Live option chain

How to get the live (and historical) option chain data using the kiteconnect?
  • rakeshr
    We don't have individual APIs to fetch the option chain for any contract.You can loop through all the required contract/strike , fetch its OI value and form the option chain at your end.
  • sharathsankar
    @rakeshr I tried with all the 2740 calls and puts for Nifty. PCR Ialculated from it was way too wrong from actuals. But all the derivative instruments are not listed I believe, for instance instrument tokens for those CE/PE contacts expiring on 2nd Jan, 9th Jan, etc are not available
  • saahiil
    @rakeshr Can we directly get Nifty 50 total number of call holders from API ?
    If yes, can you please assist how to get it ?
  • rakeshr
    No, there is no direct API for fetching all Nifty 50 call/put option contracts.
    You can do something as explained below to create an option chain at your end of any given contract.
    1> Write a method that fetches all trading option contracts for the required instrument.
    #Fetch complete instrument dump
    #Filter required exchange,segment and tradingsymbol of the required instrument
    #This should give all trading contracts for the required instrument,
    #store those contracts in list or dictionary to later fetch oi and
    #other value from Quote call/Websocket Streaming.
    2> Write a method that fetches oi, volume, LTP,%change, etc for all those filtered contracts collected in 1st method using Quote APIs/Websocket streaming and keep appending them in nested dictionary/other data structure as per expiry month or other value as per your need. Something as below. Eg. {'20MAY' : {NFO:NIFTY20MAY8900PE {''oi': 251550,'volume': 907200,...},
    {'NFO:NIFTY20MAY8950CE':{'oi': 1732875,'volume': 15337800,...},...}
    {'20JUNE' : {NFO:NIFTY20JUN8900PE {''oi': 171525,'volume': 227400,..},..}

    You can use the above month-wise option contract nested dictionary for your option chain.

  • rakeshr
    Python users can try out this open python package to fetch the option chain for equity derivatives.
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