Good Day!
Can someone please help with a code to add open interest for two futures contracts?
For example: /ESZ24 + /ESH25
I would like to add the open interest for these and plot a line to show if total /ES open interest is truly increasing/declining or if contracts are being rolled into future expirations.
Thank you!
ST
Can someone please help with a code to add open interest for two futures contracts?
For example: /ESZ24 + /ESH25
I would like to add the open interest for these and plot a line to show if total /ES open interest is truly increasing/declining or if contracts are being rolled into future expirations.
Thank you!
ST