Hi @AndrewAMD. Futures is the Asset class while open interest is the implied volatility of the given option contract with the given Value. Could you please explain what the manual means by Value ? Furthermore, if you could kindly explain how to define the contract.

Perpetual Futures: AAABBB, e.g. "BTCUSDT"
Futures: AAABBB-FUT-YYYYMMDD, e.g. "BTCUSDT-FUT-20210326"