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Direct MessagesDate/Time: Thu, 25 Apr 2024 03:44:04 +0000
CME E-mini S&P - Open Interest
View Count: 917
| [2019-02-13 10:19:02] |
| User912279 - Posts: 102 |
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I would like to understand why Open Interest on the ES Mini is not the same (by far) as the Open Interest published by the CME: https://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_quotes_volume_voi.html#tradeDate=20190212 CME shows about 2.5 million March contracts. Is that not the same number? Thank you for clarifying. |
| [2019-02-13 13:19:46] |
| User90125 - Posts: 715 |
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Works as expected on my daily ES historical chart for 02/12/19. You won't get any proper Open Interest using Intraday data set to 1 day, so try changing your chart data type to Historical and you should see the same OI number as the CME link you referenced.
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| [2019-02-13 14:41:14] |
| User912279 - Posts: 102 |
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Indeed, it's not just that the data has to be daily, but the chart has to be strictly Historical, a type that one has otherwise never any use for. Thank you! |
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