☰
›

Unable to retrieve option chain "total" data for all FnO stocks at once

zerodhaVyankatesh
zerodhaVyankatesh in Market data (WebSockets)
Hello,

I am having difficulty retrieving the total volume and OI of both CE and PE for all FnO stocks at once. As per what I notice, Zerodha streaming does not provide such "total" data.

The web streaming limit is 4000 "instruments," with each strike price counting as 2 instruments (one for call and one for put). Assuming 25 strike prices for each stock, 50 instrument utilizations are considered. This makes it impossible to retrieve the complete option chain data for approximately 195 FnO stocks due to the 4000 instrument limit. Any suggestions on the possible way/updates I can consider to retrive "total" CE/PE volume and OI data of each FnO stock?

Thank you.

Looping in @sujith and @rakeshr for visibility.
Tagged:
  • rakeshr
    rakeshr
    Zerodha streaming does not provide such "total" data.
    Yes, there is no individual API for this.
    This thread provides a solution for a similar scenario.
Sign In or Register to comment.