Open Interest

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Get Open Interest Data

Retrieve open interest data for futures contracts showing total outstanding positions.

Python SDK Usage

Data Format - CommonOpenInterest

Open interest data is stored using the CommonOpenInterest structure, which captures the total outstanding positions in futures contracts at specific points in time:

Schema Overview

Each open interest event contains timing information, symbol data, and comprehensive position metrics including total open interest by quantity and notional value.

Field Definitions

Field	Type	Nullable	Description
received_time	INT64	No	Unix timestamp (nanoseconds) when our system received the open interest data
symbol	STRING	No	Trading pair symbol (e.g., 'BTCUSDT')
sum_open_interest	STRING	Yes	Total open interest by contract quantity (stored as string for precision)
sum_open_interest_value	STRING	Yes	Total open interest notional value in quote currency (stored as string for precision)
timestamp	INT64	No	Unix timestamp when the open interest snapshot was taken by the exchange

Open Interest Metrics

Contract Quantity

Total number of outstanding contracts

sum_open_interest field
Measured in base currency units
Shows market participation level
Higher values indicate more activity

Notional Value

Total dollar value of outstanding positions

sum_open_interest_value field
Denominated in quote currency
Accounts for current price levels
Better for cross-symbol comparisons

Market Analysis Applications

Key Use Cases

Market Sentiment: Rising OI with rising price suggests bullish sentiment
Trend Strength: Increasing OI confirms trend continuation
Reversal Signals: Divergence between price and OI may indicate reversals
Liquidity Assessment: Higher OI generally means better liquidity
Risk Management: Monitor OI changes for position sizing decisions

Developer Resources