Futures open interest

R

relaxtrading

Hi
I use TWS for trading and I can see the total Open interest on a specific future contract, but instead of having a total amount, for instance on ES mini DEC I have today 2.77M contract , I want to see those contracts by price, so 2650=3000 2651=1540, 2652=1801, etc
I don't know if this info is possible to get it
Anyone knows about this ?

Thanks
 
But I imagine that CME have a specific record of at what price the contracts are hold, so they will know that there are let say 50,456 FUTURES DEC contracts open at 2700, the same way that I can see that DEC CALL 2500 has 5.12K opened contracts
 
The problem is those contracts change hands.

Think your looking for something like “volume at price” “market profile”. Nothing like what you described however.
 
relaxtrading said:
But I imagine that CME have a specific record of at what price the contracts are hold, so they will know that there are let say 50,456 FUTURES DEC contracts open at 2700, the same way that I can see that DEC CALL 2500 has 5.12K opened contracts
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I see, you're looking for basically a price ladder that covers the entire contract period. Ye be looking for the ENTIRE order book on that contract. That is so deep and pointless, I am not even sure why you would think it would have any value.
 
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