You're welcome :)
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Regarding Open Interest, I don't use it but found this (very old) thread that mentions the tick types you could set in your reqMktData() call:
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Basically, it says that you should add generic tick 101 to the reqMktData() function:
m_pClient->reqMktData( ++m_requestId , retContract, "101" , false , false , NULL );
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This should return a value in the tickSize() callback.
//! [ticksize]
void TraderClient::tickSize( TickerId tickerId, TickType field, Decimal size) {
? ? //printf( "Tick Size. Ticker Id: %ld, Field: %d, Size: %s\n", tickerId, (int)field, decimalStringToDisplay(size).c_str());
}
//! [ticksize]
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In the callback, just check the value of the field parameter and if it's field = 27, then the?size parameter will be the call open interest, and if field = 28 then it will be the put open interest.
