More Contracts missing Instrument Token in instrument dump

razcads
razcads edited September 2019 in Python client
Hi
I see more derivatives that are missing from the kite.instruments dump. I rechecked my code as well and took dumps of the detail given by kite.instruments. For SILVER, SILVERMIC, SILVERM I am seeing only one record. Whereas most other derivatives provide atleast 3 or more records.
Example of Errored SILVERM
Instrument detail for SILVERM: 1: {'instrument_type': 'FUT', 'tick_size': 1.0, 'name': '', 'exchange': 'MCX', 'last_price': 0.0, 'expiry': datetime.date(2019, 11, 29), 'tradingsymbol': 'SILVERM19NOVFUT', 'lot_size': 1, 'instrument_token': 54408455, 'strike': 0.0, 'segment': 'MCX', 'exchange_token': '212533'}
Error: Next month record not found for derivative: SILVERM

Expected Records for example CRUDEOILM
Instrument detail for CRUDEOILM: 1: {'instrument_type': 'FUT', 'tick_size': 1.0, 'name': '', 'exchange': 'MCX', 'last_price': 0.0, 'expiry': datetime.date(2019, 9, 19), 'tradingsymbol': 'CRUDEOILM19SEPFUT', 'lot_size': 1, 'instrument_token': 54803207, 'strike': 0.0, 'segment': 'MCX', 'exchange_token': '214075'}
Instrument detail for CRUDEOILM: 2: {'instrument_type': 'FUT', 'tick_size': 1.0, 'name': '', 'exchange': 'MCX', 'last_price': 0.0, 'expiry': datetime.date(2019, 10, 21), 'tradingsymbol': 'CRUDEOILM19OCTFUT', 'lot_size': 1, 'instrument_token': 54872327, 'strike': 0.0, 'segment': 'MCX', 'exchange_token': '214345'}
Instrument detail for CRUDEOILM: 3: {'instrument_type': 'FUT', 'tick_size': 1.0, 'name': '', 'exchange': 'MCX', 'last_price': 0.0, 'expiry': datetime.date(2019, 11, 19), 'tradingsymbol': 'CRUDEOILM19NOVFUT', 'lot_size': 1, 'instrument_token': 54937607, 'strike': 0.0, 'segment': 'MCX', 'exchange_token': '214600'}
Instrument detail for CRUDEOILM: 4: {'instrument_type': 'FUT', 'tick_size': 1.0, 'name': '', 'exchange': 'MCX', 'last_price': 0.0, 'expiry': datetime.date(2019, 12, 18), 'tradingsymbol': 'CRUDEOILM19DECFUT', 'lot_size': 1, 'instrument_token': 55016711, 'strike': 0.0, 'segment': 'MCX', 'exchange_token': '214909'}
  • sujith
    Are you looking at the whole instruments list or instruments for an exchange?
  • razcads
    Instruments for each exchange. I filter it out by NFO, CDS and MCX
  • sujith
    Can you elaborate more? The logs you have pasted here does show instrument token?
    Are you saying there is multiple entries for each of these above-pasted instruments?
  • razcads
    kite.instruments is not giving me instrument token for future contracts such as
    SILVERM20FEBFUT, SILVER20MARFUT, SILVERMIC20FEBFUT
    looks like instrument token for 2020 contracts are not available.
  • rakeshr
    @razcads
    We checked for the above three contracts and instrument_token for all are being shown in instrument file downloaded from here.
    54789639,214022,SILVERM20FEBFUT,,0.0,2020-02-28,0.0,1.0,1,FUT,MCX,MCX
    54789895,214023,SILVER20MARFUT,,0.0,2020-03-05,0.0,1.0,1,FUT,MCX,MCX
    55168007,215500,SILVERMIC20FEBFUT,,0.0,2020-02-28,0.0,1.0,1,FUT,MCX,MCX

  • razcads
    Ok many thanks for looking into it.. the error was at my end.. now sorted out.
  • razcads
    razcads edited September 2019
    hey wait.. I see some inconsistent data in your instrument dump..
    SILVERMFEB20APR20FUT, SILVERMNOV19APR20FUT, SILVERMAR20MAY20FUT
    What are the above futs? Such data should not be there. This seems to be a definite bad data.. Can you explain?
  • sujith
    Hi @razcads,
    I can see these symbols in the instrument master dump. I will forward this to the concerned team.
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