Daily Open Interest and Volume data for Futures

Discussion in 'Data Sets and Feeds' started by LanceJ, Jan 8, 2020.

  1. LanceJ


    Can anyone point me in the direction of where to find:

    Open Interest for each contract and total interest for all contracts. (front month and all back months)

    Daily Volume for all contract months (front month and all back months)

    I would like to see how the volume of activity in the front month compares to the volume in the next contract and compares to all contract volume. Same for the Open Interest, how does the front month OI compare to the next contract and all contract OI.

    YM, ES, NQ, CL, GC
  2. Overnight


    Since those are all CME products, just go to the horse's mouth. Neeeiiggh!


    There's a CL example.
    tommcginnis likes this.
  3. Robert Morse

    Robert Morse Sponsor

  4. LanceJ


    That is what I was looking for, thank you for your help.