I have two major queries I'd like a clarification on:
Does Kite Connect offer historical Futures data? I am asking this because the documentation mentions an example of accessing NIFTY Futures. However, after extracting the instrument dump as shown in the documentation, I could not find the Instrument IDs corresponding to Futures, all entries corresponded to EQ series. Even the ID used in the example belongs to a stock.
Can anyone guide me through the required steps to generate real-time Option Chains? I want to generate and store real-time option chains for various equities through the API. I found this very helpful python wrapper on Github, but the code does not work owing to a pickle error, which has also been raised as an issue in the repository. If anyone here has successfully implemented the same, kindly help me understand how I can get it done too.
Yes, historical data is available for NFO futures.
However, after extracting the instrument dump as shown in the documentation, I could not find the Instrument IDs corresponding to Futures
Did you check in full instrument list? This contains instrument_token for all trading contracts for the day. For eg: 15670018,61211,NIFTY21MAYFUT,"NIFTY",0,2021-05-27,0,0.05,75,FUT,NFO-FUT,NFO
Can anyone guide me through the required steps to generate real-time Option Chains?
The above wrapper is not an official library but a hobby project built alongside . Didn't get time to check on that, but Initial debug shows, pickle error started popping up for few users because of the recent addition of computation heavy IV field in ticker response. I Will check on this, as I get time. Maybe you can fork and remove that IV part and check. Edit: Have fixed the thread handling issue for above package. For more info refer to this.
This contains instrument_token for all trading contracts for the day.
For eg:
15670018,61211,NIFTY21MAYFUT,"NIFTY",0,2021-05-27,0,0.05,75,FUT,NFO-FUT,NFOThe above wrapper is not an official library but a hobby project built alongsideDidn't get time to check on that, but Initial debug shows, pickle error started popping up for few users because of the recent addition of computation heavy IV field in ticker response. I Will check on this, as I get time. Maybe you can fork and remove that IV part and check.
Edit: Have fixed the thread handling issue for above package. For more info refer to this.