@ZW2914
1. It is "quiet" not "quite"
2. You are assuming what you are doing is the right, just because you are using threads
3. Forum gives snippet support not detailed solution
4. Expectation of detailed solution should come from paid developers…
You need to install the package else when cron would run your code, you code would just fail
Prefer using virtualenv or conda, instead of directly pip installing
In cron cd into the folder of your program && source activate the environmen…
@ZW2914
1. Yes, possible to get OHLC of 1000+ securities in a fraction of second, let alone 100+
2. I have a smart solution and I have implemented in past. You should also think and work your way towards that kind of solution instead of expecting …
You need to flatten the nested data using pandas and then create the data frame out of it
import datetime
from pandas.io.json import json_normalize
ticks = [{'tradable': True, 'mode': 'full', 'instrument_token': 415745, 'last_price': 117.45,'last…
Am writing high level algorithm
from Queue import Queue
# Initialize Global Queue to be used by functions
# Initialize Global DataFrame to be used by functions
def func1_dataframe_update():
# Read queue using While True
# Append Dataframe with…
@alokeranjan What is the difference ? Or are you wanting key with value as list
then you should do in the last line as
my_json = {'list' : my_list}
print(my_json)
@ZW2914 why can't you read OHLC data by end of 9:19:59 ? Why is it that you cannot do a thing as simple as that and want to know an alternative, which might be more complex
@sujith am not concerned about what these stock tips people say. What was alarming was that they knew the number and corresponding name, to say that they are aware of daily trading done. Means something for sure is leaking out of Zerodha
This mobil…
@Somendra86
Cannot understand what do you mean by live market ?
You want a code that captures ticks and also calculates RSI on that tick basis ? If so, then I don't know where can such custom requirement be available over the internet
Question is detailed. If you curl and download the instrument file as csv, it can be read by excel. So what is the issue ?
If you are wanting Excel Visual Basic code to read instrument files and populate cell then search for VB Code to read URL to…
@mohitsx11
There is no hard and fast criteria, Rs 1000+ crore market capital companies are large cap, below that are mid-cap. You can consider below Rs 100+ crore market capitalization as small cap
@adjas
requests and pandas will do the magic
import requests
from io import StringIO
import pandas as pd
URL_FO_MARKET_LOTS = 'https://www.nseindia.com/content/fo/fo_mktlots.csv'
data = requests.get(URL_FO_MARKET_LOTS).content
df = pd.read_cs…
@mohitsx11
From NSE Website also. Around 1600 companies. Don't know if what you are looking for is in it or not
https://www.nseindia.com/corporates/compliance/MarketCap_31012019.xlsx
As per regulation it is not allowed to allow fully automatic trading. And that is why Zerodha cannot provide API for request token. Not that Zerodha cannot provide but it is bound by regulation
@sivadorai Access tokens are expired everyday in the morning.
Safe time to generate access token is everyday at 8:40am and you can keep using it whole day
@Amt,
1. Yes, pd.read_html is pretty simple, personally I would avoid BeautifulSoup unless absolutely necessary
2. I detailed BeautifulSoup approach in context to your first code
Also, blocking my NSE is not basis headers value
I don't use Beaut…
@adjas I think you have complicated the code for no reasons. It looks like a deliberate attempt to fit Object Oriented programming, mixed up with threads. Result is a disaster, forget about the algo, the elementary aspect is not fulfilling
Just sim…
@adjas
roguedelta.RogueDelta(portfolio, orderbook, x)
Does this function return KiteTicker Object ?
Because you are appending the return object to rogue_delta_runners array, on whose elements later you are loop and executing its member elements i…
@adjas Can you just remove your strategies and show your skeleton code ? Interesting to see where you coded incorrectly. It for sure is a bug in your code and not Kite Web Socket
And as I said push ticks in Queue in the on_ticks.
You can have two…
@adjas on reconnect kite automatically connects. As I pointed out before, please pass your thread new websocket handle.
In Linux / Unix, everything this is a file and thus what you get to read / write to it is a handle. You can print pointer / loca…
@Guhan
Use python's Queue. Use global one access from anywhere in program
Firstly, in on_ticks limit yourself to receiving ticks. Python has internal Queue object, use it to pass ticks to it here. Don't overload on_ticks with any other thing. It …
@adjas
Are you changing the state of global variable ws_connected once after it is True in on_connect ?
From where is the log "RogueDelta" printing ?
