for 1 min ohlc candles, there is ohlc for candles whose volume is zero.
for example for NIFTY23D0721200PE
candle - 01-12-2023 15:10:00 has volume of 50, after which volumes are zero for all following candles.
These zero volume candles has same oh…
whenever I click 'docs' in kite.trade home page, it sends me to v3 documentation.
Also I am unable to visit Python Client Documentation page "getting page not found forbidden 403 message".
@rakeshr facing the same issue today. Below is the error.
Connection error: 1006 - connection was closed uncleanly (None)
Connection closed: 1006 - connection was closed uncleanly (None)
It has been months since I changed the code, this is the fir…
@SRIJAN @rakeshr, yes you are right, I am aware of that too, that's why I have called kws.connect before kws.subscribe part.
I am using kws.subscribe to dynamically subscribe tokens when required.
Today I faced error around 09:23, that too after…
@rakeshr, why I asked is
I am working on new sock connection algo, I am occasionally getting error,
" kws.subscribe(z_subs_list)
File "/usr/local/lib/python3.8/dist-packages/kiteconnect/ticker.py", line 569, in subscribe
self.ws.sendMessage…
@rakeshr, can you suggest what is higher number of instrument subscriptions. Because currently I am subscribing upto 50 instruments, but I believe in the near future it may increase to 100. Is 100 instruments high?
okay, @SRIJAN are you from Zerodha? don't get me wrong for asking this, because long back I remember @sujith advising me to send orders one after another in a loop. So I just want to confirm.
Thank you, but I am aware of rate limits. Currently I am sending one order after another in a loop, instead of sending one order after another can I send the orders at the same time(using multi processing)?
@rakeshr, thanks for the reply. Is there any deadline for 4.0.0? Can I stick with 3.7.7 for few months, before moving to 4.0.0, have to do major changes to my algo.
@rakeshr I am using version 3.7.7, if I update to 4.0.0 will there be any problems in my algo. I am using only nse and nfo. Is there any changes between order placement between 3.7.7 and 4.0.0.
@matti, @rakeshr
"IMPORTANT: Once TOTP is setup, you have to use the same mobile authenticator app to generate a new 6-digit TOTP every time you login."
I have one doubt here, I can use same authenticator app in different devices to login right?
@sujith, so using on_message for checking and placing is not a good idea? any ideas how to do it? Because for the past two years I am using infinite loop to constantly fetch price from mongodb and check the price. I am looking for a better way to do…
I am a novice in coding, according to my understanding on_message handler is active only when WS gets disconnected. I use on_message handler to handle WS error. So how to check price in that, can you please help me with a sample code? Think of my n…
@sujith, it seems margin data in https://api.kite.trade/margins/futures and brokerage calculator not in sync after the implementation of new margin policy.
@sujith, example for tatamotors futures margin in https://api.kite.trade/margins/futures is 65K while the actual margin margin blocked is 95K, this example is based on yesterday EOD.
@sujith, @rakeshr thanks for replying. I will explain how I am doing it, I start web socket and screener code in the morning, the web socket will have predefined subscription list based on my live positions. When screener code finds potential trades…
@sujith, data that are present in the website https://api.kite.trade/margins/futures,
[{"margin": 16.24, "co_lower": 2.25, "mis_multiplier": 0, "tradingsymbol": "ACC18NOVFUT", "co_upper": 6.0, "nrml_margin": 98005.0, "mis_margin": 44102.25},......]…
@sujith, I think I am not clear with my question. If I want full instrument dump I do kite.instruments() call, likewise is there way to get margin data that is available in https://api.kite.trade/margins/futures
@rakeshr is there an api call to get the margins in below links
https://api.kite.trade/margins/futures
https://api.kite.trade/margins/equity
https://api.kite.trade/margins/commodity
https://api.kite.trade/margins/currency
how many ti…
@rakeshr thanks for the reply but I am trying to risk manage my position by calculating the margin required upfront before placing a spread order.
Since all my trades are algo based I won't be able to check the margin required manually.
@jpariz, what I found from research is that options historical data is sold at a premium in US, which are used by institutions, and HFT firms with big money.
Like @nithin mentioned there are no brokers or vendors that offer option premium data at a…
@rjv17, what is 100 in from_date = to_date -100, is it 100 minutes?
Whatever the time_frame is, trading using historical api is not recommended because of huge latency. Due to which you will have trouble filling your orders at desired price point, w…
@nithin thanks for the reply Nithin, I am new to options trading, I am looking to find a relationship between implied volatility and realised volatility, so to calculate implied volatility one needs premium data right?
Also I found that it is avail…
@sujith, ADANIPORTS 1_day, hist data not available for dates 2015-07-01 and 2015-07-17. But for same params, data is available in NSE website. Please look into the above issue and reply
@botany02, yep thats the one, I will check it shortly
@sujith, below is the code that I used, also I have attached a screen shot
print kite.historical_data(instrument_token='22709762',from_date='2017-05-23',
to_d…
@sujith, I am using kite 3.0, already running a strategy for more than a month in kite 3.0 and its performance is very good and latency got reduced considerably, thank you for this upgrade. Only thing that is being missed - improvement in websocket …
do any of you guys know any other brokerages or data vendors who provide streaming tick data?
I have been with zerodha for a long time, but now I think it is prudent to have an alternative
@sujith, It seems API is returning incorrect data for the params
from_date='2018-01-25' ###expiray date of SBIN18JANFUT
to_date='2018-01-25
ins_token='13148162' #####corresponds to SBIN18APRFUT current month expiry
continuous = True
below is the d…
@sujith, hope U understood the issue, I canceled the partially filled 2/6 order using kite.cancel_order(order_id=order_id,variety='bo'), along with the original order my position also got closed.
@sujith, I think I am not clear. what I did today was I placed BUY bracket order for 6 shares of JUSTDIAL, but only 2 shares were bought, then I cancelled the partially filled first leg order using kite.cancel_order(order_id=order_id,variety='bo') …
@sujith, in continuation of the issue that I mentioned in the beginning I am facing the same problem still. Below are the steps I followed to cancel the order
1) fetch order_book
2) filter the order_book by order_id that I got while placing the ord…
@sujith,
for each day there should be 375 records ohlc for 1minute interval except few exceptions(like Muhurat Trading), but for example take PFC date 2018-03-08, number of records returned is 373 instead of 375, likewise there are so many mismatche…
@sujith,
I am subscribing for equity, please correct if below params is wrong
if I change the continuous = True, I am getting "invalid token or interval for continuous data"
kite.historical_data(instrument_token=779521,
from_date=2017-10-01,
to_da…
@sujith, hope this helps
from_date = 2017-10-01
to_date = 2017-10-30
ins_token = 779521
interval = 'minute'
but getting data for 9th month of 2017 also for 11th month
kite.historical_data(instrument_token=897537,
from_date='2017-10-01',to_date='2017-10-30,
interval='minute',continuous=True)
@sujith, I am regularly facing this issue, also today i am unable to get historical ohlc for above mentioned dates, also hi…
