Re: historical open interest
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So I did some reverse engineering of TWS and found that the WhatToShow enum is just turned into a string in the protocol.? It seems that when open interest data is being requested, WhatToShow is set to either "Option_Open_Interest Call" or "Option_Open_Interest Put" in the protocol.? Is this a valid thing to do for reqHistoricalData (not just reqHistoricalTicks) and this is just a short coming of the Java API (that the WhatToShow enum is missing some things)?? Or is this some weird hack that shouldn't work which is why it isn't documented by IB?
thanx, Hunter
On Saturday, March 13, 2021, 8:48:31 PM PST, Hunter C Payne via groups.io <hunterpayne2001@...> wrote:
Hi all, ?? I was wondering if anyone knew a way to get historical open interest data on equities from IB.? Is it buried in reqFundamentalData somewhere these days?? I know I can find it in TWS itself but I can't seem to determine which API calls return this specific data.
thanx, Hunter
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