Hi Sujith, Thanks for your help. But somehow i remember that this API can be used only for live quotes.
Can i use this for historical data as well i would need that data for back testing my algorithm? And also this gives us Open Interest but not the advance\decline ratio. I can built a function to calculate advance\decline ratio by calling quotes on all the EQ instruments, but that would be pretty costly and also network latency will kill the algo.
Is there a way you guys can provide that data as well?
You can use getQuote()
Can i use this for historical data as well i would need that data for back testing my algorithm? And also this gives us Open Interest but not the advance\decline ratio. I can built a function to calculate advance\decline ratio by calling quotes on all the EQ instruments, but that would be pretty costly and also network latency will kill the algo.
Is there a way you guys can provide that data as well?
I am afraid we cannot provide API for open interest because we don't store open interest.
AFAIK there is no open interest for Equity.
You can calculate it using websocket only. Just use close and LTP of the scrips you want.