There are strange differences in open interest values between two daily data responses. Everyday at 9 am gmt+4 I request daily historical data by last day and the open interest value = 0 in the response. But when I request the same data on the next day at 9 am gmt+4, I receive not 0 open interest.

For example, I've sent a HDT request by @EUZ14 on 13.11.2014 at 9:02:02 am (gmt+4):
HDT,@EUZ14,20141111,20141113,0,1,HDT_@EUZ14,500\r\n
And after 300 ms have received the following response:
...
HDT_@EUZ14,2014-11-12,1.2501,1.2422,1.2477,1.2435,234058,0,\r\n
...

The open interest is 0.

But when I've requested the same data on the next day at 10:01:58 am (gmt+4):
HDT,@EUZ14,20141112,20141114,0,1,HDT_@EUZ14,500\r\n
I've received:
...
HDT_@EUZ14,2014-11-12,1.2501,1.2422,1.2477,1.2435,234136,455567,\r\n
...

As you can see, the open interest values are very different - 0 and 455567.
This behavior is relevant for all CME futures and options.

Could you please provide me some information about this behavior. Maybe I need to request this data at another time or this is a bug.

At the time we initially make daily history available, the open interest value has not yet been received from the exchange. Once the values are received from the exchange, we update daily history with this information.