OPEN-SOURCE SCRIPT
Updated Herrick Payoff Index Daily
Modified to include new daily open interest from CME futures contracts versus old script that only captured weekly data from commitment of traders data. Script can now be used on monthly and continuous contract traded on CME.
Release Notes
Changed default display of open interest for futures and Crypto; as well as, HPI index.
Need seasonals for futures data on NQ, ES, YM, or other commodities. Check out agresticresearch.com.
Open-source script
In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.
Want to use this script on a chart?
Need seasonals for futures data on NQ, ES, YM, or other commodities. Check out agresticresearch.com.
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