Open Interest Info

Open Interest is usually reported with a one day lag. Does anyone have a leg up on getting this information quicker?

 

It's actually reported with a half-day lag. It's available before the next day's open.

 

That's not possible. OI is reported by the OCC. Trades are not reported to them until over night except early exercise. The OCC does not know OI until trades compare and clear overnight.

 

Even if positions are reported overnight it could still be done before the market open.

What I would like to know and perhaps Kevin can help - where is the open interest posted before the open?

 

Ummmm, isn't over night half a day?

 

I don't know where it is posted. I scrape it from one of the trading platforms I use via DDE.

I got the information that OI was available before the open from one of the other posters in this forum, Jeff Alvison. You might PM him and ask him where he gets it.