I am in need to get the total OI of CE and PE for all the nifty/banknifty options contract for a particular expiry.
PFA the screenshot of the NSE option chain for my requirement.
I need the values Highlighted in Yellow.
I know we can compute those values, but I need those updated values after every 5mins, and computing those values will be very much taxing for the computer as well as on the Full Market Quote API (https://api-v2.upstox.com/market-quote/quotes) as fetching 100+ instrument’s(strike price) full market quote to retrieve the OI in every 5 mins can be very much taxing.
I need to know if there is any API to fetch only those values directly, without fetching Full market quotes for all the strike prices?
If not, can you guys please take my question as a feature request? and provide us a API to fetch only those values directly?