With Full Market Quotes I can get OI and Volume easily. But how to get change in OI?
I need change in Open Interest too for my System. How to get that?
To monitor changes in the OI value, it’s advisable to utilize a websocket approach. This method allows you to subscribe to updates as detailed in this link: Upstox API Documentation on Market Data Feed.
For a more straightforward initiation, consider referring to the Python websocket example available at: Upstox Python Websocket Example.