ATAS Indicators for Open Interest and GEX Levels

ATAS indicators for open interest and GEX levels

The free FinzData indicator pack for ATAS plots two research tools on your price chart. FinzData Open Interest shows total open interest across all contracts of a futures market plus the front month's value, one value per trading day, for all 139 FinzData futures markets with 17,610 contracts since 2007, e.g. ES, NQ, CL, GC, ZN, 6E, FDAX. FinzData GEX Levels shows the gamma flip where dealer gamma changes sign, the call wall and the put wall on the price chart for single stocks, ETFs and the major indexes SPX, NDX, RUT, 11,200+ tickers since 2010. Each bar shows the prior session's levels, so there is no look-ahead.

Download the pack from https://finzdata.com/downloads/plugins/finzdata-atas.zip. See all options at https://finzdata.com/trading-platform-plugins and buy full history at https://finzdata.com/shop.

What is open interest and why traders watch it

what is open interest is a common question for futures traders. Open interest is the total number of open contracts in a market. Rising open interest with rising price often indicates new longs, while rising open interest with falling price can indicate new shorts. Declining open interest can signal liquidation.

atas indicators make open interest visible on the chart alongside price and volume. The indicator plots total open interest and front-month open interest per day, so you can compare open interest vs volume and spot changes in commitment. The data covers 139 futures markets with daily values since 2007. The indicator works with whatever feed ATAS uses, Rithmic, CQG, Interactive Brokers and others, it reads FinzData directly, the feed only supplies price bars.

What is GEX and how gamma flip, call wall, put wall work

what is gex is asked frequently by options traders. GEX stands for gamma exposure. Dealers hedge gamma by buying or selling as price moves, which can create magnetic effects around key levels. GEX levels highlights the gamma flip where dealer gamma changes sign, the call wall and the put wall on the price chart.

The FinzData GEX Levels indicator for ATAS plots those levels for single stocks, ETFs and the major indexes SPX, NDX, RUT. The pack covers 11,200+ tickers since 2010 and each bar shows the prior session's levels, so there is no look-ahead. Traders use gex levels to anticipate areas of dealer hedging pressure and to complement atas order flow analysis.

Install ATAS indicators with source code

Installation is straightforward and source code is included. Unzip finzdata-atas.zip and follow the README steps to load the indicators into ATAS. The indicators are read-only, they do not place orders and prop-firm accounts on these platforms work too, since the indicator does not touch the account.

• Get a free API key with just an email at finzdata.com for the last 30 days of futures and daily GEX.
• Full history is available once at https://finzdata.com/shop, one futures market is $39, the same key unlocks it with no change to the indicators.
• Feedback and beta support to [email protected].

Download: https://finzdata.com/downloads/plugins/finzdata-atas.zip

ATAS order flow context and platform compatibility

ATAS is widely used for order flow trading and atas order flow analysis. The FinzData pack complements order flow imbalance work by adding market-wide commitment via open interest and dealer positioning via GEX levels. The indicators read FinzData directly, so they work with whatever feed ATAS uses, Rithmic, CQG, Interactive Brokers and others, the feed only supplies price bars.

atas indicators and atas studies are available for multiple platforms. See the full list at https://finzdata.com/trading-platform-plugins. Historical futures data is built in, and the same API key works across platforms with no change to the indicators.

Questions