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Brian,
I'm not familiar with Reuters data. But I use CSI's Unfair Advantage and
they include Individual Contract Volume and Total Volume with each
contract's record. Also, you should know there is usually a delay with
volume reported with futures data. I think this is because of exchange
delays in when VOL and OI are reported by them.
Tim
>From: Brian Gaddis <bngaddis@xxxxxxxxxxxxxx>
>Reply-To: metastock@xxxxxxxxxxxxx
>To: metastock@xxxxxxxxxxxxx
>Subject: View total open interest on futures charts?
>Date: Fri, 23 Feb 2001 12:32:35 -0600
>
>I'm using Reuters to download futures charts and I can download open
>interest
>data with them, but is what I'm looking at the total open interest of all
>contracts or just the open interest for the nearby contract? I really
>need to see total open interest of all contracts. Neither Reuters nor
>MetaStock
>tells me which data I'm looking at. Is there anyone here who uses Reuters
>and knows how to plot total open interest with MetaStock?
>
>Thanks.
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