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Open Interest [Day Data calculation]

aadityaj11
aadityaj11 edited December 2020 in General
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?
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  • rakeshr
    rakeshr
    @aadityaj11
    As you can see the 15 minute and minute data match but day data does not
    Day candle OI includes post-market institutional trades, so the difference. Go through this thread to know about this.
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