Fetching Live Market Data using Quote API

Raunaak

Hi everyone,
I am new to Zerodha and its API. My aim is to fetch live streaming market data (its depth/orderbook and ohlc values) for Nifty and BankNifty on 1 minute interval in python 2.7. After going through documentation, I found out about "quote" function which I think would solve my task to retrieve market data. After setting access token, I wrote the following line in python:
kite.quote(exchange='NSE',tradingsymbol='NIFTY')

It displays the following error:
Traceback (most recent call last):
File "C:/Users/HP/PycharmProjects/AutomatedTrading/main.py", line 31, in
kite.quote(exchange='NSE',tradingsymbol='NIFTY')
File "C:\Users\HP\Miniconda2\lib\site-packages\kiteconnect\__init__.py", line 501, in quote
return self._get("market.quote", {"exchange": exchange, "tradingsymbol": tradingsymbol})
File "C:\Users\HP\Miniconda2\lib\site-packages\kiteconnect\__init__.py", line 593, in _get
return self._request(route, "GET", params)
File "C:\Users\HP\Miniconda2\lib\site-packages\kiteconnect\__init__.py", line 684, in _request
raise(exp(data["message"], code=r.status_code))
kiteconnect.exceptions.DataException: Exception fetching quote

Please help to fetch live streaming market data on 1 minute interval. Also, my kiteconnect version is 3.6.2. Thanks!!

sujith

The params you are sending is wrong. You can check out python documentation to know how to pass parameter.
It needs to be an array of exchange:tradingsymbol

Raunaak

Hi @Sujith,

Thanks for the response.
1. I passed parameters as below:
kite.quote(['NSE:NIFTY'])
Now, it says that function needs 3 arguments:
TypeError: quote() takes exactly 3 arguments (2 given)
What am I doing wrong here?

2. I need to get data in intervals of 1 minute. How to mention it in code?

zartimus

@Raunaak Please update to the new kiteconnect version 3.7.0b5 as mentioned here. https://github.com/zerodhatech/pykiteconnect/tree/kite3#installing-the-client
pip show kiteconnect -> will show you the version number

https://github.com/zerodhatech/pykiteconnect/blob/kite3/kiteconnect/connect.py#L530-L543
is written in such a way that even if you pass instruments as a list or just arguments it should work

tonystark

You are using old version of library. Try running pip install kiteconnect --upgrade --pre.

You can create a thread that fetches data and then sleep for 60 seconds.

Raunaak

Hi @zartimus and @tonystark,
To upgrade to 3.7.0b5, I ran pip install kiteconnect --upgrade --pre.
It threw exception shown below:
Exception:
Traceback (most recent call last):
File "C:\Users\HP\Miniconda2\lib\site-packages\pip\basecommand.py", line 215, in main
status = self.run(options, args)
File "C:\Users\HP\Miniconda2\lib\site-packages\pip\commands\install.py", line 342, in run
prefix=options.prefix_path,
File "C:\Users\HP\Miniconda2\lib\site-packages\pip\req\req_set.py", line 784, in install
**kwargs
File "C:\Users\HP\Miniconda2\lib\site-packages\pip\req\req_install.py", line 851, in install
self.move_wheel_files(self.source_dir, root=root, prefix=prefix)
File "C:\Users\HP\Miniconda2\lib\site-packages\pip\req\req_install.py", line 1064, in move_wheel_f
iles
isolated=self.isolated,
File "C:\Users\HP\Miniconda2\lib\site-packages\pip\wheel.py", line 345, in move_wheel_files
clobber(source, lib_dir, True)
File "C:\Users\HP\Miniconda2\lib\site-packages\pip\wheel.py", line 323, in clobber
shutil.copyfile(srcfile, destfile)
File "C:\Users\HP\Miniconda2\lib\shutil.py", line 97, in copyfile
with open(dst, 'wb') as fdst:
IOError: [Errno 13] Permission denied: 'C:\\Users\\HP\\Miniconda2\\Lib\\site-packages\\_cffi_backend
.pyd'

How to go past it? Thanks.

zartimus

@Raunaak Please run your command prompt/ PS as administrator.
If it does not work. Try running pip as a python module
python -m pip install kiteconnect --upgrade --pre

Raunaak

Hi @zartimus,

I followed commands. version shows 3.6.2 when I run command pip show kiteconnect. version shows 3.7.05b when I run command python -m pip show kiteconnect. Now, I am not sure which version am I using?

