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Brian,
The #I at the end of the symbol determines whether or not you get total volume and Open Interest or just for that specific contract. If the #I is there, you get Individual volume and O/I. If it is not present, you'll get total volume and O/I. If you are using the symbol data on demand and the symbol lookup, in the Futures contracts dialog, select the Other tab to see if the use volume from all contracts is checked (This removes the #I).
---
Joe
On Fri, 23 Feb 2001 14:24:11
Tim Stevenson wrote:
>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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