option_history_open_interest

FreeValueStandardPro

Retrieve open interest history for an option contract.

Code Example

Rust

let oi: Vec<OpenInterestTick> = tdx.option_history_open_interest(
    "SPY", "20241220", "500000", "C", "20240315"
).await?;

Python

oi = tdx.option_history_open_interest("SPY", "20241220", "500000", "C", "20240315")

Go

oi, err := client.OptionHistoryOpenInterest("SPY", "20241220", "500000", "C", "20240315")

C++

auto oi = client.option_history_open_interest("SPY", "20241220", "500000", "C", "20240315");

Parameters

symbolstringrequired

Underlying symbol

expirationstringrequired

Expiration date in YYYYMMDD format

strikestringrequired

Strike price as scaled integer

rightstringrequired

"C" for call, "P" for put

datestringrequired

Date in YYYYMMDD format

max_dteintoptional

Maximum days to expiration

strike_rangeintoptional

Strike range filter

Response

open_interestint

Open interest

datestring

Date

Notes

• Open interest is typically reported once per day based on the previous day's settlement.