Open Interest

[blar58]

How can we access the open Interest in code ?

Thank you

[NinjaTrader_JC]

Hello blar58,

There is no way to access the open interest inside NinjaScript.

I will submit this suggestion for the enhancement of NinjaTrader to our product development team to be consideration for a future NinjaTrader release. We at NinjaTrader highly value the suggestions of users. Once I get a unique tracking ID for this request I will send it to you.

Please let me know if I can be of further assistance.

[NinjaTrader_JC]

Hello blar58,

Thank you for your suggestion on how we can improve our product. It has been inserted into our tracking system with the unique ID #1134 .

[qoheleth]

Hi Ninjas,

is open interest available in lastest NT release? Data source Interavtive brokers.
Can it be access by NT script?

Thanks.
BR.
Q.

[NinjaTrader_Matthew]

Hello,

Open Interest is not available in the current release of NinjaTrader. This is something that would not be added until the next major release should it become available.

[bassam]

I don't understand why something so simple and important thought it is provided for free by the broker still not available in Ninjatrader, it makes you wondering about the logic behind that!

[aventeren]

Open Interest NT8

In the Major Enhancements PDF, Open Interest is a data field.

Does that mean that we will be able to import instrument data with the Open Interest?

How exactly has OI been added to NT8--and how will we now be able to access the OI data within NT8?

Thanks,

Aventeren

[NinjaTrader_CalH]

Aventeren,

Thank you for your post.

This has been added as an available market data type that is pushed through by the data provider.
This can be applied to the market analyzer and available through NinjaScript, so long as the data provider is supported for receiving Open Interest data.

[aventeren]

Aventeren,

Thank you for your post.

This has been added as an available market data type that is pushed through by the data provider.
This can be applied to the market analyzer and available through NinjaScript, so long as the data provider is supported for receiving Open Interest data.

So if we're on Continuum via NT Brokerage, we'll have access to this new Open Interest property via NinjaScript? Will it be kind of like current volume = Volume[0] --> current open interest = OI[0] (or OpenInterest[0]....whatever you guys called it)?

Will you then be changing your data import formatting guidelines, too (http://www.ninjatrader.com/support/h...?importing.htm), to include a new OI data field? And will that mean that we will need to re-import data to include OI? Would existing data imports be amended by NT8 to include a new null value for OI? How will you guys handle this?

Thanks,

Aventeren

[NinjaTrader_CalH]

Aventeren,

As far as formatting, logic, and data import, those items have not be finalized and are TBD.

As for the availability of the Open Interest, this will again be dependent on the data provider which is still being worked out with the updated APIs. We do not have a list at this time of who will be available for this data type.

[aventeren]

Aventeren,

As far as formatting, logic, and data import, those items have not be finalized and are TBD.

As for the availability of the Open Interest, this will again be dependent on the data provider which is still being worked out with the updated APIs. We do not have a list at this time of who will be available for this data type.

Right on, thanks. I guess for the time being I'll just pull OI separately and then deal with it in the future.

[sumana.m]

hi

is open interest data accesable in nt8?

[NinjaTrader_PatrickH]

Hello sumana.m,

Thank you for your post.

It is possible to pull Open Interest through OnMarketData() if your provider supports Open Interest (Kinetick and IQFeed support Open Interest in NinjaTrader 8).

This means you could build a custom indicator for this information. For reference on the MarketDataEventArgs please visit the following link: http://ninjatrader.com/support/helpG...aeventargs.htm

Please let me know if you have any questions.