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Hello,
IQFeed provides OI data *only* for:
a) DAILY bars
b) WEEKLY bars
c) MONTHLY bars
and as Level-I "most recent (last) value".
This is what your Excel shows (SINGLE value).
The "last value" is just the single number and can not be used to
plot any CHART. For chart you need HISTORICAL values (array of numbers).
And historical OI is not available for minute or tick intervals from IQFeed.
I could refer you to IQFeed docs stating what is available and what is
not but their API is CLOSED, and I am not allowed to publish any parts of it.
If you were IQFeed registered developer you would easily find what is available
and what is not from HistoricalviaTCPIP.html document in their "Docs" folder.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "blakerandy" <BlakeRandy@xxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, January 20, 2008 7:58 PM
Subject: [amibroker] Re: IQ Feed and Open Interest
>
> Tomasz,
>
> Through IQ Feed's DDE link "Open Int" is a valid field and data does
> show up using Excel.
>
> I talked to IQ support and they indicated the data should be available
> and to let them know if I am not receiving it.
>
> I honestly don't have a clue how the data feeds and plugins work, but
> could you please take a look into this?
>
> Thanks, Randy
>
> This is from the DDE Link help file:
> Open Int
>
>
> Open Interest - The total number of futures or futures options
> contracts that have not been executed, closed out, or allowed to expire
>
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
>
>
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
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