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Date/Time: Thu, 25 Apr 2024 10:17:29 +0000



[User Discussion] - Open interest and delta volume

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[2014-11-02 12:41:00]
nioko54130 - Posts: 108
Hi dear support!

A little message to get information about the future developpement of the sierrachart platform ;
I'v just discovered a trading platform based on the orderflow reading which is working with the rithmic data feed, and i'v noticed that they offer a real time open interest available in intraday for each tick of the trading session.

As you can see on the screen, when we are combining this open interest indicator with the delta volume ; it is really usefull and powerfull to see how many contract are trapped on the extreme point (high/low levels) and where and when these contract are trapped. We can see exactly where the stop running are, at which price, and in which quantity. For the moment these information exist only for the Russian index market.

http://www.hostingpics.net/viewer.php?id=720151openinterestanddelta.jpg

So the real time open interest well exist and i would like to know if you plan to add this kind of features which is one of the best key for daytrading and scalping.

Thank's


[2014-11-27 23:43:34]
nioko54130 - Posts: 108
Hi dear support!

A little message to get information about the future developpement of the sierrachart platform ;
I'v just discovered a trading platform based on the orderflow reading which is working with the rithmic data feed, and i'v noticed that they offer a real time open interest available in intraday for each tick of the trading session.

As you can see on the screen, when we are combining this open interest indicator with the delta volume ; it is really usefull and powerfull to see how many contract are trapped on the extreme point (high/low levels) and where and when these contract are trapped. We can see exactly where the stop running are, at which price, and in which quantity. For the moment these information exist only for the Russian index market.

http://www.hostingpics.net/viewer.php?id=720151openinterestanddelta.jpg

So the real time open interest well exist and i would like to know if you plan to add this kind of features which is one of the best key for daytrading and scalping.

Thank's

?
[2014-11-28 03:15:34]
ganz - Posts: 1048
Hi

This platform uses OI info from MOEX.

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