Thanks for the response. I know that.
I am using following function. I suppose if i do that for every tick it will be expensive right? there should be some flag for the data in the market location time..
from csv import DictWriter
field_names = […
It would be really nice if Zerodha API provide Greek data @sujith @blackCaesaris ..Is there any open source code to calculate reliable Greeks from the zerodha hystorical data?