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OPEN-SOURCE SCRIPT

MY_CME Open Interest

By giancapino
Updated
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)
Release Notes
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
Release Notes
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
Release Notes
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
Release Notes
fixed needed confirmation for Year&Prod on startup
Release Notes
better chart attached
+fixed def val for Year
Release Notes
CFTC Open Interest fixed, now for Fut+Opt
Release Notes
added more future years till 2023, source is there anyway
These are my five public views I use for trading:
Giancapino 5 views
CMECommitment of Traders (COT)COTOpen InterestTrend Analysis

Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.

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