Search results

Schweiz/Laissez Faire Your data is terrible. Data for 9 Jan 2018. Zero volume??!!! That is a joke. Volumes on all other days - don't actually match the volumes of the constituent stocks of the S&P 500. Is this the sort of rubbish data Yahoo puts out these days? (is it still supplied by...

For what reason do you need to know the week of the month? Seems like a strange esoteric curve-fitted thing to want.

it is not available anywhere that you can access it, unless you're an IT developer in that area that works for Bloomberg.

You could create a simple indicator that creates a "week" counter since the start of the data, by looking when the weekday number for today is less than yesterday (indicating a week has ended) and incrementing the counter. function WeekCount() { return Cum( DayOfWeek()<=Ref(DayOfWeek(),-1)...

code is flawed since it assumes a Monday or a Friday. Ever heard of holidays?

Simple: Stop being a troll

If you think an indicator will make you money... well... I guess that's why you're trying to sell snake oil.

Licenses are not transferable: https://www.elitetrader.com/et/threads/can-a-ninjatrader-lifetime-license-be-transfer-to-a-new-user.293619/

If you're a good enough trader to trade futures, data fees from two brokers are the least of your concerns. Think your broker is immune? Griffin 1999. Refco 2005. MF Global 2011. PFGBest 2012. Sure, you might have got (some of) your money back but your funds were locked in limbo in the...

It sounds like they just have the OI of the front month. If you compare the individual deliveries to their continuous contract you should have an idea of when they roll. Since e-mini S&P 500 isn't deliverable prior to expiry, you'll probably find they're rolling then, but you should ask them...

What is your data source? I only see a steady summed OI across all contracts around the dates you mention - no drop.

I think NYSE also now allows "specialists" to trade everything now too, so now NYSE is a trading venue for Nasdaq listed stocks. I guess a good way to keep the arb business commissions going - just keep adding exchanges! The branding on Amex - NYSE Mkt - NYSE American is a joke too. Did...

Agree: OP is a troll. Sooner he is removed from this forum the better.

When does your continuous contract roll? Is the OI against all contracts or just the front month? If you don't know, ask your data provider, then report back here and tell us which data you use and what their response was.

Ante up or don't play.

Honey badger don't care.

You might be a good trader. But you clearly can't stay on-topic in a post.

don't trade illiquid crap

Any special dividends (well anything > 10% of the closing price of a stock) will adjust the contract terms. Nothing to see - move along.