Has anyone also thought about profitable algo codes getting leaked because of multiple stakeholders involved in this entire process of review and approval at exchange & broker level?
Humble request to everyone in the community to please send their feedback and suggestions at [email protected] asap with email subject: "Algorithmic Trading by Retail Investors."
I found the below 2 points in the paper to be most concerning. If…
At least make SEBI aware of the situation, and tell them that PWD customers are asking for an alternative.
I was moved after reading @JeetKumar's post.
Zerodha is known to be customer centric. Should try raising this point with SEBI for PWD custom…
@Matti - Can you at least advance the token flush time to 12:00 am or 1:00 am for a trading day so that manual login can be done previous night itself and we can generate access tokens for the day quite early.
Otherwise we have to time ourselves da…
@Matti - Can you at least advance the token flush time to 12:00 am or 1:00 am for a trading day so that manual login can be done previous night itself and we can generate access tokens for the day quite early.
Otherwise we have to time ourselves …
Sad announcement for KiteConnect users. How can we compete with prop desks, HFT & hedge funds if we get entangled in these basic auth requirements everyday. Not a level playing field. I agree KiteConnect monthly fees should come down.
As per @explorer's comment -
"Lets say when order placement fails, wait for 15-20 seconds if order is not available in order book, it will not be placed by OMS? Is it possible to provide us users this guarantee? Otherwise we are trading in the da…
2) From kite.margins() call at 22/07/2021 9:18:10 AM,
File \"/usr/lib/python3/dist-packages/urllib3/connectionpool.py\", line 421, in _make_request
six.raise_from(e, None)
File \"\", line 3, in raise_from
File \"/usr/lib/python3/dist-packages/urllib…
I also got these 2 errors on 22 Jul '21 in first few minutes. Sharing detailed stack trace.
1) From kite.place_order() at 22/07/2021 9:20:08 AM.
Had placed 8 different orders, only 1st order succeeded and got below exception after that.
Now i…
"There is also a 200 order placement per minute limit by the API."
"Apart from this, Zerodha RMS has an account level limit of 2000 MIS orders per day and 2000 BO/CO per day limit."
Thanks @rakeshr. This is helpful.
Glad to know that there is som…
Becomes difficult to segregate NFO-OPT from NFO-FUT in positions response unless we do string based filtering on 'tradingsymbol' like if it contains 'FUT' then segment is NFO-FUT, or if it contains 'PE' or 'CE', segment is NFO-OPT. This can be error…
And similarly, kite.orders() also has 'segment' / 'instrument_type' missing in its response, only has 'exchange' which is common for both FUT / OPT -
{'placed_by': 'XI2093', 'order_id': '210621000898374', 'exchange_order_id': '1000000010640841', '…
@rakeshr -
1) For generating fresh access token we have to first re-login to Kite using password & TPIN / TOTP everyday in morning as you get logged out at around 5 am everyday.
2) Then only the below API call goes through to generate reques…
You can use order_margin method to make the order margin calculation call. You can refer python example code for the same here.
@rakeshr - The python call as mentioned in sample code is not working for me.
margin_detail = kite.order_margins(order_…
One more doubt, since I can only make a finite recursive calls in Python (999 to be precise), if the network issue between Kite and OMS persists for a longer duration say for 5 min or so(could be realistically even higher), all my retry attempts wou…
Understood the thread @rakeshr. Will check net positions only.
But I could not understand why my day positions are showing non 0 value for quantity even though I do not have any open positions(MIS or NRML) for those strikes.
Also I missed mentio…
Hey Sujith,
I checked 'net' positions. It is correctly showing quantity values for only my open positions.
I am wondering what is 'day' positions data for then? It is still showing very random values for quantity. I have been using 'day' position…
@sujith - I meant intimation sent to KiteConnect subscribers in real time (through Email/SMS/WhatsApp notifications) when critical API fails.
Bulletin link that you shared did not mention anything about Connect API failure that happened yesterday.…
@sujith -
Is there a way KiteConnect team can trigger automatic alert (through Email / SMS or App notification) to all Kite API subscribers about such kind of API failures?
We will not even know if these issues are happening unless tracked manually…
+1 facing below error. Completely blocked.
