QuantRocket

Futures Open Interest


#1

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.

Thanks

Walter


#2

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.