Zero Open Interest for Daily Slice Option Chains

[AlexCatarino]

Expected Behavior

The OptionContract OpenInterest is non-zero for all resolutions

Actual Behavior

OptionContract OpenInterest is zero for daily data.

Potential Solution

N/A

Reproducing the Problem

# region imports
from AlgorithmImports import *
# endregion
class MyAlgorithm(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2023, 3, 1)
        self._symbol = self.AddOption("AAPL", Resolution.DAILY).symbol
    def OnData(self, slice):
        chain = slice.option_chains.get(self._symbol)
        if not chain: return
        for contract in chain:
            self.plot('OI', 'OI', contract.open_interest)

Checklist

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• I have provided detailed steps to reproduce the issue