OPEN-SOURCE SCRIPT
Atualizado Total Futures Volume & Open Interest (Aggregated Curve)
Description
Most futures indicators only look at the front contract, but that often tells an incomplete — and sometimes misleading — story.
This indicator solves that problem by aggregating Volume and Open Interest across the entire futures curve, not just the nearest expiry.
Instead of focusing on a single contract, the script automatically scans up to 40 futures contracts ahead (roughly one year forward) for the same underlying root symbol and sums their data into a single, unified series.
🔍 Why this matters
Open Interest is about commitment, not just activity.
By looking at total participation across all maturities, you get a much cleaner view of:
This is especially useful during high-volatility phases, contract roll periods, and major macro moves, where front-month data alone can be deceptive.
⚙️ How it works
The result is a continuous, roll-agnostic view of futures participation.
🧠 How to use it
Most futures indicators only look at the front contract, but that often tells an incomplete — and sometimes misleading — story.
This indicator solves that problem by aggregating Volume and Open Interest across the entire futures curve, not just the nearest expiry.
Instead of focusing on a single contract, the script automatically scans up to 40 futures contracts ahead (roughly one year forward) for the same underlying root symbol and sums their data into a single, unified series.
🔍 Why this matters
Open Interest is about commitment, not just activity.
- A drop in front-month OI can simply mean rolls, not liquidation
- Rising total OI confirms new money entering the market, not just contract switching
- Divergences between price and aggregated OI often signal positioning stress, exhaustion, or regime shifts
By looking at total participation across all maturities, you get a much cleaner view of:
- Real capital inflows vs. mechanical rolls
- Structural positioning changes
- Whether volatility is driven by speculation or true exposure changes
This is especially useful during high-volatility phases, contract roll periods, and major macro moves, where front-month data alone can be deceptive.
⚙️ How it works
- Automatically iterates through the last 40 futures contracts of the same root symbol starting from ~1 year ahead expiry.
- Aggregates: Total Open Interest and Total Volume
- Lets you choose what to display directly from the indicator settings
- Fully dynamic — no manual symbol selection, no roll management
The result is a continuous, roll-agnostic view of futures participation.
🧠 How to use it
- Confirm breakouts with rising aggregated OI
- Detect false moves when price expands but total OI contracts
- Analyze post-spike behavior to see whether moves were driven by forced liquidation or fresh positioning
- Compare volatility spikes against true market engagement
Notas de Lançamento
A new option allows you to switch between the current product root and a custom product root. This means you can analyze a CFD while applying analytics derived from the underlying futures contract.Notas de Lançamento
Adding MA for the Total OI/VolumeNotas de Lançamento
- Added a table with basic stats for option positioning
Notas de Lançamento
- A feature was added to receive alerts when OI or Volume deviates from the MA too much. This way you can spot big moves in total volume or OI.
Notas de Lançamento
- Bug fixed with OI alerts
Notas de Lançamento
- Moving to libraries
- Updating the style.
Notas de Lançamento
Updating calculation logic Script de código aberto
Em verdadeiro espírito do TradingView, o criador deste script o tornou de código aberto, para que os traders possam revisar e verificar sua funcionalidade. Parabéns ao autor! Embora você possa usá-lo gratuitamente, lembre-se de que a republicação do código está sujeita às nossas Regras da Casa.
Quant Developer | Pine Script v6 | Python & R
12+ yrs system. trading, hedge fund experience
Indicators, strategies & screeners
Futures & options
💼 Hire/Consulting:
qntly.com/hire
🎓 Pine Code With AI:
qntly.com/pineai
12+ yrs system. trading, hedge fund experience
Indicators, strategies & screeners
Futures & options
💼 Hire/Consulting:
qntly.com/hire
🎓 Pine Code With AI:
qntly.com/pineai
Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.
Script de código aberto
Em verdadeiro espírito do TradingView, o criador deste script o tornou de código aberto, para que os traders possam revisar e verificar sua funcionalidade. Parabéns ao autor! Embora você possa usá-lo gratuitamente, lembre-se de que a republicação do código está sujeita às nossas Regras da Casa.
Quant Developer | Pine Script v6 | Python & R
12+ yrs system. trading, hedge fund experience
Indicators, strategies & screeners
Futures & options
💼 Hire/Consulting:
qntly.com/hire
🎓 Pine Code With AI:
qntly.com/pineai
12+ yrs system. trading, hedge fund experience
Indicators, strategies & screeners
Futures & options
💼 Hire/Consulting:
qntly.com/hire
🎓 Pine Code With AI:
qntly.com/pineai
Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.