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catching intra-day new option contracts
Some times new contracts are added intra-day. For example today 6 new contracts became available intraday. TATAGLOBAL CE&PE strike 395, 400, 405.
I downloaded a fresh instrument list and it wasn't in the list. I looked in kite, it wasn't there.
As from the NSE page we can see the three Call strike had considerable volume. NSE volume is in contracts (lot sz = 2,700)
there needs to be a check in place to catch these new contracts and update API users of the same.