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our exchenges offer 'open interest' data in ticks, while US exchanges offer 'open interest' data daily only. Open interest in my local exchange varies from 50,000 to 80.000 during a week - |
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Could you please define what your exchange's definition of open interest is? How is it calculated?
In the US exchanges and data feed suppliers, OI is often defined as 'Down Volume' or 'Down Ticks' for intraday tick data.
