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    OpenInterest

    MarketDataType.OpenInterest is not real time? Meaning, as trades happen this value does not change? What does it change? Also, is there "historical" OpenInterest? Like today's vs yesterday's?

    #2
    Hello funk101,

    Thank you for your post.

    The MarketDataTypes are supplied from the data provider when updated on the providers server. MarketDataTypes do not have historical values, and unfortunately there would not be a historical series to pull the values from in NinjaScript.

    Please let me know if you have any questions.

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