Please let me know is there a way to fetch all NFO instruments for commodities like we do for equities(using kite.instruments('NFO')). Currently, I tried with below code but can't find all option strikes of current month expiry(17-06-2022) for CRUDEOIL. Code snippet: instrument_dump = kite.instruments('MCX') instrument_df[(instrument_df.name=='CRUDEOIL') & (instrument_df.segment=='MCX-OPT')]
Above line doesn't fetch strikes relevent to current expiry, in fact only the strikes for future expiries are available. Thanks. -Swami
Thanks @rakeshr , so the Options expiries are ahead of FUT for commodities? Is there a way to fetch these expiry dates like nsepython's expiry_list? Thanks again.
so the Options expiries are ahead of FUT for commodities?
Yes. Commodity options will expire a few days before the first tender date of the futures contract. This means, there will be a few days' gaps between the expiry of the futures contract and the options contract. Go through this article to know more.
Is there a way to fetch these expiry dates like nsepython's expiry_list?
Not available out of the box, you will have to create it at your end using the MCX exchange instrument.
2022-06-15. You can refer to below contract:61364231 239704 CRUDEOIL22JUN10350PE CRUDEOIL 0 2022-06-15Is there a way to fetch these expiry dates like nsepython's expiry_list? Thanks again.