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In this Discussion
June 2019
Imran
Get data of NIFTY NFO expired contracts minute wise
goradiasagar72
June 2019
in
Python client
This is the code which I am using to get the data of Nifty NFO
But i want to retrieve data for each and every minute
Code: kite.quote(["NFO:NIFTY19JUNFUT"])
Output:
{'NFO:NIFTY19JUNFUT': {'instrument_token': 14628098,
'timestamp': datetime.datetime(2019, 6, 26, 16, 56, 42),
'last_trade_time': datetime.datetime(2019, 6, 26, 15, 29, 59),
'last_price': 11862,
'last_quantity': 300,
'buy_quantity': 365175,
'sell_quantity': 235800,
'volume': 11058300,
'average_price': 11836.69,
'oi': 14129775,
'oi_day_high': 14357175,
'oi_day_low': 13306950,
'net_change': 0,
'lower_circuit_limit': 10678,
'upper_circuit_limit': 13050.85,
'ohlc': {'open': 11774.9, 'high': 11890, 'low': 11767.1, 'close': 11810.3},
'depth': {'buy': [{'price': 11861.45, 'quantity': 150, 'orders': 1},
{'price': 11861.4, 'quantity': 300, 'orders': 3},
{'price': 11861.3, 'quantity': 150, 'orders': 1},
{'price': 11861, 'quantity': 75, 'orders': 1},
{'price': 11860.8, 'quantity': 300, 'orders': 2}],
'sell': [{'price': 11862, 'quantity': 150, 'orders': 1},
{'price': 11862.45, 'quantity': 300, 'orders': 1},
{'price': 11862.5, 'quantity': 75, 'orders': 1},
{'price': 11862.7, 'quantity': 75, 'orders': 1},
{'price': 11862.8, 'quantity': 150, 'orders': 1}]}}}
Imran
June 2019
to get minute/ candle wise ... candles have to be generated at our own end
go through this thread..
https://kite.trade/forum/discussion/6098/5min-candle-using-live-stream-data#latest
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go through this thread.. https://kite.trade/forum/discussion/6098/5min-candle-using-live-stream-data#latest