I want to know how is Open Interest for the day data is calculated from minute by minute historical data. I am getting it for 15 minute data by taking the last minute open interest for particular 15 minute timeframe. But same is not matching with day data. For example: On 20th October 2020 open interest for NIFTY Futures was:
For day candle data: 10825350 For 15minute candle data(at 15:15:00): 11128275 For minute candle data (at 15:29:00): 11128275
As you can see the 15 minute and minute data match but day data does not. Is there some formula on how this can be calculated?