Obtaining Open Interest values not for the current bar - page 7

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fxsaber:

Quote supported by Finam.

I.e., as suggested, it's not OI at all, but the sum of all the bands (excluding icebergs) of the relevant side of the cup.

But except then it turns out that MT5 is not fully translating the cup - the sum of the bands is less than these values. And how could anyone say it's OI! When there is SYMBOL_SESSION_INTEREST in black and white. And its history is available!

Expert Advisor to check

Before you declare fully or not fully, don't be lazy to fill in the technical gaps, find out the depth of the glass in MetaTrader 5.
 

Karputov Vladimir:
Прежде чем заявлять полностью или не полностью, не поленитесь для восполнения технических пробелов, узнать глубину стакана в MetaTrader 5. 

SYMBOL_TICKS_BOOKDEPTH = 20. No deeper can be signed.

 
fxsaber:

Read chapter2.2. The concept of "open interest" and "total number of open positions". From the description, as it seemed, it appears that MT5 returns anything but OI.

Trading on the exchange, writing applications for the Market, and for some reason they don't notice the obvious discrepancies.

Don't beat our brains out with your incompetent questions, please. Read"The Fundamentals of Exchange Pricing" until you understand what it says. It contains a complete and consistent description of the values you are trying to work with. If you think that Metatrader gives you something different, it is because you do not understand what you are working with.

As for OM, it is not deductible from other parameters.

The sum of all buy and sell orders can never be equal to the volume of the current market. The market glass is always a limited current market slice. Restricted and current are key properties.

 
Vasiliy Sokolov:

Please don't beat our brains out with your incompetent questions. Read the"Fundamentals of Exchange Pricing" until you understand what it says. It gives a complete and consistent description of the values you are trying to work with. If you think that Metatrader gives you something different, it is because you do not understand what you are working with.

As for OI, it is a value which is not derived from other parameters.

Look at the first message of this thread. What does OI have to do with it?! - It doesn't. THE OI ISSYMBOL_SESSION_INTEREST. And its historical values are fully available in MT5.
 
Vasiliy Sokolov:

The sum of all sell and buy orders can never be equal to the sum of the volumes of the current market. The cup is always a limited current slice of the market. Restricted and current are key properties.

And how does this contradict what you wrote?
 
fxsaber:
And how does this contradict what you wrote?

Very simple. Someone wrote a nonsense and you agree for some reason:

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Getting open interest values not for the current bar

fxsaber, 2016.09.03 10:45

That's the way it should be! It's the MT5 difference. On the exchange, as we can see, the total is zero, as it should be.
Obviously there can't be any zeros. Once again: smoke the Basics.
 
Vasiliy Sokolov:

Very simple. Someone wrote nonsense and you agree for some reason:

Obviously, there can't be any zeros. Once again, smoke the Basics.

I'm afraid you'll have to smoke it. Go herehttp://moex.com/ru/derivatives/open-positions.aspx

Choose RTS futures and count. BUY - SELL == 0.

 
fxsaber:

I'm afraid you'll have to smoke. Go herehttp://moex.com/ru/derivatives/open-positions.aspx

Choose RTS futures and count. BUY - SELL == 0.

Information about legal entities and individuals in MT is not available. It is therefore unclear what kind of mismatch in MT you are asking about.
 
Vasiliy Sokolov:
Information on legal and natural persons is not available in the MoT. It is therefore unclear what kind of discrepancy in the MoT you are asking about.
You should look at the chronology of the thread instead of taking it out of context.
 
fxsaber:
You should look at the chronology of the thread instead of taking it out of context.
I have. You keep jumping from one type of data to another and making the flippant statement that it's all wrong, and that's not how it counts. The OI is displayed correctly. The number of buy and sell orders is displayed correctly. The market glass is correct. What is wrong in the end?
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