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. 

https://beta.nseindia.com/api/quote-derivative?symbol=NIFTY&identifier=OPTIDXNIFTY07-11-2019 

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}}}

Excel VBA - Loading POST REST Webservice JSON

1. Open excel -> developer -> visual basic
2. Tools -> reference (enabled : Microsoft win http services , version 5.1 xx )
3. paste the below code on click sheet1.
4. Click run.
5. Save As excel macro enabled from file type . else your VBA code will not be save.


Dim strResult As String
Dim objHTTP As Object
Dim URL As String
  
Private Sub Worksheet_Activate()
    Set objHTTP = CreateObject("WinHttp.WinHttpRequest.5.1")
    
    json_body = "{'Commodity':'CRUDEOIL','Expiry':'17SEP2019'}"
    URL = "https://www.mcxindia.com/backpage.aspx/GetOptionChain"
    
    objHTTP.Open "POST", URL, False
    objHTTP.SetRequestHeader "User-Agent", "Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.0)"
    objHTTP.SetRequestHeader "Content-type", "application/json"
    objHTTP.Send (json_body)
    strResult = objHTTP.ResponseText
    Worksheets("Sheet1").Range("A10:A10") = strResult
    
End Sub