How to dynamically from Option strike price instrument if current expiry is not thursday

Dear Expert,
Lets assume 15-Sep-2022 is holiday and exchange is close. So the current weekly expiry will be 14-Sep-2022. Now the Nifty Strike price will be NIFTY2291418000CE. How can I dynamically get this value NIFTY2291418000CE using C# or python?

S Ghosh

  • sujith
    There is no API for this.
    You can refer to this related thread.

    You may also fetch the all instruments from instruments master and filter out required instruments and sort based on expiry.
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