OI Data not coming from Interactive broker

Data Sources
#1

Hi All,

I am connecting amibroker to interactive broker, but OI data is not coming for future and Option contract.
Please help to fix the issue.
Thanks!

Regards
Prabhat

#2

Historical Open Interest is NOT available from Interactive Brokers' API, they only deliver OHLC + V fields:
https://interactivebrokers.github.io/tws-api/classIBApi_1_1Bar.html

For OI field to work data source must supply both current OI AND historical OI.

1 Like
#3

Thanks Tomasz for reply.