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The answer to your question is no. In the securities industry the OCC
calculates the open interest and supplies it back out to the data vendors.
They make a best efforts attempt to deliver it prior to the opening of
business, but there is no statutory requirement.
Also the OI numbers are prone to large revisions, these would occur most often
in the most actively traded instruments, and any revision would be difficult to
spot because it would merely show as a change in aggregate...since there is a
one day lag it would be difficult to discern between actual trading activity
and any revision.
Jack Higgins wrote:
> Good day all,
>
> Are the exchanges required to post the final open interest numbers from the
> previous day by a certain time? I use EOD data so my numbers are a day late
> and the exchange sites do not seem to have a consistent posting time,
> usually later in the afternoon. I am trying to find a site to get the
> previous days open interest prior to the markets opening time - any
> suggestions?
>
> Thanks,
> Jack
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