Open Interest
Normalized open-interest dictionaries available to Python V2.
| Key | Type | Meaning |
|---|---|---|
t | integer | Unix timestamp in milliseconds. |
value | number | Current normalized OI value. |
o, h, l, c | number | Period OHLC or normalized snapshot value. |
n | integer | Sample count. |
mark_price | number, optional | Current mark price. |
notional | number, optional | Current OI notional. |
current = history.source("btc@oi@binancef@mmt:timeframe=60", 0)
previous = history.source("btc@oi@binancef@mmt:timeframe=60", 1)
if current is not None and previous is not None:
change = current["value"] - previous["value"]Open interest is available only for futures markets. See Open Interest Source.