Skip stale chain universe open interest when a newer tick was received - #9737
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Martin-Molinero merged 2 commits intoAug 21, 2026
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Track the end time of the last open interest update in the security cache and only take the chain universe open interest when it's not older.
…time Daily open interest data is stamped at midnight, matching the end time of the previous date's chain universe data, so the tick is the newer value.
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Description
Follow up of #9601.
SecurityCachenow tracks the end time of the last open interest update and only setsOpenInterestfrom a chain universe data point (OptionUniverse,FutureUniverse) when it isn't older than the last open interest tick received. Open interest ticks keep overriding the cache value as before, andReset()clears the tracked time.Motivation and Context
The chain universe data point can reach the security cache after a more recent open interest tick was already received, replacing it with an older value.
Requires Documentation Change
None.
How Has This Been Tested?
SecurityCacheTestscases forOptionCache,IndexOptionCache,FutureOptionCacheandFutureCache: universe data sets the open interest, a newer tick is not overridden, an older tick is, and the value is set again afterReset().OptionUniverseOpenInterestRegressionAlgorithm,IndexOptionUniverseOpenInterestRegressionAlgorithmandFutureUniverseOpenInterestRegressionAlgorithmpass unchanged.Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>