Data mismatch with NSE website

DJ_Jain
There is a mismatch of data returned by zerodha, vis-a-vis data on NSE portal, below is data returned (for one instrument, for others also there is mismatch). Can someone clarify pls if there is any adjustments / change i am missing?

*Compare OI data - OI returned by api is 2404650 (48,093 lots of nifty) - data as per nse website shows 44,717 lots

response from zerodha:
{'13607938': {'instrument_token': 13607938,
'timestamp': datetime.datetime(2022, 5, 6, 16, 49, 48),
'last_trade_time': datetime.datetime(2022, 5, 6, 15, 29, 59),
'last_price': 190,
'last_quantity': 0,
'buy_quantity': 0,
'sell_quantity': 0,
'volume': 0,
'average_price': 0,
'oi': 2404650,
'oi_day_high': 0,
'oi_day_low': 0,
'net_change': 0,
'lower_circuit_limit': 0.05,
'upper_circuit_limit': 603,
'ohlc': {'open': 202, 'high': 228, 'low': 162.45, 'close': 357.45},
'depth': {'buy': [{'price': 0, 'quantity': 0, 'orders': 0},
{'price': 0, 'quantity': 0, 'orders': 0},
{'price': 0, 'quantity': 0, 'orders': 0},
{'price': 0, 'quantity': 0, 'orders': 0},
{'price': 0, 'quantity': 0, 'orders': 0}],
'sell': [{'price': 0, 'quantity': 0, 'orders': 0},
{'price': 0, 'quantity': 0, 'orders': 0},
{'price': 0, 'quantity': 0, 'orders': 0},
{'price': 0, 'quantity': 0, 'orders': 0},
{'price': 0, 'quantity': 0, 'orders': 0}]}}}
  • DJ_Jain
    I went through the above quoted article. The article suggests that the OI data is correctly reported after the close of day, post settlements confirmation by CMs.

    I am querying now, which is more than 31 hours after the market close. If the exchange uploads final OI positions at its declared close positions (which I suppose should have been before 630pm yesterday), why is the same not updated in Zerodha api response?
  • SRIJAN
    SRIJAN edited May 7
    NSE updates all data in the evening. At Zerodha,some of the data is updated during the EOD(End of Day) process during midnight.
    Rest of this data(including oi) is updated in Zerodha during the BOD(Beginning of Day) process.
    The BOD process , happens only on trading days, in the morning. So, yesterday(Friday's) data will be updated next trading day(i.e. Monday) morning.
  • rakeshr
    Yes, BOD process includes updating close price as well. 'close': 357.45 shown by you above is not of last trading day, but a day before i.e 05/05/2022. You can check bhavcopy OI value of 06/05/2022 on next trading day post 7:30AM.
    If you are looking to get exchanged update OI value post EOD process, you can use day candle with the oi flag set to true. Go through the documentation here.
Sign In or Register to comment.