Hi, The Open Interest (OI) field is not seen in the tick data JSON in QUOTE mode for FNO symbols. Has this been removed? The documentation here says OI is there. Can you pls check ?
@rakeshr Thanks for the quick response. So it is available only in FULL mode. We are using QUOTE mode.
Is it possible to include OI in QUOTE mode? Problem with full mode is the max symbol count limit of 500. The weekly & monthly expiry symbol count runs into 1000+.
OI value is coming fine.We just checked quote call for NFO instrument IOC19DECFUT.
DEBUG:urllib3.connectionpool:https://api.kite.trade:443 "GET /quote?i=NFO%3AIOC19DECFUT HTTP/1.1" 200 None
{'NFO:IOC19DECFUT': {'instrument_token': 12582658, 'timestamp': datetime.datetime(2019, 12, 11, 11, 17, 7), 'last_trade_time': datetime.datetime(2019, 12, 11, 11, 16, 59), 'last_price': 122.9, 'last_quantity': 3500, 'buy_quantity': 861000, 'sell_quantity': 1393000, 'volume': 2800000, 'average_price': 122.58, 'oi': 28703500, 'oi_day_high': 29120000, 'oi_day_low': 28703500, 'net_change': 0, 'lower_circuit_limit': 109.5, 'upper_circuit_limit': 133.85, 'ohlc': {'open': 121.9, 'high': 123.65, 'low': 121.65, 'close': 121.65}, 'depth': {'buy': [{'price': 122.9, 'quantity': 7000, 'orders': 2}, {'price': 122.85, 'quantity': 21000, 'orders': 6}, {'price': 122.8, 'quantity': 10500, 'orders': 3}, {'price': 122.75, 'quantity': 14000, 'orders': 4}, {'price': 122.7, 'quantity': 31500, 'orders': 9}], 'sell': [{'price': 123, 'quantity': 3500, 'orders': 1}, {'price': 123.05, 'quantity': 3500, 'orders': 1}, {'price': 123.1, 'quantity': 10500, 'orders': 3}, {'price': 123.15, 'quantity': 17500, 'orders': 5}, {'price': 123.2, 'quantity': 21000, 'orders': 6}]}}}
Yeah, above is checked for python client full mode quote call API.
Below response for python client websocket streaming for NFO instrument IOC19DECFUT.OI value is highlighted.
{'tradable': True, 'mode': 'full', 'instrument_token': 12582658, 'last_price': 127.3, 'last_quantity': 3500, 'average_price': 125.9, 'volume': 6107500, 'buy_quantity': 1165500, 'sell_quantity': 1606500, 'ohlc': {'open': 125.0, 'high': 127.45, 'low': 124.3, 'close': 124.3}, 'change': 2.4135156878519712, 'last_trade_time': datetime.datetime(2019, 12, 12, 14, 41, 58), 'oi': 28490000, 'oi_day_high': 28588000, 'oi_day_low': 28255500, 'timestamp': datetime.datetime(2019, 12, 12, 14, 42, 59), 'depth': {'buy': [{'quantity': 7000, 'price': 127.35, 'orders': 2}, {'quantity': 17500, 'price': 127.3, 'orders': 2}, {'quantity': 31500, 'price': 127.25, 'orders': 5}, {'quantity': 17500, 'price': 127.2, 'orders': 5}, {'quantity': 42000, 'price': 127.15, 'orders': 5}], 'sell': [{'quantity': 7000, 'price': 127.45, 'orders': 2}, {'quantity': 28000, 'price': 127.5, 'orders': 8}, {'quantity': 28000, 'price': 127.55, 'orders': 7}, {'quantity': 38500, 'price': 127.6, 'orders': 8}, {'quantity': 49000, 'price': 127.65, 'orders': 9}]}}
Is it possible to include OI in QUOTE mode? Problem with full mode is the max symbol count limit of 500. The weekly & monthly expiry symbol count runs into 1000+.
Pls consider.
Regards,
Ramakrishnan S
quantindia.in