Option levels - page 6

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forexman77:

And then there's the forex turnover of trillions a day. Turnover for all currencies by eye in the CME, on the order of 100 billion. So is the tail wagging the dog...?


The turnover of the major venues can be found here:

http://www.hotspotfx.com/pdfs/volume/2015%20June%20Hotspot%20Monthly%20Statistics.pdf

http://www.hotspotfx.com/products/hotspot_volumes.jsp

 
pako:

Why do you need volume?

A grandmother sold a kilo of potatoes to a man, volume 1 ----what of it ?

To calculate the classic PUT/CALL ratio. As far as I know it is calculated by the total volume of PUT and CALL. They look at the ratio of options.

For testing, you need several years of history. The more the better. Aren't you going to pull volumes with strings from all biloute data?

P.S. I'm worried about something else right now. Why is it that I cannot get the data from COT indicator to my EA from weekly timeframe? It appears to be some kind of gibberish.

I don't know if it is Metatrader or what I am doing wrong.

 
Vladimir Kazakov:
Well, the strikes have to be taken into account - at least multiplied by the delta - that's what it's designed for.
There is no objection to it. Only where to get the data with strikes. So far I have only been able to get the volume and oi on options since 2008.
 
forexman77:
Who's against it. Only where to get their data with strikes. So far I have only been able to get volume and oi history for options since 2008.

Have you seen it here?

http://ruforum.mt5.com/threads/36446-optl-i-cmedb-programmi-dlya-rascheta-urovney-po-otchetam-cme

 
Vladimir Kazakov:

Have you looked here?

http://ruforum.mt5.com/threads/36446-optl-i-cmedb-programmi-dlya-rascheta-urovney-po-otchetam-cme

I did. There is a pdf to csv converter, you can't convert all the files at once. Then they still need to be put into one file and processed. Considering the data I found from the second half of 2008 it will be very time consuming.
 
forexman77:
I looked it up. There's a pdf to csv converter, you can't convert all the files at once. Then you still have to put them into one file and process them. Considering the data I found from the second half of 2008 it will be very time consuming.

There's an OptL - it can scan at once, it produces a .bin file, it can already be parsed.

Here, I did it once:

Files:
CME.mq5  3 kb
 
Vladimir Kazakov:

There's an OptL - it can scan at once, it produces a .bin file, it can already be disassembled.

Here, I did it once:

Thank you.
 
Vladimir Kazakov:

There's an OptL - it can scan at once, it produces a .bin file, it can already be parsed.

Here, I did it once:

I can't find where the .bin file comes from?
 
pako:
I haven't found where the .bin file comes from?

Next to OptL.exe -- cache.bin file


In the script you need to correct the name of the input file, or rename this one.

After the script works, you will get a readable text file. I have no time to go further.

 
Vladimir Kazakov:

Next to OptL.exe -- cache.bin file


In the script you need to correct the name of the input file, or rename this one.

After the script works, you will get a readable text file. I have no time to go any further.

thanks to
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