Any API to get current OPEN INTEREST of any instrument (Future/Option)?
  • kartik.trade
    Thanks for help. But Can you add open interest field in WebSocket Tick data ?

    or at following api call to fetch multiple instrument at a time.
  • sujith
    Hi @kartik.trade,
    The source for Quote API is different from websockets and multi-quote. I am afraid we can't add it in Websockets or in multi-quote fetch as of now.
  • DarthVader
    Can you please confirm that in order to fetch OI, Connect API needs to be used and Candle API wouldn't be able to provide historic OI data (it is OHLCV)?
    Also, is market quotes the only way to get OI, not even WebSocket? I'm looking to get a variation in OI in x minutes (x > 15) for identify buildups and covering. Could you suggest a way through?
  • sujith
    Hi @DarthVader,
    As of now, getQuote is the only endpoint which provides Open Interest.
    I am afraid, we can't provide it in Historical API.
    In future, we may include it in Websockets given that it is available at the source.
  • pinkpanther
    @sujith 'Websockets given that it is available at the source' ...currently is this data not available at the source from which you guys receive the data?
  • sujith
    sujith edited October 2017
    As of now, it is not available.
  • DarthVader
    Thank you Sujith. Reading the other threads, it would be really helpful if Zerodha can include it in Websockets as getQuote has request limit. Just to confirm, it is three request per second?
  • sujith
    Hi @DarthVader,
    Please create a new thread for a new query as it might help others who are looking for the same query.
    All Kite Connect HTTP API calls are limited to three requests per second.
  • suyashb
    suyashb edited August 2018
    @sujith Is Open Interest data available only at daily levels or is it live and reflects any change in OI?
  • rakeshr
    Open Interest data is available on live basis. You can get OI on full market quote, check it here.
  • sundarcj
    is OI data available in Web socket. or do i need to fetch as REST ? if REST only allowed what is the threshold @rakeshr @sujith
  • rakeshr
    Yes, OI is available on quote and full mode websocket. Go through documentation here.
  • chetanbonde97
    chetanbonde97 edited July 2023
    1. Is there any lag in getting OI from kite api or it is live data without any lag?
    2. I have went through the thread that is describing charges for kite api's but Can't you check that prices again? as it is very very high for new algo trader? We trust zerodha for trading but this is very unsatisfactory to have api at kite. Also you can charge fees whenever we place trade through api please?

    Please comment
  • sujith
    We just stream OI data that we get from the exchange. It is not streamed often like LTP.
    For pricing related stuff you can speak to business team by writing to them on kiteconnect(at)zerodha.com
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