What are calls and puts volume, bid qty and price, change in OI, when getting quotes for NFO-OPT

V2R
When I hit https://api.kite.trade/quote?i=15186434 (NFO-OPT: ACC for strike-1600) I get below response:
{'instrument_token': 15186434, 'timestamp': '2019-08-02 15:07:16', 'last_trade_time': '2019-08-02 14:59:25', 'last_price': 15.4, 'last_quantity': 400, 'buy_quantity': 56800, 'sell_quantity': 42400, 'volume': 98000, 'average_price': 16.02, 'oi': 66400, 'oi_day_high': 71600, 'oi_day_low': 60800, 'net_change': 0, 'lower_circuit_limit': 0.05, 'upper_circuit_limit': 56.35, 'ohlc': {'open': 14, 'high': 19.8, 'low': 12.2, 'close': 15.85}, 'depth': {'buy': [{'price': 15.05, 'quantity': 800, 'orders': 2}, {'price': 15, 'quantity': 1200, 'orders': 3}, {'price': 14.95, 'quantity': 400, 'orders': 1}, {'price': 14.75, 'quantity': 400, 'orders': 1}, {'price': 14.7, 'quantity': 400, 'orders': 1}], 'sell': [{'price': 15.35, 'quantity': 400, 'orders': 1}, {'price': 15.45, 'quantity': 400, 'orders': 1}, {'price': 15.5, 'quantity': 400, 'orders': 1}, {'price': 16.2, 'quantity': 1200, 'orders': 1}, {'price': 16.95, 'quantity': 2000, 'orders': 1}]}}
In above we don't get any information about calls/puts change in OI, volume, bid and ask, where as in NSE we get call the values.
How to get these values?
  • sujith
    You do get the data. You can refer to the documentation here.
  • V2R
    V2R edited August 2019
    @sujith The nseindia.com shows only 1 value for buy/ask order whereas the API above shows around 4 entries, what should be considered here?
    Plus, for ACC19AUG14400PE strike price- 14400, gives a volume of 10800, where as- nseindia shows puts volume - 27. How?
  • V2R
    Can someone please answer?
  • sujith
    We show the exact volume but the NSE shows the number of lots.
  • V2R
    @sujith and about this:-
    The nseindia.com shows only 1 value for buy/ask order whereas the API above shows around 4 entries, what should be considered here?
Sign In or Register to comment.