Is it possible to pull open interest at a specified time? An an example, I would like to extract the open interest for all bank nifty options at intervals of 1 hour starting from 9:30 AM. Can this be achieved using the API?
So let's say that I want to extract the OI for 12PM after market close, what command should be passed? I see that the parameters have not been mentioned for the function Open Interest. An example would be very helpful.