Is there a way KiteConnect team can trigger automatic alert (through Email / SMS or App notification) to all Kite API subscribers about such kind of API failures?
We will not even know if these issues …
Does Historical Data API provide historical OI data for active option contracts?
For ex: for NIFTY2110714000PE at 3:00 pm on a trading day, can I get OI data for say 12:00 pm, 12:30 pm and so on..?
I think this is a very basic expectation to hav…
Ok @rakeshr.
In that case, can you please throw some light on naming convention of weekly contracts?
NIFTY20D1713600CE
My understanding of format: "NIFTY" + "YEAR(last 2 digits)" + "First Letter of Month" + "Expiry Date" + "Strike Price" + "CE o…
Getting exactly 75 values right now for 5-min OHLC when I am firing Historical Data API with below from time, to time.
from_date = datetime.datetime(2020, 12, 4)
to_date = datetime.datetime(2020, 12, 5)
Was historical API having any issue yesterd…
Then definitely there was an issue with session generation (during the timestamp when I attempted it) as per exception trace shared above.
And the fact that this issue went away with API Secret key reset, makes it even more serious. We don't chang…
@rakeshr -
Thanks for reply. I debugged further basis your revert.
data = kite.historical_data(instrument_token, from_time, from_time, constants.CANDLE_5MIN)
When I give from_time & to_time same values in above API call (say either 9:15 am o…
In fact, you can see more than 20 point difference in 'close' data for 2020-11-05 09:30:00+05:30.
You would know 20 point difference in Nifty 50 data means a lot!
No @rakeshr. I am running my Python script on Mac OS. Command line execution is giving above error. Tried running it in Sublime Text editor too using its build command Cmd + B. Same error.
Like I mentioned, I am able to connect to KiteConnect witho…
+1
Facing same issue. This is highly unexpected. Request to please make login flow stable and more reliable.
Facing below time out exception while trying to retrieve access token.
kiteconnect.exceptions.DataException: Unknown Content-Type (text/h…
I have recently subscribed to Historical Data.
Is it possible to provide Nifty 50 intraday data for time period prior to Jan 2015?
5 years is a bit less for backtesting critical algos.
@sujith - I got all ticks till market closing yesterday. Not sure what went wrong on 21 July. I will update this thread again if I find similar issue.
Thanks for clarifying about epoch start time.
@sujith - Sure, I understand.
Just updating that I could make db save work successfully. Was not using proper tick data variable to store data.
We can close this thread.
@sujith Thanks for your quick response. Like I mentioned, I have below methods defined already in my code and kws.connect() is returning tick data in Python console for me.
Just that I am not able to save this tick data in my mongodb collection. I…
The way it works is if there is a change in the data the exchange has published then Kite Ticker will broadcast the same.
@sujith - Could not understand your reply clearly. I went through the thread link. Quite helpful. What I understand by reading …
What time period OHLC are you looking for? Day or intra-day intervals(minute,hour,etc). For day's OHLC, you can use Quote APIs. Go through this documentation.
I am looking for 5-min intraday OHLC values for options/stocks. So say at 1 pm on any tra…
Since we have to also serialize the JSON and then iterate over serialized object, I am not sure if there is a efficient way to do it. I am doing it like below at present. This is a working code that pulls all "OPEN" orders -
c = kite.orders()
…
Ok. Is there any plan to provide options data in short term? And is Nifty 50 Index data at least available at 1-min interval?
Can you please suggest few authentic vendors? Will be difficult to hunt as there are so many fake sites claiming to provi…
Does Kite Connect provide historical Nifty index options data for weekly/monthly contracts?
If yes, how much in the past is the data available and at what minimum time interval (1-min, 2-min...)?
If no, how can we backtest index option strategie…
Ok @sujith. I referred to personal use only. I read somewhere that to automate trades you need a Dealer Terminal. So what I understand is following -
-"Using Kite Connect subscription, I will be able to automate my trading algo and execute trades …
If I take Kite Connect subscription, will I be able to automate my trading algo and execute trades automatically or do I need a Dealer Terminal for it?
Checked FAQ list above, but not clear. Please reply.
