Weekly option contract trading symbol

mlearner

Hi,

Is there any connect API to get trading symbol of weekly option contracts?

Say for ex: 17 Dec weekly expiry 13600 CE strike has trading symbol: NIFTY20D1713600CE

How do I get this trading symbol?

Or do I have to calculate it by writing my own logic for option contracts naming convention for trading symbols?

I know that I can get list of all NFO instruments using below code, but the list is too big and pulling exact weekly trading symbol on the basis of my own logic can be error prone since weekly contracts have a weird nomenclature for trading symbol.

instrument_list=kite.instruments(exchange='NFO')

Thanks.

rakeshr

@mlearner
We don't have any specific API to fetch weekly option contracts. You will need to filter it out from the complete instrument dump using the exchange name,etc.

mlearner

Ok @rakeshr.

In that case, can you please throw some light on naming convention of weekly contracts?

NIFTY20D1713600CE

My understanding of format: "NIFTY" + "YEAR(last 2 digits)" + "First Letter of Month" + "Expiry Date" + "Strike Price" + "CE or PE"

So for coming months weekly options, can I assume following naming?

7th Jan weekly expiry, 13600 CE contract
NIFTY21J0713600CE

4th Feb weekly expiry, 13600 CE contract
NIFTY21F0413600CE


Thanks.

sujith

@mlearner,
You can know more here.

mlearner

Thanks @rakeshr.

machoman

Thanks a Lot, symbol format is correct

machoman

hanks a Lot, symbol format is correct @mlearner