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Delivery volume

sameer
sameer in General
Hi any plan to introduce delivery volume in day data. This is one of useful and widely tracked numbers
  • sameer
    sameer
    2) any plan to introduce total OI outstanding and change in OI in day data. Many follow PCR(put call ratio) charts and these numbers will be helpful to calculate PCR charts
  • Matti
    Matti
    @sameer Delivery data would take a while. Open Interest can be obtained using getQuote().
  • nithin
    nithin
    @sameer, delivery volume data can be determined only end of day, streaming them is not possible as exchange shares this data only EOD. You will have to track this on both the exchange websites personally.

    Live OI data can be fetched as @nikhil.a just mentioned above. But if you are tracking live OI data, I'd suggest you to read this on why it may not be a smart thing to do.
  • sameer
    sameer
    @nithin yes I was asking delivery volume and OI in end of day day candle data ( and not in live data)...I guess both makes sense in End of day data
  • nithin
    nithin
    hmm... end of day OI should be easy to implement, but equity delivery volume requires some work. I will put this on our feature request list.
  • sameer
    sameer
    Thanks @nithin @Nikhil.A
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