More Granular Open Interest (2022-01-27)

  • Fixed an issue with the option timeInterval for the open interest REST endpoints:
    Futures - GET /market/futures/open-interest/:instrument/historical
    Swaps - GET /market/futures/open-interest/:instrument/historical

This change is a follow up from the overall improvement to open interest in general:

  • previously, open-interest was sampled every hour
  • going forward, any update to open-interest is recorded and available via the API (REST and Websockets).