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Date/Time: Sun, 05 May 2024 16:45:59 +0000



Post From: FDAX DYM19 displaced Volume/OI

[2019-05-07 16:38:54]
User364630 - Posts: 13
Hi

FDAX DYM19

FDAX Statistics from Eurex:
https://www.eurexchange.com/exchange-en/products/idx/dax/34642!onlineStatsReload?productId=34642&productGroupId=13394&busDate=20190430


Data is forApr 30, 2019 Last update:May 01, 2019 12:00:00 AM
Delivery month  Opening price  Daily high  Daily low  Last price  Settlem. price  Traded contracts  Open interest
Jun 19  12,331.00  12,395.00  12,295.00  12,382.00  12,351.000  95,848  129,947

Data is forMay 2, 2019 Last update:May 03, 2019 12:00:00 AM
Delivery month  Opening price  Daily high  Daily low  Last price  Settlem. price  Traded contracts  Open interest
Jun 19  12,314.00  12,420.50  12,276.50  12,343.00  12,353.000  106,999  132,890

Data is forMay 3, 2019 Last update:May 04, 2019 12:00:00 AM
Delivery month  Opening price  Daily high  Daily low  Last price  Settlem. price  Traded contracts  Open interest
Jun 19  12,326.00  12,470.00  12,325.00  12,463.50  12,407.500  88,888  127,436

Data is forMay 6, 2019 Last update:May 07, 2019 12:00:00 AM
Delivery month  Opening price  Daily high  Daily low  Last price  Settlem. price  Traded contracts  Open interest
Jun 19  12,336.00  12,350.50  12,144.00  12,338.00  12,308.000  125,768  137,016


2019/04/30, 12331.0000000, 12395.0000000, 12295.0000000, 12351.0000000, 106999, 132890
2019/05/02, 12314.0000000, 12420.5000000, 12276.5000000, 12353.0000000, 88888, 127436
2019/05/03, 12326.0000000, 12470.0000000, 12325.0000000, 12407.5000000, 125768, 137016
2019/05/06, 12336.0000000, 12350.5000000, 12144.0000000, 12308.0000000, 125768, 108478
2019/05/07, 12281.5000000, 12332.0000000, 12067.0000000, 12097.0000000, 134954, 0

Volume for May 6 is right, OI is wrong
Volume for May 3 is wrong(same as May 6), OI is wrong
Volume for May 2 is wrong, OI is wrong
Volume for Apr 30 is wrong, OI is wrong


Looks like its displaced by 1 day. I do not checked other Eurex symbols.


Correct would be:

2019/04/30, 12331.0000000, 12395.0000000, 12295.0000000, 12351.0000000, 95848, 129947
2019/05/02, 12314.0000000, 12420.5000000, 12276.5000000, 12353.0000000, 106999, 132890
2019/05/03, 12326.0000000, 12470.0000000, 12325.0000000, 12407.5000000, 88888, 127436
2019/05/06, 12336.0000000, 12350.5000000, 12144.0000000, 12308.0000000, 125768, 137016
2019/05/07, 12281.5000000, 12332.0000000, 12067.0000000, 12097.0000000, 134954, 0



thx
d.