Sierra Chart Indicators for Open Interest and GEX Levels

Sierra Chart indicators for futures and stocks

The free FinzData indicator pack for Sierra Chart plots two research tools traders search for every day: FinzData Open Interest and FinzData GEX Levels. sierra chart indicators are delivered as compiled studies with source code included, so you can inspect and adapt them. The pack reads FinzData directly and uses your platform feed only for price bars, so it works with whatever data you already run on Sierra Chart.

Traders who need historical futures data can unlock full history via the shop while keeping the same indicators. Download the pack from https://finzdata.com/downloads/plugins/finzdata-sierrachart.zip. See all platform options at https://finzdata.com/trading-platform-plugins and full history access at https://finzdata.com/shop. Feedback is welcome to [email protected] during beta.

What is open interest

what is open interest is a common question for traders learning market commitment. open interest is the total number of open futures or options contracts that have not been settled. It is not volume. Rising open interest with rising price often signals new money entering a move, while falling open interest with rising price can suggest short covering. Traders use open interest to gauge commitment and potential liquidation zones.

The FinzData Open Interest study plots total open interest across all contracts of a futures market plus the front month's, one value per trading day, for all 139 FinzData futures markets, 17,610 contracts since 2007, e.g. ES, NQ, CL, GC, ZN, 6E, FDAX. The indicator is read-only and never touches your account or orders.

GEX levels on Sierra Chart

gex levels show where dealer gamma exposure flips sign and where large gamma walls sit. The gamma flip is where dealer gamma changes sign, the call wall and the put wall mark concentrations of dealer gamma. Traders watch these levels for magnets and potential reversals around key strikes.

FinzData GEX Levels plots the gamma flip, call wall and 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. The study is part of the free Sierra Chart indicators pack and updates from FinzData.

Install Sierra Chart studies

Installation is straightforward and documented in the README inside the zip. sierra chart studies are loaded through the Sierra Chart Study Manager. Unzip finzdata-sierrachart.zip, copy the study files to your Sierra Chart custom study folder, and add the studies to your chart via the Studies menu.

• API key: Get a free API key with just an email at https://finzdata.com for the last 30 days of futures and daily GEX.
• Full history: Buy once at https://finzdata.com/shop, one futures market is $39, the same key unlocks it with no change to the indicators.
• Support: Source code is included, install steps are in the README, beta feedback to [email protected].

The pack is a single ACSIL source file (FinzData.cpp), the C++ interface Sierra Chart uses for custom studies, so you build it with Sierra Chart's own Build Custom Studies DLL tool.

Order flow context with FinzData

order flow is the real-time record of market orders hitting the book. Traders study order flow imbalance, absorption and delta to read institutional intent. FinzData does not replace order flow software, but Open Interest and GEX Levels add the macro context that explains why order flow may cluster at certain prices.

Use the Sierra Chart indicators alongside your existing order flow tools. The indicators are read-only, they do not place orders and they work with prop-firm accounts because they never touch the account. The pack is free, source code included, and designed for traders who want institutional context without changing their workflow.

Questions