Need open interest condition

Algos, strategies, code
1

In a scanner, I want to find stocks for which change in Open Interest after the FIRST 5 minute candle was more than N%.

The idea is to find the stocks that began the day with good OI.

I guess, there is nothing to find an arbitrary value at a certain candle time in the past except OHLC. Maybe a back test with strategy using candletime is better to do for this purpose. Any ideas?

2

I guess, I will write a back test with candletime to find if it works in the past.