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open_interest in custom quote does not match Open.Int in the option chain

danwagnerco

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I would like to build a "heat map"-style custom quote for open interest similar to the volume heat map custom quote shown in the screenshots below, but the most basic formula I could execute on does not match the default Open.Int column:

Code:
# Courtesy of Dr. Stephen Harlin @stephenharlinmd
# plot open_interest = Ceil(open_interest());
plot open_interest = open_interest();

You can see that there are many mismatch errors in the chain on $GPN, which is thinly traded:

TdPsLWy.png


Of course the errors are small, but I expected zero errors haha.

When I pull up the options montage for more liquid names like $AMD, my super-simple OI calc and the default Open.Int results match ALMOST everywhere, but still not perfectly:

yRxGK0E.png


In fact, now that I look closely, I can see a volume mismatch (that column built the same way) in that same $AMD row -- and I thought I had the volume quote dialed-in haha :)

Am I using volume() and open_interest() correctly? Are these open interest inconsistencies perhaps caused by my development time (since it's after market close)?

Thanks so much in advance for your help here! -Dan
 
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Solution
Custom columns do not update in real time, that may be the problem, depending on how persistent it is. Pinning down open interest may be tricky, but if you find that the platform volume is always slightly ahead of the custom Volume() function when the problem occurs, then it probably just hasn't updated.
Custom columns do not update in real time, that may be the problem, depending on how persistent it is. Pinning down open interest may be tricky, but if you find that the platform volume is always slightly ahead of the custom Volume() function when the problem occurs, then it probably just hasn't updated.
 
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