Open Interest:CME e-o-d vs CFTC e-o-w

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CFTC only publishes total OI on fridays, related to last Tuesday.
But what happened since last Tuesday?
CME Vol & Open Interest data is recorded&exported daily by to tradingview
via the che CHRIS/ CME datasets

Eg. Nat Gas next outstanding cntract n. 20, field n. 7(OI)
is exported @UnknownUnicorn305:

Every outstanding contract's OI & vol is exported (black column), but not the total (yellow line):

This script sums up all the existing outstanding contract's OI for the future (the black column), so one can have an idea of the total OI for the day (Yellow line).

As numer of outstanding contracts varies from future to future,Eg:
E-mini (ES) has 4 contracts, Gold ( GC ) 16 cntrcts, NatGas( NG ) has 43, WTI( CL ) has 38 etc
the scrips tries to guess how many exist for it and sums them up, to have the total OI for tha day

Number ofoutstanding contracts exported by to tradingview is taken from

There are 2 params you can enter on the script:
* override the ticket symbol on the chart ,if script cannot guessit or you need a different one
* enter the "preliminary" OI that is published by CME early the next day, butb not yet exported by quandl to tradingview

This script is Open so anyone can copy and modifyit for its use.
Please post comments and ideas if you find it useful
I try to keep a log of my work here:!/tFbdrGlM-giancapino-5-views/
Skrip open-source

Sejalan dengan semangat TradingView, penulis skrip ini telah mempublikasikannya secara open-source, sehingga para trader dapat memahami dan memverifikasinya. Salut untuk sang penulis! Anda dapat menggunakannya secara gratis, tetapi penggunaan kembali kode ini dalam publikasi diatur oleh Tata Tertib. Anda dapat memfavoritkannya untuk dapat menggunakannya didalam sebuah chart.

Inggin menggunakan skrip ini pada chart?


Thank you
Hello, does the indicator work with currency futures?
or do you need to buy data from cme?
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