LF Open interest indicator - Aussie Stock Forums

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  1. #1

    Join Date
    Jun 2008
    GE & NG
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    Default LF Open interest indicator

    Does anyone track open interest on futures on a very small timeframe (preferably tick by tick)? Can anyone suggest a program to use?

  2. #2
    white swans need love too Timmy's Avatar
    Join Date
    Sep 2007
    Between the lines

    Default Re: LF Open interest indicator

    Short answer is no I don't.

    Long answer is I don't think it is possible; open interest figures are not available until after the close of business each day (and even then these are preliminary figures, subject to revision the following morning). This is the case with the CME, other exchanges may be different (but I don't think so - would love to be wrong on this).
    Last edited by Timmy; 7th-September-2009 at 01:33 AM.
    The contents of this post were tested, ruthlessly, on small, cute, furry animals. Most of them were fatally harmed. Hence, if this post causes irritation, please discontinue reading immediately.

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