After importing from kiteconnect import KiteConnect
and setting keys, when I run kite.quote(['NSE:NIFTY']).
It shows the same error TypeError: quote() takes exactly 3 arguments (2 given).

zartimus

@Raunaak I tried with miniconda2 and works fine. here is what i followed

PS>conda -V
conda 4.4.10

PS>conda update conda
Solving environment: done

# All requested packages already installed.

PS>conda create -n kiteenv

PS>activate kiteenv

PS>pip install kiteconnect --upgrade --pre
Installing collected packages: kiteconnect
Successfully installed kiteconnect-3.7.0b5

PS>pip show kiteconnect
Name: kiteconnect
Version: 3.7.0b5
Summary: The official Python client for the Kite Connect trading API
Home-page: https://kite.trade
Author: Zerodha Technology Pvt ltd. (India)
Author-email: [email protected]
License: MIT
Location: c:\users\tawny\miniconda2\lib\site-packages
Requires: Twisted, autobahn, six, python-dateutil, enum34, service-identity, requests, pyOpenSSL

PS>python
Python 2.7.14 |Anaconda, Inc.| (default, Nov 8 2017, 13:40:45) [MSC v.1500 64 bit (AMD64)] on win32
Type "help", "copyright", "credits" or "license" for more information.
>>> from kiteconnect import KiteConnect
>>> client = KiteConnect("API-KEY", "ACCESS-TOKEN")
>>> client.quote(['NSE:NIFTY'])
{}
>>> client.quote(['NSE:INFY'])
{u'NSE:INFY': {u'oi': 0, u'timestamp': datetime.datetime(2018, 2, 23, 12, 10, 32), u'average_price': 1158.34, u'last_price': 1158.4, u'oi_day_low': 0, u'ohlc': {u'high': 1166, u'close': 1160.75, u'open': 1163.5, u'low': 1146.75}, u'oi_day_high': 0, u'volume': 2606296, u'depth': {u'sell': [{u'price': 1158.4, u'orders': 1, u'quantity': 24}, {u'price': 1158.45, u'orders': 4, u'quantity': 244}, {u'price': 1158.5, u'orders': 10, u'quantity': 2448}, {u'price': 1158.55, u'orders': 3, u'quantity': 20}, {u'price': 1158.6, u'orders': 8, u'quantity': 1453}], u'buy': [{u'price': 1158.15, u'orders': 6, u'quantity': 7}, {u'price': 1157.8, u'orders': 1, u'quantity': 1}, {u'price': 1157.7, u'orders': 1, u'quantity': 40}, {u'price': 1157.6, u'orders': 2, u'quantity': 27}, {u'price': 1157.55, u'orders': 1, u'quantity': 3}]}, u'instrument_token': 408065, u'last_trade_time': datetime.datetime(2018, 2, 23, 12, 10, 32), u'sell_quantity': 326410, u'buy_quantity': 210981, u'last_quantity': 1, u'net_change': 0}}

Also pykiteconnect is tested against all versions of python and miniconda envs https://ci.appveyor.com/project/rainmattertech/pykiteconnect

Hope it works

Raunaak

Hi @zartimus , Thanks for the response.

I followed the above commands. It throws the same exception as mentioned above. Before exception, cmd shows these lines:
Found existing installation: cffi 1.10.0
Uninstalling cffi-1.10.0:
Successfully uninstalled cffi-1.10.0
Rolling back uninstall of cffi

I found a link on stackoverflow which may be help to solve this: https://stackoverflow.com/questions/45307110/pip-is-rolling-back-uninstall-of-setuptools

If I am unable to upgrade to 3.7.05, then also 3.6.2 should have quote function and I might be able to use it?

Raunaak

Hi @zartimus Thanks for the help. I think some files were being used by kite and hence upgrade was not possible. When I restarted my pc, update worked nicely!!
There is one small issue. I am trying to fetch values for NIFTY futures using quote. I use the following code:
data = kite.quote(['NFO:NIFTY28MARFUT']). I recieve an empty dictionary whereas if I use data = kite.quote(['NSE:INFY']), it gives useful data. Could you please guide me to correct instrument for nifty futures?

prakash.jj

It should be 18MARFUT

Raunaak

Hi @prakash.jj , you are absolutely right. 18 Mar gives useful data. But, as per my understanding, NIFTY futures expiry on the last Thursday of every month. And 29 Mar (Thursday) is a holiday. So, shouldn't trading symbol be NIFTY28MARFUT? I am assuming the appending date is the expiry date. What does 18 Mar signify?

sujith

@Raunaak,
18 signifies the year of expiry.

Raunaak

Thanks everyone for the help