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Date/Time: Thu, 18 Apr 2024 06:51:42 +0000



BitMEX Open Interest Data

View Count: 3499

[2019-03-12 07:52:15]
D1xVol - Posts: 3
Hi,

It seems that Sierra Chart's default OI study does not pull correct values for OI data. Could this be remedied in future versions?

Many thanks.
[2019-03-12 17:25:54]
Sierra Chart Engineering - Posts: 104368
Sierra Chart does not support BitMex open interest data. This will not be supported.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2019-05-29 20:40:32]
User364630 - Posts: 13
Dear support

What means "not supported"?
The data is available and will be showed in Tool Value Window.

Date, Open, High, Low, Close, Volume, OpenInterest
2017/03/21, 1076.6999512, 1120.0000000, 1066.6700439, 1111.7800293, 31752302, 18526
2017/03/22, 1112.4499512, 1112.8199463, 989.0000000, 1036.3100586, 64913124, 31079
2017/03/23, 1037.3800049, 1052.6199951, 1015.4299927, 1031.0100098, 20109359, 12845
2017/03/24, 1030.0200195, 1032.9399414, 921.2000122, 936.0000000, 64951798, 37561

So why can we not use it in studies?
Is an work around available?

thx
d.
[2019-05-30 04:59:33]
Sierra Chart Engineering - Posts: 104368
Most likely those last numbers are the number of trades for the time period of the data.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2019-05-30 04:59:42
[2019-08-06 08:27:35]
mountainwolf - Posts: 37
The man-doc says -- Open Interest is only available for
Historical Daily data type of charts, not Intraday charts.


Why there's no Open Interest study for intraday charts?

It is the most essential piece of information for trading
fut-markets or this much mysterious inverse-perp-swap
contract for that matter; only next to the price ticker itself.

The realtime OI data-stream is available via var APIs; is it not --
Deribit provides three different interfaces to access the API: JSON-RPC
over Websocket -- JSON-RPC over HTTP -- FIX (Financial Information eXchange).


# curl https://www.deribit.com/api/v2/public/ticker?instrument_name=BTC-PERPETUAL

{"jsonrpc":"2.0","result":{"timestamp":1565078585476,"stats":
{"volume":32755.25421432,"low":11585.0,"high":12331.0},"state":
"open","settlement_price":12213.51,"open_interest":86988241,

Date Time Of Last Edit: 2019-08-06 08:36:45

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