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General
In this Discussion
August 2022
SRIJAN
Is the live traded value of option contract provided?
vaibhavsharma13
August 2022
in
General
Hi, is the live traded value of the options contracts provided by Zerodha API during market hours?
Tagged:
OPTIONS
SRIJAN
August 2022
edited August 2022
No,turnover is not provided directly by KiteConnect APIs.
People keep asking for turnover, change in open interest,data which is derived from the other basic data.
Look, KiteConnect APIs,just provide the tick data from the exchange.
Tick data doesn't include turnover, change in open interest etc. It just has the basic resources required to calculate the other complex data.
In case of options,traded value is the premium turnover, which is volume*price.
You get both volume and average_price, in the tick data from the exchange,which is relayed to you by the KiteConnect APIs.
https://kite.trade/docs/connect/v3/websocket/#quote-packet-structure
So, just write the code to multiply volume by average_price ,and you will get the turnover i.e,traded value.
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People keep asking for turnover, change in open interest,data which is derived from the other basic data.
Look, KiteConnect APIs,just provide the tick data from the exchange.
Tick data doesn't include turnover, change in open interest etc. It just has the basic resources required to calculate the other complex data.
In case of options,traded value is the premium turnover, which is volume*price.
You get both volume and average_price, in the tick data from the exchange,which is relayed to you by the KiteConnect APIs.
https://kite.trade/docs/connect/v3/websocket/#quote-packet-structure
So, just write the code to multiply volume by average_price ,and you will get the turnover i.e,traded value.