Tom,
What you would need is the IQFeed API (this is what feeds DTN.IQ) so you can access the data directly. With the API, your app/code would read the data from the TCP socket of the IQFeed client.
The API is $300 per year and is only required by the developer (if you distribute the indicator, end users wouldn't need the API). This will get you full documentation for IQFeed, access to pre-release software (to ensure our releases won't break your code), and direct support from our developers via RT chat, email and forums. In addition to Open Interest, you would also have access to news via the API, as well as all the other data IQFeed provides - see
http://www.iqfeed.net/index.cfm?displayaction=data§ion=services.
The datafeed for the ES would cost $83 per month plus exchange fees for real time data. For delayed data only, it would be $63 per month. Full pricing is available at
www.iqfeed.net by clicking "Fees".
To subscribe to the API, please visit
www.iqfeed.net/dev and click the "Register" button on the left side menu. I always suggest developers first read through the Quick Start guide that is available on that page.
If you write a commercial indicator and start marketing in, let us know and we can get you listed on our "Compatible Software" page to help promote your compatibility with IQFeed.
Jay Froscheiser
Telvent DTN