Option Chain Data Incorrect

sahilajmeri1

I am getting wrong option chain data, You can run my code in your environment too. Please help Sir.


import os
import copy
import xlwings as xw
import pandas as pd
from kiteconnect import KiteConnect
import time


class OptionChain:

def __init__(self, api_key, access_token):
self.kite = KiteConnect(api_key=api_key)
self.kite.set_access_token(access_token=access_token)
self.Exchange = None
self.prev_info = {"Symbol": None, "Expiry": None}
self.instruments_dict = {}
self.option_data = {}

def instruments(self, symbol, expiry):
self.instruments_dict = {}
self.option_data = {}
if self.Exchange is None:
while True:
try:
self.Exchange = pd.DataFrame(self.kite.instruments("NFO"))
break
except:
pass
if symbol and not expiry is None:
try:
df = copy.deepcopy(self.Exchange)
df = df[(df["segment"] == "NFO-OPT") &
(df["name"] == symbol.upper())]
df = df[df["expiry"] == sorted(list(df["expiry"].unique()))[expiry]]
for i in df.index:
self.instruments_dict[f'NFO:{df["tradingsymbol"][i]}'] = {"Strike": float(df["strike"][i]),
"Segment": df["segment"][i],
"Instrument Type": df["instrument_type"][i],
"Expiry": df["expiry"][i],
"Lot": df["lot_size"][i]}
except:
pass
self.prev_info = {"Symbol": symbol, "Expiry": expiry}
return self.instruments_dict

def quote(self, instruments):
if instruments:
try:
data = self.kite.quote(instruments)
for symbol, values in data.items():
try:
self.option_data[symbol[4:]]
except:
self.option_data[symbol[4:]] = {}
self.option_data[symbol[4:]]["Strike"] = self.instruments_dict[symbol]["Strike"]
self.option_data[symbol[4:]]["Lot"] = self.instruments_dict[symbol]["Lot"]
self.option_data[symbol[4:]]["Expiry"] = self.instruments_dict[symbol]["Expiry"]
self.option_data[symbol[4:]]["Instument Type"] = self.instruments_dict[symbol]["Instrument Type"]
self.option_data[symbol[4:]]["Open"] = values["ohlc"]["open"]
self.option_data[symbol[4:]]["High"] = values["ohlc"]["high"]
self.option_data[symbol[4:]]["Low"] = values["ohlc"]["low"]
self.option_data[symbol[4:]]["Ltp"] = values["last_price"]
self.option_data[symbol[4:]]["Close"] = values["ohlc"]["close"]
self.option_data[symbol[4:]]["Volume"] = values["volume"]
self.option_data[symbol[4:]]["Vwap"] = values["average_price"]
self.option_data[symbol[4:]]["OI"] = values["oi"]
self.option_data[symbol[4:]]["OI High"] = values["oi_day_high"]
self.option_data[symbol[4:]]["OI Low"] = values["oi_day_low"]
self.option_data[symbol[4:]]["Buy Qty"] = values["buy_quantity"]
self.option_data[symbol[4:]]["Sell Qty"] = values["sell_quantity"]
self.option_data[symbol[4:]]["Ltq"] = values["last_quantity"]
self.option_data[symbol[4:]]["Change"] = values["net_change"]
self.option_data[symbol[4:]]["Bid Price"] = values["depth"]["buy"][0]["price"]
self.option_data[symbol[4:]]["Bid Qty"] = values["depth"]["buy"][0]["quantity"]
self.option_data[symbol[4:]]["Ask Price"] = values["depth"]["sell"][0]["price"]
self.option_data[symbol[4:]]["Ask Qty"] = values["depth"]["sell"][0]["quantity"]
print(values)
except:
pass
return self.option_data

def to_excel(self):
if not os.path.exists("Trading.xlsx"):
wb = xw.Book()
wb.sheets.add("OptionChain")
wb.save('Trading.xlsx')
wb.close()

wb = xw.Book('Trading.xlsx')

oc = wb.sheets("OptionChain")
oc.range("a1").value = "Symbol"
oc.range("a2").value = "Expiry"
while True:
try:
try:
symbol = oc.range("b1").value.upper()
expiry = int(oc.range("b2").value)
except:
symbol, expiry = None, None
if self.prev_info["Symbol"] != symbol or self.prev_info["Expiry"] != expiry:
oc.range("d:z").value = None
self.instruments(symbol, expiry=expiry)
oc.range("d1").value = pd.DataFrame(self.quote(list(self.instruments_dict.keys()))).transpose()
time.sleep(1)
except:
break


def user_info():
print("----Option Chain----")
api_key = input("Enter Kite Api Key : ")
access_token = input("Enter Kite Access Token : ")
return {"api_key": api_key, "access_token": access_token}


info = user_info()

a = OptionChain(api_key=info["api_key"],access_token=info["access_token"])
a.to_excel()

sahilajmeri1

This is the output, you need to enter nifty or banknifty in symbol and 0 in expiry and press enter.

SRIJAN

We don't provide coding support on this forum.
You have to debug your code yourself.

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