Day Trading Stocks & Futures

mohan.sic

Well-Known Member
Can anyone please suggest any Free/ Paid tools (excel/ applications) to get data fetched from NSE options page to Excel sheet.

What we actually need is live Open Interest data and change in OI data. I see the data every 15 or 30 mts to get a view.
As of now I download the sheet from the link available on NSE option chain page and see the numbers but that is hectic over period of time.

So, I am looking for any applications/programmed excel spreadsheet or websites which can get the options chain data (either from nse page or any other source) to the excel sheet?

Please let me know, Thanks.
 

Romeo1998

Well-Known Member
Can anyone please suggest any Free/ Paid tools (excel/ applications) to get data fetched from NSE options page to Excel sheet.

What we actually need is live Open Interest data and change in OI data. I see the data every 15 or 30 mts to get a view.
As of now I download the sheet from the link available on NSE option chain page and see the numbers but that is hectic over period of time.

So, I am looking for any applications/programmed excel spreadsheet or websites which can get the options chain data (either from nse page or any other source) to the excel sheet?

Please let me know, Thanks.
i dont think there is any free utility available for oi analysis :pompus:
but it can be easily done with a few lines of code using any good programming language :pompus:
nse website gives 3 mins delayed data :pompus: so 1 year back i switched to IB :pompus:
 

mohan.sic

Well-Known Member
i dont think there is any free utility available for oi analysis :pompus:
but it can be easily done with a few lines of code using any good programming language :pompus:
nse website gives 3 mins delayed data :pompus: so 1 year back i switched to IB :pompus:

is IB data quick than nse option page ?

IB has anything like the option chain table... I mean for example how we get to know the total OI or change in oi at any point of time through IB?
 

mohan.sic

Well-Known Member
i dont think there is any free utility available for oi analysis :pompus:
but it can be easily done with a few lines of code using any good programming language :pompus:
nse website gives 3 mins delayed data :pompus: so 1 year back i switched to IB :pompus:

Free or paid anything...any idea on any paid utility ?
or please let me know if you have any one who can do this for fee and that's better because we can ask to design the excel as per our requirement.
and we can keep it specific to the need.
Let me know please.
 

Romeo1998

Well-Known Member
is IB data quick than nse option page ?

IB has anything like the option chain table... I mean for example how we get to know the total OI or change in oi at any point of time through IB?
ib gives data every second, i havnt explored their other features, i just take data n do data manipulation on my own :pompus:
if oi at 930 is 10500 and at 931 is 10600, then change is 100... i calculate it like that :pompus:
u can also opt for zerodha, it also gives oi data every second :pompus:
 

Romeo1998

Well-Known Member
Free or paid anything...any idea on any paid utility ?
or please let me know if you have any one who can do this for fee and that's better because we can ask to design the excel as per our requirement.
and we can keep it specific to the need.
Let me know please.
i dont know if i can post here or not, u can contact my friend, he is expert in automation n has already used free data to trade in zerodha :pompus:

u can use his free utility also for nifty options trading :pompus: good luck :pompus:

1678431181977.png


https://github.com/srikar-kodakandla

1678431223044.png


https://github.com/srikar-kodakandl...ions-trading/commits?author=srikar-kodakandla
 

mohan.sic

Well-Known Member
ib gives data every second, i havnt explored their other features, i just take data n do data manipulation on my own :pompus:
if oi at 930 is 10500 and at 931 is 10600, then change is 100... i calculate it like that :pompus:
u can also opt for zerodha, it also gives oi data every second :pompus:

Yes IB gives 1 sec interval data for price , but how about OI ?
I thought OI is released every 2 or 3 mts by NSE and so do all brokers.
I observed few terminals (from different brokers) and even their terminals update OI every 2 or 3 minutes (OfCourse I checked this is long back).

Can you please check OI of any atm strike in IB terminal and see the frequency of update (OI number should change)
My IB ac is dormant, I think activating it and transfer funds for data will take time. Can you please check it ?
 

Romeo1998

Well-Known Member
Yes IB gives 1 sec interval data for price , but how about OI ?
I thought OI is released every 2 or 3 mts by NSE and so do all brokers.
I observed few terminals (from different brokers) and even their terminals update OI every 2 or 3 minutes (OfCourse I checked this is long back).

Can you please check OI of any atm strike in IB terminal and see the frequency of update (OI number should change)
My IB ac is dormant, I think activating it and transfer funds for data will take time. Can you please check it ?
there was some problem coming with IB and amibroker so i used zerodha and amibroker
i actually feed data from IB to my software
i fed zerodha data to amibroker n checked oi just now
1678434358398.png
1678434397013.png


chart is of banknifty 16th march expiry 40900CE
at 1:07 pm oi is 967575 and at 1:08 pm oi is 969525
means addition of 1950 oi in 1 minute :pompus:
 

mohan.sic

Well-Known Member
there was some problem coming with IB and amibroker so i used zerodha and amibroker
i actually feed data from IB to my software
i fed zerodha data to amibroker n checked oi just now
View attachment 48970 View attachment 48971

chart is of banknifty 16th march expiry 40900CE
at 1:07 pm oi is 967575 and at 1:08 pm oi is 969525
means addition of 1950 oi in 1 minute :pompus:

Used zerodha api ?
 

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