Does MRCI provide data to help identify the most liquid futures markets during different times of the year?
I'm particularly interested in identifying assets with strong price movement and high Average Daily Range (ADR). Does MRCI provide historical information on volume, open interest, or other metrics that could help determine which vehicles tend to be the most active seasonally?
MRCI ONLINE subscribers can research volume and open interest for each contract on any given day in our Commodity Quotes section.
In addition to OHLC (Open, High, Low, Close) data for each delivery month of all the futures markets we track, the Commodity Quotes section also provides daily Volume and Open Interest data for each delivery month dating back to the year 2011. This historical information can be helpful in identifying periods of increased activity and liquidity in specific markets.
