I thought I put this request to the forums but may have emailed it as part of beta testing feedback.
It would be great to be able to see open interest, perhaps as of the prior days close if that is all that is available, for the snapshots and options responses for a given options symbol. Also, the volume of the day thus far if a current day or the full day or a prior day.
If this is out there and I’m missing something please correct me. Right now it seems you can only see quote sizes and last trade sizes in regard to volume, and no open interest info.
@jojabo Both the open interest and volume are available in the APIs. The open interest is the total number of open options contracts (ie that have been traded but not yet exercised or liquidated by an offsetting trade). It is fetched in the get_option_contract endpoint. Note this is a Trading API endpoint and not a Market Data endpoint.
The volume can be fetched with the historical_bars endpoint. To get the current daily volume, specify timeframe='1Day'. That is updated every minute and represent the currents day’s trade volume.
