how to import open interest into quote manager

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martingale
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how to import open interest into quote manager

Postby martingale » 19 Apr 2012

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?

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Henry MultiСharts
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Re: how to import open interest into quote manager

Postby Henry MultiСharts » 20 Apr 2012

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?
Availability of OpenInterest values depends on the data feed and resolution.
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.

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Re: how to import open interest into quote manager

Postby martingale » 22 Apr 2012

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.
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JoshM
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Re: how to import open interest into quote manager

Postby JoshM » 23 Apr 2012

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.
Is this EOD data or intraday data Martingale?

I don't know if this matters, but according to the wiki page on OpenInt:
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.

Have you tried Mapping ASCII (as opposed to Importing Data)?

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Dave Masalov
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Re: how to import open interest into quote manager

Postby Dave Masalov » 23 Apr 2012

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.
Exactly, OpenInt should be available for daily resolution and higher.

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Re: how to import open interest into quote manager

Postby martingale » 23 Apr 2012

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.
Is this EOD data or intraday data Martingale?

I don't know if this matters, but according to the wiki page on OpenInt:
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.

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?

martingale
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Re: how to import open interest into quote manager

Postby martingale » 23 Apr 2012

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.
Exactly, OpenInt should be available for daily resolution and higher.
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."

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Re: how to import open interest into quote manager

Postby TJ » 23 Apr 2012

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.
Exactly, OpenInt should be available for daily resolution and higher.
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."
you can always add daily series as data2 and plot whatever quotes that are attached to that data series.

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Re: how to import open interest into quote manager

Postby martingale » 23 Apr 2012

you can always add daily series as data2 and plot whatever quotes that are attached to that data series.
so i cant add intraday data?

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TJ
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Re: how to import open interest into quote manager

Postby TJ » 24 Apr 2012

you can always add daily series as data2 and plot whatever quotes that are attached to that data series.
so i cant add intraday data?
add open interest into intraday data?

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.

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Re: how to import open interest into quote manager

Postby Tresor » 24 Apr 2012

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.
This isn't true for many European exchanges that calculate OI even in ticks.

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.

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Re: how to import open interest into quote manager

Postby TJ » 24 Apr 2012

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.
This isn't true for many European exchanges that calculate OI even in ticks.

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.
Well... a Project Management Request would be the shortest route to have this feature.

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Re: how to import open interest into quote manager

Postby Henry MultiСharts » 24 Apr 2012

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?
Yes the OpenInterest column should be available for the instrument with a daily resolution in case you have specified this column during the import.

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Henry MultiСharts
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Re: how to import open interest into quote manager

Postby Henry MultiСharts » 24 Apr 2012

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."
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.

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Re: how to import open interest into quote manager

Postby zfsamzfsam » 21 Aug 2014

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
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