Open Interest from Esignal data


#1

Hi,

I have a data only feed from esignal.

But I don’t see Open Interest in Amibroker. I contacted Esignal. They informed that OI is being sent already. They also informed that their software does display OI and I need to reach out to Amibroker for showing it within Amibroker.

How to get a chart for OI in Amibroker?


#2
// Plot( I,"Open Interest", colordefault); // INCORRECT
Plot( OI,"Open Interest", colordefault); // CORRECT

data fields: “O” (open), “H” (high), “L” (low), “C” (close), “V” (volume), “I” (open Interest), and for v5.29 and above: “1” (aux1), “2” (aux2)

OI (OpenInterest)


#3

@awilson - “I” and “1”, “2” are single-letter fields for FOREIGN call. Thee are surrounded by quotation marks and passed as second parameter to Foreign

As far as regular arrays are considered correct shortcut is OI and there are no shortcuts for Aux1 and Aux2, because 1 and 2 are just numbers.

Correct formula:

 Plot( OI,"Open Interest", colorDefault);

#4

Sorry for the extra work.


#5

I am looking for Open Interest for the following symbol: “NIFTY N7-NSF”. I checked the quote editor and Open Interest field has only zeros.


#6

Ask eSignal. Open Interest is NOT available for every symbol. And OpenInterest is available ONLY for EOD records (daily end-of-day).


#7

Thanks all for the reply. @Tomasz eSignal has a separate symbol for OI, but it is only EOD as mentioned by you.