MY_CME Open Interest

2 giu 2018

end-of-day Open Interest as provided by CME for D interval.
Can select Commodity (Gold.Silver,Crude), year, contract (Feb,April,June,AugOct,Dec)

28 giu 2018

Note di rilascio

Now uses QUANDL/CHRIS/CME_GCn continuous dataset
Actual dataset is #2 (eg SI2 silver), previous contract is #1 (eg SI1)
Automatically selects actual future from chart ticket,
can be overriden with a different commodity contract, eg.: GC3

13 lug 2018

Note di rilascio

Plot e-o-d CME Open Interest + CFTC weekly COT Open Interest (optional) for contracts (Feb/Jun/Aug/Oct/Dec) years (2016/17/18/19) Gold/Silver/WTI

17 gen 2019

Note di rilascio

Select the year via config.
Select the contracts months via config
Scripts tries to take ticker as base. Overridable via config, eg "GC" or "ES" or"CL"or "EC" etc
Dunno where to get all these codes thou, there's some mess out there
Database used is the CHRIS continuous by quandl, exported to tradingview:
quandl.com/data/CHRIS-Wiki-Continuous-Futures
(use previous link to search datasets and codes)
Load indicator multiple times to compare contracts over multiple years
Added codess for all 12 months contracts
CFTC total OI can also be plotted

17 gen 2019

Note di rilascio

fixed needed confirmation for Year&Prod on startup

17 gen 2019

Note di rilascio

better chart attached
+fixed def val for Year

1 apr 2019

Note di rilascio

CFTC Open Interest fixed, now for Fut+Opt

30 nov 2020

Note di rilascio

added more future years till 2023, source is there anyway
These are my five public views I use for trading: