Hi
Using the streaming API, it's possible to get DAY_OPEN_MID for the current trading session using a CHART:TICK subscription. The same value can also be obtained from MID_OPEN using a MARKET subscription. Lastly, it can also be calculated for the current trading session using the /markets endpoint of the REST API using the "bid", "offer" and "netChange" attributes.
Note that all of these options apply to the current trading session only, and there doesn't seem to be any way to fetch or calculate the same value for previous sessions. I would like this info as part of my backtesting strategy. Is there any way to fetch or calculate it using the REST API?