I tried searching for this, but I could not find a any topics related to this. The OI related fields that are delivered in quote are only "oi", "oi_day_high", and "oi_day_low" or am I missing something?
Because to make an option chain and make any sense out of it, we need OI_change, is there a data type, LTP, Quote, OHLC or any other which does give OI_Change for Futures and Options instruments? Or we need to construct this ourselves? Then for this I will need to save data everyday in DB/CSV for all NF-OPT instruments to construct OI_Change for today.