Greeny

COT (Legacy): Open Interest

1945 2 224
Open Interest from legacy commitment of traders (COT) report. For the main symbol but also allows to override it. Also allows to include options in consideration.
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study("Open Interest", shorttitle="OI", precision=0)
force_root = input("", title="Override Product")
is_includeoptions = input(false, type=bool, title="Include Options")

fxroot =
	  ticker == "USDCAD" ? "CD" : 
	  ticker == "USDCAD" ? "CD" : 
	  ticker == "USDCHF" ? "SF" : 
	  ticker == "USDCZK" ? "CZ" : 
	  ticker == "USDHUF" ? "FR" : 
	  ticker == "USDILS" ? "IS" : 
	  ticker == "USDJPY" ? "JY" : 
	  ticker == "USDMXN" ? "MP" : 
	  ticker == "USDNOK" ? "UN" : 
	  ticker == "USDPLN" ? "PZ" : 
	  ticker == "USDRUB" ? "RU" : 
	  ticker == "USDSEK" ? "SE" : 
	  ticker == "USDZAR" ? "RA" : 
	  ticker == "EURUSD" ? "EC" : 
	  ticker == "AUDUSD" ? "AD" : 
	  ticker == "GBPUSD" ? "BP" : 
	  ticker == "NZDUSD" ? "NE" : 
	  ticker == "BRLUSD" ? "BR" : 
	  ""
root = force_root == "" ? fxroot == "" ? syminfo.root : fxroot : force_root
code = root + (is_includeoptions ? "_FO" : "_F") + "_L_ALL"

oi = security("QUANDL:CFTC/"+code+"|0", "D", close)

plot(oi, color = gray, title="OI")
LEONES PRO
2 years ago
HI Greeny! can you explain how to add the OI to the gold chart for example?
Reply
Greeny PRO LEONES
2 years ago
Thanks for asking! Here you are:
1. Apply this script to the chart
2. Switch the GC1!
3. Go to the indicator settings and change Net style from histogram to line.
Reply
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