# occ-open-interest — per-series option open interest from OCC (a non-Alpaca free source): considered and REJECTED

status: dismissed · considered panel run 22 (2026-09-14), frontier scout ·
verdict: fails bars 1 and 2 independently

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**What was considered, and why it was not simply prior art.** Panel run 1
killed per-contract volume and open interest, but that kill was about the
*feed*: "the Alpaca feed exposes neither". It was never a statement about
the source space. The OCC (Options Clearing Corporation) publishes a free
Daily Open Interest report and a series-level lookup, so "get OI from OCC
instead" is genuinely new ground and had to be adjudicated on the bars
rather than waved away. Open interest is the standard crowding/positioning
proxy for an options book, and this shop has a live options sleeve and a
three-month option-chain capture with no positioning dimension at all — so
the pull is real.

Rejected on two independent bars:

1. **Un-backfillable — fails, on this shop's own precedent.** Open interest
   ships inside the retail option-chain history that the B4 activation pin
   exists to authorize *buying*. The 2026-07-21 moat correction already
   retired the scarcity claim for exactly that data, and run 1 killed the
   SPY/index chain capture on precisely this ground. Capturing now buys an
   option on something purchasable later, which is the definition of
   negative option value once the QA surface is priced in.
2. **~Zero marginal cost — fails.** This needs a new parser against an OCC
   report page. `CLAUDE.md`'s data rule 3 bans fragile scrapes in the
   production path, and the iShares-DIRECT rejection (2026-06-07) is the
   standing precedent: an undocumented or presentation-layer endpoint is a
   maintenance liability, not a free ride on the existing cron.

A third consideration, not load-bearing but worth recording: there is no
registered consumer. The skew/chains stream's consumer class is pinned, and
OI is not in it.

## Reopens if

- **(a)** a priced option-chain history quote is actually obtained and
  demonstrably **excludes** open interest — which would restore the
  un-backfillable claim that bar 1 currently defeats; **or**
- **(b)** OCC (or any free source) ships a **documented** API for series-level
  open interest with **no history retention**, *and* a registered consumer
  exists for a positioning dimension — both halves, not either.

Absent one of these, re-proposing OI capture from any source is C0
relitigation.