Support Board
Date/Time: Thu, 27 Aug 2026 15:33:11 +0000
Post From: Daily (EOD) data — how far back does Open Interest go? (Package 3)
| [2026-08-27 11:13:23] |
| chahreddine - Posts: 4 |
|
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. |