi was not possible, only daily OI can be used.
can I created a field name in quote manager and address that field in PLEditor?
If this information is provided by the data feed OpenInterest value will be available in MultCharts and stored for your data in QuoteManager.
You can address that field from the PowerLanguage with the help of OpenInt or "I" code word.
-
- Posts: 91
- Joined: 10 Dec 2010
- Has thanked: 2 times
- Been thanked: 1 time
Re: how to import open interest into quote manager
i'm importing from ASCII file.
as you see in the snapshot, there's no field with "open interest" for me to name my data colume.
as you see in the snapshot, there's no field with "open interest" for me to name my data colume.
- Attachments
-
- open_interest.jpg
- (45.24 KiB) Downloaded 1124 times
- JoshM
- Posts: 2195
- Joined: 20 May 2011
- Location: The Netherlands
- Has thanked: 1544 times
- Been thanked: 1565 times
- Contact:
Re: how to import open interest into quote manager
Is this EOD data or intraday data Martingale?i'm importing from ASCII file.
as you see in the snapshot, there's no field with "open interest" for me to name my data colume.
I don't know if this matters, but according to the wiki page on OpenInt:
Which might explain why you can't import Open Interest data for resolutions lower than a day.OpenInt is supported for time-based charts with resolutions of 1 day or more.
Have you tried Mapping ASCII (as opposed to Importing Data)?
- Dave Masalov
- Posts: 1712
- Joined: 16 Apr 2010
- Has thanked: 51 times
- Been thanked: 489 times
Re: how to import open interest into quote manager
Exactly, OpenInt should be available for daily resolution and higher.OpenInt is supported for time-based charts with resolutions of 1 day or more.
Which might explain why you can't import Open Interest data for resolutions lower than a day.
-
- Posts: 91
- Joined: 10 Dec 2010
- Has thanked: 2 times
- Been thanked: 1 time
Re: how to import open interest into quote manager
Is this EOD data or intraday data Martingale?i'm importing from ASCII file.
as you see in the snapshot, there's no field with "open interest" for me to name my data colume.
I don't know if this matters, but according to the wiki page on OpenInt:Which might explain why you can't import Open Interest data for resolutions lower than a day.OpenInt is supported for time-based charts with resolutions of 1 day or more.
Have you tried Mapping ASCII (as opposed to Importing Data)?
i did ASCII import, but when I try to edit data, i didn't see any data there, am i supposed to see any data in QM after import?
-
- Posts: 91
- Joined: 10 Dec 2010
- Has thanked: 2 times
- Been thanked: 1 time
Re: how to import open interest into quote manager
i guess my question isExactly, OpenInt should be available for daily resolution and higher.OpenInt is supported for time-based charts with resolutions of 1 day or more.
Which might explain why you can't import Open Interest data for resolutions lower than a day.
"even OI cannot be used on intraday basis, while how can I added a fields which I have the intraday, say 1 min bar data, and import it and plot it in multicharts."
- TJ
- Posts: 7743
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2222 times
Re: how to import open interest into quote manager
you can always add daily series as data2 and plot whatever quotes that are attached to that data series.i guess my question isExactly, OpenInt should be available for daily resolution and higher.OpenInt is supported for time-based charts with resolutions of 1 day or more.
Which might explain why you can't import Open Interest data for resolutions lower than a day.
"even OI cannot be used on intraday basis, while how can I added a fields which I have the intraday, say 1 min bar data, and import it and plot it in multicharts."
-
- Posts: 91
- Joined: 10 Dec 2010
- Has thanked: 2 times
- Been thanked: 1 time
Re: how to import open interest into quote manager
so i cant add intraday data?you can always add daily series as data2 and plot whatever quotes that are attached to that data series.
- TJ
- Posts: 7743
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2222 times
Re: how to import open interest into quote manager
add open interest into intraday data?so i cant add intraday data?you can always add daily series as data2 and plot whatever quotes that are attached to that data series.
Of course not, open interest is calculated at the end of the day AFTER the market is closed. Thus there is no intraday open interest.
Re: how to import open interest into quote manager
This isn't true for many European exchanges that calculate OI even in ticks.Of course not, open interest is calculated at the end of the day AFTER the market is closed. Thus there is no intraday open interest.
I had the same problem as the thread originator several years ago. Marina tried to force MC to intake intraday OI in ticks but gave up after several attempts. At that time it wasn't even possible to plot intraday OI as a separate study.
- TJ
- Posts: 7743
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2222 times
Re: how to import open interest into quote manager
Well... a Project Management Request would be the shortest route to have this feature.This isn't true for many European exchanges that calculate OI even in ticks.Of course not, open interest is calculated at the end of the day AFTER the market is closed. Thus there is no intraday open interest.
I had the same problem as the thread originator several years ago. Marina tried to force MC to intake intraday OI in ticks but gave up after several attempts. At that time it wasn't even possible to plot intraday OI as a separate study.
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times
Re: how to import open interest into quote manager
Yes the OpenInterest column should be available for the instrument with a daily resolution in case you have specified this column during the import.i did ASCII import, but when I try to edit data, i didn't see any data there, am i supposed to see any data in QM after import?
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times
Re: how to import open interest into quote manager
That is not possible to add a custom column, but you can import the OI values as Volume field for example. Otherwise you can submit a feature request to the Project Management section of our web site.i guess my question is
"even OI cannot be used on intraday basis, while how can I added a fields which I have the intraday, say 1 min bar data, and import it and plot it in multicharts."
-
- Posts: 9
- Joined: 09 Aug 2014
- Has thanked: 31 times
- Been thanked: 3 times
Re: how to import open interest into quote manager
I suggest QM/ascii import/ascii map can include custom column,e.g.CustomColumn1 CustomColumn2 ... CustomColumnN
These columns are also useful for datafeed ventor to special data
Custom colums maybe intraday openinterest or other data.
https://www.multicharts.com/pm/viewissu ... no=MC-1717
These columns are also useful for datafeed ventor to special data
Custom colums maybe intraday openinterest or other data.
https://www.multicharts.com/pm/viewissu ... no=MC-1717
- Attachments
-
- Custom_Column_open_interest.jpg
- (82.98 KiB) Downloaded 1095 times