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Date/Time: Sun, 22 Dec 2024 10:59:01 +0000



Post From: futures options questions

[2015-07-04 21:09:00]
User11942 - Posts: 298
Open interest for US options and futures is always available from exchanges for previous trading day only (that is kind of end of day data). Some data vendors can store OI data for some days back and it might be available by request but intraday OI (from exchanges) simply doesn't exist.