[API] Variations in OI data of Option Strikes

Hi @Hardik , @Dhan , Im trying to integrate OI and volume data of options strikes into my code, however seeing minor discrepancies in value. The screenshots below was taken around 10 pm in the night EOD. Although the values variation is small, any clarification is helpful @Dhan , @Dhan_Cares , @PravinJ

Ex:
NIFTY 24 OCT 2024 - Strike Price - 24500

From NSE Website:
PE - OI - 28,44,900


CE - OI - 53,04,275


NSE Option Chain
(OI in contracts)
PE - OI - 1,13,796
CE - OI - 2,12,171

(OI in lakhs)
PE - OI - 28,44,900
CE - OI - 53,04,275
image


From Dhan Web: (Minor Variation with NSE Data)

PE - OI - 31,27,325
CE - OI - 54,90,750
image


From Dhan API: (Minor Variation with NSE Data)

CE - OI - 54,90,750
{“exchangeSegment”:“NSE_FNO”,“feedCode”:5,“messageLength”:12,“openInterest”:5490750,“securityId”:43726}

PE - OI - 31,27,325
{“exchangeSegment”:“NSE_FNO”,“feedCode”:5,“messageLength”:12,“openInterest”:3127325,“securityId”:43727}


From One of your competitors: (Matching with NSE Data)
PE - OI - 28,44,900
CE - OI - 53,04,275
image

1 Like

Hello @TraderX

That’s a great comparison you did here, let me check. It might be post market adjustment missing, I will check at our end.

1 Like