Many financial websites? Every day, there are data about the number of long and short orders and seats, such as Cai Dong, Finance and Economics, etc. As for every time, I don't know what you mean.

Compared with stocks, because of the T+0 property of futures, it is actually meaningless to subdivide data into minutes.

Every short position may be a long position or a short position. After the short position enters the market, it is actually a potential long position, because he wants to play and has to buy back and close the position. On the contrary, the same is true for multiple orders.