How do I obtain historical open interest data for futures?

Historical market data is available via a number of methods through our API offerings. The TWS API allows one to request historical bar data, historical tick data and histogram data, while the Web API allows one to request historical bar data.

For detailed documentation of this functionality and the associated limitations, please see:…

While it is possible to connect an API application to a free trial account, neither real-time market data nor historical candlesticks are provided for any product that requires a paid subscription. 

Note…

ADD UK LSE EQUITIES MARKET DATA

The market data subscription for UK stocks and ETF at the LSE is UK LSE Equities. With regard to TWS real time charts on a Stock (SMART) ticker, when a product is listed on multiple markets it is required to have market data subscriptions for all the markets it is listed on. You can open a chart on a Stock (Directed) ticker if you want to see real time chart from a specific market. More information on how to…

Historical market data via the API maintains it's own set of limitations, separate to those of real time market data. For information on these limitations, please see the documentation…