how to get single order quantity freeze limit of an instrument in kite api. eg. quantity freeze limit of Nifty options in single order is 2800 as of today and it changes based on spot range. is it possible to get this value from kite api? if yes then from where and how?
Srijan, Zerodha already has this "exact" quantity freeze data for each and every contract out there (not just NIFTY/BANKNIFTY, but individual stock fut/opt contracts as well), and we see them in the form of a "nudge" in the Kite web platform.
Hence it would be good you would provide this data (which nudge pulls) as an API (freeze_quantity_basket_order to be exact) in the upcoming updates of kiteconnect.
Freeze qty information should be made available through api. Other brokers are providing. It could be added as another field in the kite.instruments () (just an idea..but zerodha api people can decide). Thanks.
This should be easy to fix ourself rather than waiting multiple years for zerodha to provide the feature. Download the excel and convert it into Csv (if needed ) and read the excel sheet or csv file.
Download the excel file everytime on system startup.
I have already have this developed in my system using java, let me know if you need any help.
I have written this code to calculate the Freeze Quantity and I use this code in my Algo Trades to max out the Freeze Quantity in an order. The frequent changes in the freeze quantity was so irritating and it used to raise a lot of exceptions in my code.
You can check quantity freeze calculation here:
https://www.nseindia.com/products-services/equity-derivatives-nifty50
Or,place a test order with very big quantity and check the exception message .
Hence it would be good you would provide this data (which nudge pulls) as an API (freeze_quantity_basket_order to be exact) in the upcoming updates of kiteconnect.
In Kite also,you get a exception message only when you place an order. There is no separate Nudge section.
This can only be available as a separate KiteConnect API when this feature is launched on Kite.
So, please write your suggestion to support .
https://support.zerodha.com/
For now,you have to place a test order and read the exception message.
Download the excel and convert it into Csv (if needed ) and read the excel sheet or csv file.
Download the excel file everytime on system startup.
I have already have this developed in my system using java, let me know if you need any help.
I have written this code to calculate the Freeze Quantity and I use this code in my Algo Trades to max out the Freeze Quantity in an order.
The frequent changes in the freeze quantity was so irritating and it used to raise a lot of exceptions in my code.
Now, it runs smoothly.
Regards,
-Tarar