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.
@kiteapi, Yes, you will have to store OI in the DB for calculating change in OI.
You may also get OI of the day from the historical data, given you need only day's data and you already have a historical data subscription otherwise subscribing for historical data only for OI won't make sense. It would be better if you store the OI data at your end every day.
Yes, you will have to store OI in the DB for calculating change in OI.
You may also get OI of the day from the historical data, given you need only day's data and you already have a historical data subscription otherwise subscribing for historical data only for OI won't make sense. It would be better if you store the OI data at your end every day.