Is there any way to get open interest for future in mintue resolution in quantconnect?

To get open interest for futures in minute resolution in QuantConnect, you can use the history method with the OpenInterest data type. Here's how you can implement this in your algorithm:

1. Initialize your algorithm: Set the desired start and end dates, and initialize the cash.

2. Add the future contract: Use self.add_future() to add the future contract you are interested in.

3. Request historical open interest data: Use the self.history() method to request historical open interest data for the future contract, specifying OpenInterest as the data type and Resolution.MINUTE for the resolution.

4. Process the data: Handle the returned historical data as needed for your strategy.

Here's a sample code snippet to illustrate this:

class OpenInterestFuturesAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self.set_start_date(2023, 1, 1)
        self.set_end_date(2023, 12, 31)
        self.set_cash(100000)
        # Add a future contract
        future = self.add_future(Futures.Indices.SP500E_MINI)
        # Schedule a function to run daily to fetch open interest data
        self.schedule.on(self.date_rules.every_day(future.Symbol), 
                         self.time_rules.at(10, 0), 
                         self.fetch_open_interest)
    def fetch_open_interest(self) -> None:
        # Get historical open interest data
        history_oi = self.history(OpenInterest, self.securities.keys, 100, Resolution.MINUTE)
        # Process the open interest data
        for time, data in history_oi.loc[self.securities.keys[0]].iterrows():
            self.log(f"Time: {time}, Open Interest: {data['openinterest']}")

This code sets up an algorithm that fetches and logs the open interest for a specified future contract at minute resolution. Adjust the contract and dates as needed for your specific use case.

Sources: US Future Options - QuantConnect.com, US Index Options - QuantConnect.com, US Futures - QuantConnect.com, Futures - QuantConnect.com, Basic Template Futures History Algorithm