@srijan - thank you! Could you suggest a way around to work with multiprocessing for the same, without circumventing your limits? Is there is a way to check number of requests already in queue before a call is made from the subprocesses?
Also, putt…
@srijan Thank you, that explains well. I also read there "Option buying in all strikes as long as it is a part of a hedge strategy with an existing short option position."
So, if my orders consist of existing short positions, will this restriction …
@srijan I was trying to execute few trades on sensibull, some trades were rejected stating that "exchange does not permit opening 'fresh' positions in strikes outside specified bounds for the near month expiry options, except through orbis platform"…
@srijan Thank you, this file contains only the 'scrips' which are under ban. It does not have list of strikes which act as upper and lower bound for index options.
Is there a way to get that "csv" file from somewhere?
@sujith Could you educate me about what are the pecuniary terms as per contractual agreements between client and Zerodha, in case a client suffers actual loss due to erroneous data? Would zerodha reimburse such loss?
@rakeshr Hello, could you please update, am getting bit nervous with reliability, spending too much unnecessary time now to check whether data downloaded is correct or not
@srijan
Another broker has offered us minute candles since 2016 for commodities. We will need to open an account with them afresh for using their API.
Is there a chance that Zerodha will make it available soon so that we dont have to open another …
it works only with 'day' data, not with 'minute'. Is there a way to get minute data?
from data i cannot figure out, which month it pertains to - i am passing token for Feb22 - and querying for 2021 jan to feb - will it return feb21 token data in jan…
@srijan sorry to ask again, i am not able to understand, could you give an example for say JAN 2015 futures of gold, the symbol would be GOLD15JANFUT.
How do I get instrument token for this symbol?
@srijan thanks for quick reply, if I understand correctly, I can get Futures data for say GOLD for as old as 5 years (not options)? How do i get instrument tokens for expired contracts of past period? in dump we have only live instrument_tokens
instruments dump does not have any field which signifies constituents information. Looping through means, I have to prepare a list of nifty constituents manually, then obtain tokens from dump.
Is there any softer and simpler way to get these withou…
@rakeshr Yes you are right, impact cost signifies the diff. in depth i.e. you buy all qunatities at 'ask' and simultaneously sell all qty at 'bid' - what is the loss you make.
if you may henceforth include this and following in historical data, it …
Is historical 'margin' available under historical data? sending a margin request today, sends live margin information, for historical data, is it possible to get margin that existed as on the timestamp of data?
replacing actual LTP by theoretical settlement price (for illiquid contracts) vitiates the sanctity of 'trading' data. a separate column 'settlement_price' should be included in data (only in historical for it will be after market close only)
i think bhav copy doesn't contain settlement price. it is the price at which futures positions are settled every day. currently i don't see settlement price in tick data, not even after 7 pm. this data is important to get to calculate settlement est…
