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…

Open Interest by Strike is not available in a graphical way for stocks from some regions of the world.

In case it is not available, when you click on Open Interest by Strike, it will load the Option Volume data instead…

Unfortunately, we do not offer historical open interest data for futures at this time.

However, clients can request futures open interest data as part of a real time market data query, reqMktData(), using the TWS API. For more information on our API, see…

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…