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Change in open interest

sachin01111
sachin01111 in Python client
I have subscribed Kite connect API for Live data and now i want to calculate Change in oi for 10 strike price.

If any one know then plz help!!
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  • sujith
    sujith
    You can use the Websockets API.
  • sachin01111
    sachin01111
    Plz explain sir
  • sujith
    sujith
    You need to listen to ticks and subtract the opening oi from the latest oi or previous tick's oi from the latest oi.
  • sachin01111
    sachin01111
    I did the same thing but not correct.

    Should take total previous OI - latest
  • rakeshr
    rakeshr
    Should take total previous OI - latest
    Yes, you need the previous day's end-of-the-day OI to calculate the net percentage change.
  • sachin01111
    sachin01111
    I didn't understand.

    I'm getting OI tick data so now if i have to calculate Change in OI for every 5 min so what should i do .plz tell me the step wise solution
  • rakeshr
    rakeshr
    You need the previous day's end-of-the-day OI to calculate the net percentage change.
    This is required if you are looking to calculate the day's OI change.
    if i have to calculate Change in OI for every 5 min so what should i do
    If you are looking for calculating OI change every 5 minutes. You need to take the previous 5 minutes OI data, and subtract current OI data from the same.
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