Open Interest

Open interest cannot be reconstructed from public trades, so it does not inherit the arbitrary live intervals supported by candles.

MMT supplies OI candles and requires a provider-supported timeframe in seconds:

--source btc@oi@binancef@mmt:timeframe=60

Open interest is futures-only. The installed market snapshot classifies MMT exchanges such as binance and bybit as spot, and binancef and bybitf as futures. Spot OI selectors are rejected locally.

This works in live runs and backtests. Standalone BULK and Hyperliquid supply current/live snapshots instead:

--source btc@oi@bulkf
--source btc@oi@hyperliquidf

Do not pass a timeframe to standalone live OI. Direct BULK and Hyperliquid OI are not available for script backtests.

Read either normalized form through history:

const current = history.source('btc@oi@binancef@mmt', 0)
const previous = history.source('btc@oi@binancef@mmt', 1)
const series = history.source('btc@oi@binancef@mmt')

MMT records contain OI OHLC and sample count. Standalone snapshots normalize one observed value into o, h, l, and c and can also expose mark price and notional.

See Open Interest Data Type.