Support Board
Date/Time: Wed, 07 May 2025 13:55:16 +0000
Post From: Open Interest Study
| [2024-12-21 18:22:19] |
| User480109 - Posts: 55 |
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For futures traded on CME Globex, how is this study gets its value? Does it have the same value as CME reported figures at end of day? Also, for composite symbols like a spread, how is open interest calculated between the two legs? What if leg1 is a positive figure and leg2 is a negative?
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