Is open interest data available from the TWS API?

Tick-by-tick data is available via the TWS API, and corresponds to the data received in the Time & Sales window of TWS. It is possible to request both real-time and historical tick-by-tick data. Please see the relevant section of the TWS API documentation…

The Accrued Interests for each bond position in your account are shown in the Open Positions section of your Activity Statements.

Find more information on the Open Positions section of your Activity Statements…

With the exception of VWAP, chart studies and indicators are not available via API. While they are available in TWS Charts, they cannot be extracted into the API.

Additional Information…

The stock borrow Fee Rate is available via the API using the Historical Data Function. This data is available in various units of duration up to the present moment and additional information is…