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OPEN INTEREST Data in historical data.

jitendra
jitendra in Market data (WebSockets)
Do you have Open Interest DATA for NFO or Deliverable Position data for NSE in historical data. Or is there any way to get these data using your API?
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  • cisk
    cisk
    Even I'm interested in knowing that. Additionally, I'd like to know whether volume information is also provided? @jitendra : For time being you can scrape https://www.nseindia.com/products/content/equities/equities/oi_spurts.htm
  • sujith
    sujith
    Hi,
    We have OHLCV data for historical API. You can check out documentation.
  • jitendra
    jitendra
    Hi Sujith, Please let me know if we can get the Open Interest data for current contracts on real time.
  • cisk
    cisk
    Thanks @sujith , how do I make a call from a specific "begin period" to latest available candle timestamp for any granularity level? I want the system calculated latest candle data in my "to period'
  • sujith
    sujith
    @jitendra,
    yes, you can get it in the new version of Kite Connect. What Kite Connect client are you using?

    @cisk,
    You can get data for a particular instrument for a particular time interval as well. You can check out this thread.
  • jitendra
    jitendra
    Hi Sujith, I am using KiteConnect 1.2. I can not find any new version. Please let me know the link.
  • sujith
    sujith
    You can get the new version of Kite Connect on kite3 branch of the repository.
    Please note that we are still making some final changes in this branch.
  • rishiajmera
    rishiajmera
    Hi Sujith,
    I have installed kiteconnect-3.6.2. I'm not getting Open Interest while fetching historical data. Can you please help? Thanks in advance.
  • sujith
    sujith
    Hi @rishiajmera,
    We don't have open interest in historical data. It is available in live market data only in Kite Connect 3.
  • rishiajmera
    rishiajmera
    Hi @sujith,
    Thank you for the reply Sujith. Is there any possibility in the near future?
  • jitendra
    jitendra
    Hi Sujith, Can you please let me know how to connect to kite connect 3. I am not sure whether I am connecting to kite Connect 3 or prior versions.
  • tonystark
    tonystark
    @jitendra If you are using API directly you should add a header to your requests as "X-Kite-Version: 3". If you are using client libraries you can find their respective version 3 releases in their GitHub repository. You can experiment with that.

    Also, we will announce Kite Connect 3 APIs and client libraries shortly. Stay tuned. :)
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