Traders Laboratory - View Single Post - Bars Based on Contracts' Volume As % of Open Interest
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Old 03-26-2008, 11:41 AM
Tresor Tresor is offline
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Re: Bars Based on Contracts' Volume As % of Open Interest

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Fascinating idea Tresor.

Which exchanges give real time open interest? That would give an intraday trader a potentially huge advantage. Coupled with volume you would know if people where buying/selling to open/close positions.

Momentom I think you might of mis-read the original post , Tresor is saying on the exchange he trades that you can see the change in OE on a tick by tick basis. WOW!
Hello BlowFish,

I am from Poland.

Attached is a red price action and blue open interest (both in ticks).

Frankly saying I have already spot some repeating patterns between price actions and the way OI behaves.It really is fun to see where the dumb money is buying or smart money is getting short just by observing some curvatures of OI. I will post some jpgs when discussion is on

I believe most East European exchanges offer OI in ticks. And if I am not mistaken also France.

Just between us, I belive the volume is very important. If one could only filter it by OI...

Regards
Attached Images
File Type: jpg open interest.jpg (158.6 KB, 26 views)

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BlowFish (03-26-2008)