☰
›

No change in OI for NIFTY Options - 06May21

ramatius
ramatius in API clients
Hi,
The NIFTY Options OI values are not changing for ALL strikes. But the OI values on NSE website are changing.

Pls look into this and resolve. Urgent.

Regards,
Ramakrishnan Selvaraj
quantindia.in
Tagged:
  • rakeshr
    rakeshr
    @ramatius
    We just verified for NIFTY2150614700CE[instrument token-10817026] WebSocket streaming data. OI value is updating fine.
    {'date': datetime.datetime(2021, 5, 6, 10, 31, tzinfo=tzoffset(None, 19800)), 'open': 19.55, 'high': 19.6, 'low': 17.95, 'close': 18, 'volume': 448350, 'oi': 6039300},
    {'date': datetime.datetime(2021, 5, 6, 10, 32, tzinfo=tzoffset(None, 19800)), 'open': 17.8, 'high': 19.3, 'low': 17.35, 'close': 19.1, 'volume': 416025, 'oi': 6134625}
    Can you let us know, exact contract you are facing issue?
  • ramatius
    ramatius

    The OI values have started changing from 09:53:05 at our end.
    From one of the algo logs,
    At 09:53:00,
    INFO : DATA: NIFTY21MAY14500CE START PRICE/OI 416.85/1385775, CURRENT 436.8/1385775, PRICE DIFF 4.79% OI DIFF 0%
    INFO : DATA: NIFTY21MAY14500PE START PRICE/OI 221.1/2412675, CURRENT 209.8/2412675, PRICE DIFF -5.11% OI DIFF 0%
    INFO : DATA: NIFTY21MAY14600CE START PRICE/OI 356.85/749400, CURRENT 372.95/749400, PRICE DIFF 4.51% OI DIFF 0%
    INFO : DATA: NIFTY21MAY14600PE START PRICE/OI 258.75/1328250, CURRENT 245/1328250, PRICE DIFF -5.31% OI DIFF 0%
    INFO : DATA: NIFTY21MAY14700CE START PRICE/OI 297.45/798675, CURRENT 311.5/798675, PRICE DIFF 4.72% OI DIFF 0%
    INFO : DATA: NIFTY21MAY14700PE START PRICE/OI 298.4/675000, CURRENT 283/675000, PRICE DIFF -5.16% OI DIFF 0%

    At 09:54:00,
    INFO : DATA: NIFTY21MAY14500CE START PRICE/OI 416.85/1385775, CURRENT 437.15/1384050, PRICE DIFF 4.87% OI DIFF -0.12%
    INFO : DATA: NIFTY21MAY14500PE START PRICE/OI 221.1/2412675, CURRENT 209.8/2472375, PRICE DIFF -5.11% OI DIFF 2.47%
    INFO : DATA: NIFTY21MAY14600CE START PRICE/OI 356.85/749400, CURRENT 371.65/765300, PRICE DIFF 4.15% OI DIFF 2.12%
    INFO : DATA: NIFTY21MAY14600PE START PRICE/OI 258.75/1328250, CURRENT 245.25/1354950, PRICE DIFF -5.22% OI DIFF 2.01%
    INFO : DATA: NIFTY21MAY14700CE START PRICE/OI 297.45/798675, CURRENT 310.65/830475, PRICE DIFF 4.44% OI DIFF 3.98%
    INFO : DATA: NIFTY21MAY14700PE START PRICE/OI 298.4/675000, CURRENT 283.35/680175, PRICE DIFF -5.04% OI DIFF 0.77%

    However, there was significant difference between the OI values coming from zerodha and the values shown in NSE option chains webpage.

    Hope it catches up soon.

    Regards,
    Ramakrishnan S
    quantindia.in
Sign In or Register to comment.