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»Forums Index »NEW IQFEED FORUMS »IQFeed API Questions »How to get Open Interest value?
Author Topic: How to get Open Interest value? (2 messages, Page 1 of 1)

-Interested User-
Posts: 1
Joined: Aug 30, 2023

Posted: Aug 30, 2023 09:38 AM          Msg. 1 of 2

In 4.9 version I pull Open Interest value from a Summary message (P type) containing about 70 field values. Protocols 5.x+ return Summary message with only a few fields, none of them looking like Open Interest.
What is the correct way of obtaining an Open Interest value in protocol 5.x+ ?

Thank you!

-DTN Guru-
Posts: 402
Joined: Jul 3, 2019

Posted: Sep 5, 2023 02:05 PM          Msg. 2 of 2
In Protocol 4.9, The P message consists of a pre-determined list of fields, listed at https://www.iqfeed.net/dev/api/docs/docs51/Level1UpdateSummaryMessage.cfm.

In later protocols, the default set of fields varies. However, the S,SELECT UPDATE FIELDS command lets you customize what fields are in the Q message, and this will apply to the P message as well. You just need to do a S,SELECT UPDATE FIELDS command, and include "Open Interest" as one of your field names. Then, when you watch symbols, Open Interest will be part of the message.

The command S,CURRENT UPDATE FIELDNAMES will tell you your current list of field names, whether it is the default set or if you have previously customized.

Gary Stephen
DTN IQFeed Implementation Support Specialist


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