Day Trading Stocks & Futures

Romeo1998

Well-Known Member
very nice....

Also I checked nse options page and noticed that it is also updating every 1 minute and numbers are changing. I guess some new updates. :)

But getting the total OI on calls or put or chng in OI ( totals) is easy from the nse page ..right ? or are you managing to get those totals from api easily ?
i download data for all strikes n then add all oi to get total oi
 

travi

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:
Earlier NSE broadcasted OI data every 3-min but the feed has recently been updated to every 1-min.
That's for feed to official data vendors and similar apps like sensibull etc providing real-time data

NSE option chain website however at its own discretion is not obliged to update every minute, obviously server load etc
They can also block IPs due to abuse

NSE also has option chain api, but I've not tested the rate of OI update, but I don't think those servers would allow such high frequency queries the whole day for free.
 

mohan.sic

Well-Known Member
Earlier NSE broadcasted OI data every 3-min but the feed has recently been updated to every 1-min.
That's for feed to official data vendors and similar apps like sensibull etc providing real-time data

NSE option chain website however at its own discretion is not obliged to update every minute, obviously server load etc
They can also block IPs due to abuse

NSE also has option chain api, but I've not tested the rate of OI update, but I don't think those servers would allow such high frequency queries the whole day for free.
Yes you are right..

I need total oi numbers ( calls and puts ) at regular intervals to my excel/other database, preferably at best time interval supported but as you said there is risk of blocking ips... any suggestion here ?
 

Romeo1998

Well-Known Member
Earlier NSE broadcasted OI data every 3-min but the feed has recently been updated to every 1-min.
That's for feed to official data vendors and similar apps like sensibull etc providing real-time data

NSE option chain website however at its own discretion is not obliged to update every minute, obviously server load etc
They can also block IPs due to abuse

NSE also has option chain api, but I've not tested the rate of OI update, but I don't think those servers would allow such high frequency queries the whole day for free.
2-3 years back i was using nse api only
https://www.nseindia.com/api/option-chain-indices?symbol=BANKNIFTY
but it is highly unreliable :pompus: sometimes there is no data for 1-2 hours also :pompus::DD:DD:DD
when i was using it, data update interval was 3 mins, its good that now it is 1 min :pompus: but they must give continuous data n not stop it for hours :pompus:
 

travi

Well-Known Member
2-3 years back i was using nse api only
https://www.nseindia.com/api/option-chain-indices?symbol=BANKNIFTY
but it is highly unreliable :pompus: sometimes there is no data for 1-2 hours also :pompus::DD:DD:DD
when i was using it, data update interval was 3 mins, its good that now it is 1 min :pompus: but they must give continuous data n not stop it for hours :pompus:
yes, same here 3yrs ago. Free source is unreliable, even recently NSE options page doesnt work.
Many paid options are available, that gives peace of mind.
 

travi

Well-Known Member
Yes you are right..

I need total oi numbers ( calls and puts ) at regular intervals to my excel/other database, preferably at best time interval supported but as you said there is risk of blocking ips... any suggestion here ?
If you want NSE free data,
then use Romeo bhai link. You find a way to download that data to file. Direct excel may not work bcos of internet headers not set properly.

To import JSON data to excel, you need MS Excel 2016+ and use power query to import.
How to Parse Custom JSON Data using Excel - The Excel Club

one good thing about API is that the JSON has two objects for Total CE OI, and PE OI calculated so no need to add all strikes, but it is total for current expiry. not grand total of all expiries.

1678468299870.png

this is output from json formatter
 

Romeo1998

Well-Known Member
If you want NSE free data,
then use Romeo bhai link. You find a way to download that data to file. Direct excel may not work bcos of internet headers not set properly.

To import JSON data to excel, you need MS Excel 2016+ and use power query to import.
How to Parse Custom JSON Data using Excel - The Excel Club

one good thing about API is that the JSON has two objects for Total CE OI, and PE OI calculated so no need to add all strikes, but it is total for current expiry. not grand total of all expiries.

View attachment 48975
this is output from json formatter
when i was downloading data with this api, i had modified my internet explorer to show json data in browser n then download as a simple text file n not save as json file, it can be done by a simple edit in registry :pompus:

Windows Registry Editor Version 5.00
;
; Tell IE to open JSON documents in the browser.
; 25336920-03F9-11cf-8FD0-00AA00686F13 is the CLSID for the "Browse in place" .
;

[HKEY_CLASSES_ROOT\MIME\Database\Content Type\application/json]
"CLSID"="{25336920-03F9-11cf-8FD0-00AA00686F13}"
"Encoding"=hex:08,00,00,00

[HKEY_CLASSES_ROOT\MIME\Database\Content Type\text/json]
"CLSID"="{25336920-03F9-11cf-8FD0-00AA00686F13}"
"Encoding"=hex:08,00,00,00
 

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