What's wrong with my code? (Open Interest)
Author: rp08
Creation Date: 2/11/2009 6:24 AM
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rp08

#1
Hi,

I am trying to create a simple strategy using open interest from the data, however, my code was not working, can anyone help me out?

Thank you.

CODE:
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Eugene

#2
1. Is Open Interest present in your data? What kind of data?
2. Are the OI data series named "Open interest"? It is case sensitive and usually should be "Open Interest". You can verify it:
CODE:
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rp08

#3
Hi Eugene,

1, I imported 1 second bar futures OHLCV plus open interest data with the last field named "Open Interest",
using ASCII file.

2, I executed your code and it displayed the correct number of bars I have.

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Eugene

#4
QUOTE:
2, I executed your code and it displayed the correct number of bars I have.

OK, so "Open Interest" is the way to go.