open interest zero on weekends

Open Interest of all strike prices of nifty is received as 0 on weekends. this should not be the case . Open Interest should be whatever it was on last market close.
  • sujith
    The way Kite Ticker works is it will just cache the last received tick from the exchange. We don't modify or apply logic at our end for it. If exchange sends it as 0 then we will show it as 0.
    You will have to use a BHAV copy from the exchange or use the historical data API.
  • sujith
    Or you can dump ticks at your end in the last few minutes of the market.
  • sujith
    I think OI changes post-market hours since HNIs are allowed to square off post-market as well.
  • viraj3368
    okk, thanks.
Sign In or Register to comment.