Difference between revisions of "OpenInt"

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* OpenInt is supported for time-based charts with resolutions of 1 day or more.  
 
* 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.
 
* 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.
 +
* The range of returned values is limited by the [[MaxBarsBack]] setting.
  
 
== Examples ==
 
== Examples ==

Revision as of 15:58, 28 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.
  • 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");