Open Interest Message Fields
The Open Interest message is sent to communicate a symbol’s open interest, usually for the prior trading date. This message will be sent when open interest information is made available to CFE and may be sent multiple times if there are changes to the open interest for a symbol. The open interest is also populated in the End of Day Summary message.
| Field Name | JSON | Value/Type | Description |
|---|---|---|---|
| Message Type | m | Alphanumeric | O |
| Time Offset | to | Integer | Nanosecond offset from last unit timestamp. |
| Symbol | sy | Alphanumeric | Six character, base 62 symbol. |
| Trade Date | td | Alphanumeric | Trade Date for the Open Interest data in the format "YYYYMMDD". |
| Open Interest | oi | Integer | Open Interest for this symbol. |