MY_CME Open Interest

2018年6月2日

end-of-day Open Interest as provided by CME for D interval.
Can select Commodity (Gold.Silver,Crude), year, contract (Feb,April,June,AugOct,Dec)

2018年6月28日

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Now uses QUANDL/CHRIS/CME_GCn continuous dataset
Actual dataset is #2 (eg SI2 silver), previous contract is #1 (eg SI1)
Automatically selects actual future from chart ticket,
can be overriden with a different commodity contract, eg.: GC3

2018年7月13日

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Plot e-o-d CME Open Interest + CFTC weekly COT Open Interest (optional) for contracts (Feb/Jun/Aug/Oct/Dec) years (2016/17/18/19) Gold/Silver/WTI

2019年1月17日

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Select the year via config.
Select the contracts months via config
Scripts tries to take ticker as base. Overridable via config, eg "GC" or "ES" or"CL"or "EC" etc
Dunno where to get all these codes thou, there's some mess out there
Database used is the CHRIS continuous by quandl, exported to tradingview:
quandl.com/data/CHRIS-Wiki-Continuous-Futures
(use previous link to search datasets and codes)
Load indicator multiple times to compare contracts over multiple years
Added codess for all 12 months contracts
CFTC total OI can also be plotted

2019年1月17日

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fixed needed confirmation for Year&Prod on startup

2019年1月17日

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better chart attached
+fixed def val for Year

2019年4月1日

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CFTC Open Interest fixed, now for Fut+Opt

2020年11月30日

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added more future years till 2023, source is there anyway
These are my five public views I use for trading: