Open Interest

This endpoint returns the end-of-day (EOD) open interest snapshot. Unlike the crypto landscape where open interest is continuously updated, the tradFi environment only updates open interest once per day. This is because the clearing house needs to tally up all the activity for the day, in order to publish outstanding open interest at the end-of-the-day.

RESPONSE DATA
FieldTypeDescription
payload.metadata.api-versionstringVersion of the API.
payload.data[index].currencystringThe underlying currency.
payload.data[index].expirationTimestamptimestampTimestamp for the option expiraiton.
payload.data[index].instrumentstringThis is the instrument name.
payload.data[index].instrumentNormalizedstringThis is the instrument name, normalized by Amberdata convention.
payload.data[index].openInterestnumberThe option open interest in contract terms.
payload.data[index].putCallnumberThis is a flag for whether the option is a Put or Call.
payload.data[index].strikenumberThe is the option's strike price.
payload.data[index].timestamptimestampThe daily timestamp.

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