Add open interest data to future chains contracts #8805
Merged
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Description
Add open interest data to future chains contracts.
Even though futures chains and contracts are not created from internal subscriptions data (like open interest subscriptions or continuous futures contracts subscriptions), we still want to add open interest data to already created contracts given that open interest subscriptions are always internal but trade an quote ones are not.
In master, contracts in futures chains received in OnData never had OpenInterest set because of this.
Following up #7169
Related Issue
Motivation and Context
Requires Documentation Change
How Has This Been Tested?
Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>