Difference between revisions of "OpenInt"
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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 tick and volume-based charts. |
| − | |||
| − | |||
| − | + | 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 number of [[DownTicks|Down ticks]] in the current bar will be returned if '''Build Volume On''' is set to '''Tick Count''' | ||
| − | + | == Usage == | |
| − | |||
| − | |||
<syntaxhighlight>OpenInt</syntaxhighlight> | <syntaxhighlight>OpenInt</syntaxhighlight> | ||
| − | ==== | + | == Notes == |
| + | * OpenInt is supported for time-based charts with resolutions of 1 day or more. | ||
| + | * Please note that most [[:Category:Built-in_Data_Sources|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. | ||
| + | |||
| + | == Examples == | ||
Plot the open interest of the current bar: | Plot the open interest of the current bar: | ||
| − | <syntaxhighlight>Plot1(OpenInt,"Open interest");</syntaxhighlight> | + | <syntaxhighlight>Plot1(OpenInt, "Open interest");</syntaxhighlight> |
| − | |||
Plot the open interest of the previous bar: | Plot the open interest of the previous bar: | ||
| − | <syntaxhighlight>Plot1(OpenInt of 1 Bar Ago,"Previous bar's open interest");</syntaxhighlight> | + | <syntaxhighlight>Plot1(OpenInt of 1 Bar Ago, "Previous bar's open interest");</syntaxhighlight> |
| − | |||
Plot the open interest of two bars ago: | Plot the open interest of two bars ago: | ||
| − | <syntaxhighlight>Plot1(OpenInt[2],"Open interest 2 bars ago");</syntaxhighlight> | + | <syntaxhighlight>Plot1(OpenInt[2], "Open interest 2 bars ago");</syntaxhighlight> |
| − | |||
[[Category:Data Information/General]] | [[Category:Data Information/General]] | ||
Revision as of 20:41, 9 February 2012
Returns the open interest of the current bar for tick and volume-based charts.
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.
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");
