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Thursday, November 7, 2019

NSE options Data Pulling with beta.nseindia.com

Beta version they are giving it as JSON which is very easy for us.

See the sample url. 

1. JSON output,
2. Directly use the JSON for your business logic.
3. Before install requests, simplejson plugin
     pip install simplejson
     pip install requests

Same for older version - sample code and output

http://drvijayy2k2.blogspot.com/2019/08/python-code-to-pull-nse-option.html

Code

import requests
import simplejson as json

result = requests.get ( "https://beta.nseindia.com/api/quote-derivative?symbol=NIFTY&identifier=OPTIDXNIFTY07-11-2019" );
resultJson = json.loads( result.content )
#print ( resultJson["info"] );
strikePricesDetailsJson = resultJson["stocks"]
for strikePrice in strikePricesDetailsJson:
    spDetails = strikePrice["metadata"];
    #print ( spDetails );
    print ( spDetails["optionType"] , " : ", spDetails["strikePrice"] , " : ", spDetails["lastPrice"]);



Output

Call  :  12350  :  0
Put  :  11050  :  0

Call  :  12750  :  0


{'metadata': {'instrumentType': 'Index Options', 'expiryDate': '28-Dec-2023', 'optionType': 'Put', 'strikePrice': 12700, 'identifier': 'OPTIDXNIFTY28-12-2023PE12700.00', 'openPrice': 0, 'highPrice': 0, 'lowPrice': 0, 'closePrice': 0, 'prevClose': 1005, 'lastPrice': 0, 'change': -1005, 'pChange': -100, 'numberOfContractsTraded': 0, 'totalTurnover': 0}, 'underlyingValue': 11998.1, 'volumeFreezeQuantity': 5001, 'marketDeptOrderBook': {'totalBuyQuantity': 225, 'totalSellQuantity': 0, 'bid': [{'price': 645.05, 'quantity': 75}, {'price': 645, 'quantity': 75}, {'price': 597, 'quantity': 75}, {'price': 0, 'quantity': 0}, {'price': 0, 'quantity': 0}], 'ask': [{'price': 0, 'quantity': 0}, {'price': 645, 'quantity': 0}, {'price': 0, 'quantity': 0}, {'price': 0, 'quantity': 0}, {'price': 0, 'quantity': 0}], 'carryOfCost': {'price': {'bestBuy': 645.05, 'bestSell': 0, 'lastPrice': 0}, 'carry': {'bestBuy': -70.5660812600072, 'bestSell': 0, 'lastPrice': 0}}, 'tradeInfo': {'tradedVolume': 0, 'value': 0, 'vmap': 0, 'premiumTurnover': 0, 'openInterest': 6, 'changeinOpenInterest': 0, 'pchangeinOpenInterest': 0, 'marketLot': 75}, 'otherInfo': {'settlementPrice': 0, 'dailyvolatility': 0.91, 'annualisedVolatility': 17.45, 'impliedVolatility': 0, 'clientWisePositionLimits': 19597661, 'marketWidePositionLimits': 0}}}



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