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Bulk Open Interest

StandardPro

REQUIRED

The Theta Terminal must be running to access data.

Behavior

Returns the data for all contracts that share the same provided root and expiration.
Open Interest is reported by OPRA at approximately
06:30 ET. A new open interest message might not be sent by
OPRA if there is no open interest for the option
contract. The reported open interest represents the open interest at the end of the previous
trading day. Set exp to 0 if you want
to retrieve data for every option that shares the same root.

Sample URL & Code

Paste the URL below into your browser while the Theta Terminal is running.
You can use the "request sample" box to the right of this box obtain sample
code in any programming language.

http://127.0.0.1:25510/v2/bulk_hist/option/open_interest?root=AAPL&exp=20231117&start_date=20231110&end_date=20231110&ivl=900000

Output Descriptions

Field Description
ms_of_day The time OI was reported. Milliseconds since 00:00:00.000 (midnight) ET.
open_interest The total amount of outstanding contracts.
date The date formated as YYYYMMDD.

Parameters

Query Parameters

expRequired  -

The expiration date of the option contract formatted as YYYYMMDD.

Type: integer (Default: 20231103)
start_dateRequired  -

The start date (inclusive) of the request formatted as YYYYMMDD.

Type: integer (Default: 20230915)
end_dateRequired  -

The end date (inclusive) of the request formatted as YYYYMMDD.

Type: integer (Default: 20230915)
use_csvRequired  -

Uses CSV if true, legacy JSON if false.

Type: boolean (Default: false)
rootRequired  -

The symbol of the security. Option underlyings for indices might have special tickers.

Type: string (Default: SPX)

Sample Code