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Open interest data not matching with NSE open interest data

rpatil88
rpatil88 in Market data (WebSockets)
I'm looking at OI data for CE and PE options for various scripts. In many cases OI data is not matching with what I see on NSE option chain.

In some case NSE option chain has no OI for multiple strike prices, but kite 3.0 shows OI for the same strike prices.

Can you please fix this? Or let me know if I'm missing anything.
Tagged:
  • rpatil88
    rpatil88 edited May 2018
    For ex. BPCL18MAY510PE on 11th May kite3.0 api shows OI as 0 where as NSE option chain and other sources shows OI as 1800.

    This is clear discrepancy.

    @sujith
  • rpatil88
    rpatil88

  • rpatil88
    rpatil88
    This is kite screenshot showing OI/volume for bpcl18May510PE

    kite.png 701.8K
  • pankaj9
    pankaj9
    First of OI & Volume is not same. You can clear see in your nse option chain screen shot that BPCL May 510 put was not traded on that day as Volume is not showing any thing.
  • sujith
    sujith
    This is because post-market data is not streamed by the exchange. We are working on integrating this into our system.
    Kite will keep showing the last tick data received during the market for now.
  • rpatil88
    rpatil88 edited May 2018
    But NSE option chain showing OI as 1800, kite should also reflect same OI isn't it? Or we don't show OI in kite?
  • rpatil88
    rpatil88
    @pankaj9 I'm pulling OI data using kite3.0 api, above screenshot is just for reference. Whenever I'm pulling OI data as Quote it has OI field. This OI data and NSE OI data is not matching.
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