Option Full Open Interest

NOT YET WIRED BY THETADATA SOFTWARE ENGINEERS

Streaming open interest is not live on the upstream feed yet, so this subscription does not deliver ticks. For open interest today, use the flat files (last 7 days) or the historical open-interest endpoint.

Streams the morning open-interest reports for every option contract — one subscription covering the entire OPRA universe. Each report delivers an OpenInterest event.

The snippets below assume a connected client with streaming started — see Getting Started for the connect-and-stream ladder.

use thetadatadx::streaming::SecTypeExt;
use thetadatadx::streaming::{StreamData, StreamEvent};
use thetadatadx::SecType;

client.stream().start_streaming(|event: &StreamEvent| {
    if let StreamEvent::Data(StreamData::OpenInterest { contract, open_interest, .. }) = event {
        println!("{} oi={open_interest}", contract.symbol);
    }
})?;

let sub = SecType::Option.full_open_interest();
client.stream().subscribe(sub.clone())?;

// Remove this stream; the session stays open for other subscriptions.
client.stream().unsubscribe(sub)?;

from thetadatadx import SecType

def on_event(event):
    if event.kind == "open_interest":
        print(event.contract.symbol, event.open_interest)

client.stream.start_streaming(on_event)

sub = SecType.OPTION.full_open_interest()
client.stream.subscribe(sub)

# Remove this stream; the session stays open for other subscriptions.
client.stream.unsubscribe(sub)

import { SecType } from 'thetadatadx-ts';

await client.stream.startStreaming((event) => {
  if (event.kind === 'open_interest') {
    const e = event.openInterest!;
    console.log(e.contract.symbol, e.openInterest);
  }
});

const sub = SecType.option().fullOpenInterest();
client.stream.subscribe(sub);

// Remove this stream; the session stays open for other subscriptions.
client.stream.unsubscribe(sub);

client.stream().set_callback([](const thetadatadx::StreamEvent& event) {
    if (event.kind == THETADATADX_STREAM_OPEN_INTEREST) {
        auto& e = event.open_interest;
        std::cout << e.contract.symbol << " oi=" << e.open_interest << "\n";
    }
});

auto sub = thetadatadx::SecType::option().full_open_interest();
client.stream().subscribe(sub);

// Remove this stream; the session stays open for other subscriptions.
client.stream().unsubscribe(sub);

GET ws://127.0.0.1:25520/v1/events

WebSocket streaming from the bundled server binary. Send one JSON envelope per command; set "add": false to unsubscribe.

Example

websocat ws://127.0.0.1:25520/v1/events
{"msg_type": "STREAM", "sec_type": "OPTION", "req_type": "FULL_OPEN_INTEREST", "id": 1, "add": true}

OpenInterest event fields

Each update arrives as a OpenInterest event with these fields:

Field	Type	Description
contract	contract	Resolved contract identity (symbol, security type, and option fields).
ms_of_day	i32	Milliseconds since midnight Eastern Time.
open_interest	i32	Total outstanding contracts.
date	i32	Trading date as a YYYYMMDD integer.
received_at_ns	u64	Local receive timestamp, nanoseconds since the Unix epoch.

The contract field carries symbol, the security type, and — for options — expiration, right, and the strike. See Handling Events for the full event catalogue and per-language field shapes.