Support Board
Date/Time: Thu, 27 Aug 2026 15:36:03 +0000
Daily (EOD) data — how far back does Open Interest go? (Package 3)
View Count: 24
| [2026-08-27 11:13:23] |
| chahreddine - Posts: 4 |
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Hello, I subscribe to Historical Data Package 3 and I use Daily (EOD) charts to get Open Interest for individual futures outright contracts (CME/CBOT/COMEX, e.g. ES, YM, GC, SI, HG and their micro equivalents). 1. For a contract that expired years ago (for example one that expired in 2013), is Open Interest fully populated in the daily historical data for its entire life, or only for more recent dates? 2. From what date is Open Interest generally available for these products? 3. Is the Open Interest shown the exchange's official end-of-day figure, and is it the preliminary or the final (next-morning) value? Thank you. |
| [2026-08-27 14:26:22] |
| Sierra_Chart Engineering - Posts: 24685 |
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1. Yes. 2. We do not know. But we would expect it to always be available but perhaps it is not available for some contracts from a long time ago like in the 1970s. But we really just do not know. We are just speculating. If you see open interest data missing then it is just not there. But we would not expect any problems with open interest data for the last 20-30 years or so. However, we really just do not know. 3. It would be the official and final value. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-08-27 14:31:42
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