Futures Open Interest


I didn’t find a way to get futures open interest in QuantRocket. Is there any plan on adding open interest for futures? It’s supported according to the IB API website.




The IB API provides futures open interest via their real-time market data feed. Real-time data support is currently under development and will be in the next release which is probably a month away.

AFAIK the IB API doesn’t have historical open interest so you won’t have the history but will be able to collect it going forward.