On reconnection are you sure your Thread is getting the connection handle of the new websocket…
Ok I looked at the code and what he is trying to do is
1. From points, he derived smooth curve
2. Calculated delta for slope = dy/dx and as time between two candles is constant, dx = 1
3. ltp_d is dy/dx wth dx = 1, so dy (ltp_d, means ltp delta) is…
@infotrade how far depends on your RSI Period. If you have RSI period of N, then a 2-3 times of N would be good enough to reduce variance drastically. And if you want to further reduce variance to virtually zero you can increase the size by another …
@infotrade depends on the RSI period. If your data size is N and your RSI period is 10% of N then even if superset size is 1 billion ticks, it doesn't matter. After few panning window of RSI of [N/10] period, error would reduce exponentially and the…
@amandeep179018
Let us say you have the close prices of 5-minute candle in an array variable candle_close[ ]
then last 52 candle close in pure python is
sum(candle_close[-52 : ] ) / 52
That being said, If you don't know how to do this, then you s…
@ayush I don't know what Zerodha is using but VWAP - Volume Weight Average Price means
It is the (Sum Product of Price and Volume) / Sum of Volume, which basically means you are getting price weighted basis volume traded on that price
At least tha…
Honestly, 10% fall is a big fall. I wouldn't average at 10% fall and instead see what happened. I mean why would you want to further buy in a falling meteor ? Haven't you read what happened to people in Yes Bank ?
After 10% fall any which way you h…
@ashishjindal89
Zerodha Kite Chart it seems uses Exponential Weight Moving Average not Simple Moving Average.
And I can see you are using SMA for Average Gain/Loss
Additionally, even in SMA, you are ending up averaging last N-1 elements, while I …
When a quantity is traded, there is a buyer and a seller. I think you are trying to assess is the trade ending up price direction up or down. Then yes, you can. Just see compared to last traded lot, the lot price has moved up or down
By the way if you still want to extract FnO from NSE, it is working
import requests
from bs4 import BeautifulSoup
headers = {'user-agent' : 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) \
AppleWebKit/537.36 (KHTML, like Gecko) Chrome/78.0.3…
Why are you doing all this scrapping ? And if you were, scrapping without using BeautifulSoup ?
Anyway, why don't you just use Instrument file that Zerodha provides everyday in the morning ? It has it all. If you have a Zerodha Kite account
Although I really wonder why wrote all this if you really want to just work on ORB. But let me tell you the issue is that your first if condition would always keep working as it is >= start time
And worst your second condition is a == for an exa…
@samphel First of all this program is a total mess. You don't do so much condition inside on_tick. Anyway I wouldn't want to get into that detail
To answer your question, I need to see indented python code as you can see your code copy paste has l…
I don't think you would get answers to indicator or trading approaches on this forum.
On this forum queries related to kite libraries / APIs are answered
Today also BOs were blocked on every instrument that I checked don't know about rest but it is not mentioned in this bulletin. There should be a programmatic download of historical days BO blocks and also about current day if BO is blocked
If you think about what you want to do before learning programming, you will get frustrated and feel helpless. First learn programming, without think about programming and trading together
@themohammedfaisal I saw the response just now. I tested it in the morning but still I appreciate your detailed answer.
So thank you very much. Admin can close this thread
Not these but I figured it out. One confirmation I needed
For SL Bracket Order Buy
Trigger Price is less than Buy Price
For SL Bracket Order Sell
Trigger Price is greater than Sell Price
And does the order starts filling the moment trigger price …
@ZI4453
Adding all weekends in array is an inefficient style of programming when you can check today with weekday number and identity if weekend or not. Request was only for Holidays response.
Anyway, I have modified the code. Now it just returns …
Saw this post today, so quickly wrote something in python to return holidays as an array.
You can import in your program and use it like
if today not in holidays():
os.exit(1)
Code at
https://github.com/tahseenjamal/nse_holidays
Let us say in the account I have Rs 10,000 margin at 9am and at 10am I purchased some shares. The blocked margin might be Rs 7,500 and unblocked margin would be Rs 2,500
So I was wanting to know the blocked margin of my total margin through an API
@sujith
Yes that is one way. There is one more way that am using currently. But last I read on the forum, you have new option of market entry for Bracket Orders
@sujith thanks but this API of Net P&L I understand but it is not post tax and STT and other things. I want the API or formula that you are using in the Brokerage Calculation Sheet. I want to arrive at Net P&L Post brokerage and taxes in my …
Ok so this worked in Python for kite 3.0 for Bracket Order
kite.place_order(
variety=kite.VARIETY_BO,
exchange=kite.EXCHANGE_NSE,
order_type=kite.ORDER_TYPE_LIMIT,
tradingsymbol=tradingsymbol,
transaction_type=kite.TRANSACTION_TYPE_S…
Monday - 18th December
I could exit orders that had not got executed (executed means trade entered but trigger and square off pending)
Executed orders with trigger pending and square off pending were not squared off at the market. I had to go to K…
@Kailash your details are little confusing. When you say BO with SL ? We already have SL in the Bracket Order. The moment price hits that SL Price, that stock is squared off at the market
@sujith
Finally, this worked
"https://api.kite.trade/orders/bo/171211000832542?api_key=xxx&access_token=yyy&parent_order_id= 171211000832538"
Means I need to only pass TP order_id and parent_order_id
Ok about now closing the positions t…
@tonystark
@sujith
@Pushwinder
Before that let me put things clearly
IOC SELL Bracket Order executed
Now standing SL and TP as below
name, order_id, parent_order_id
IOC 171211000832542 171211000832538 OPEN
IOC 171211000832543 171211000832538 …
@tonystark route /bo doesn't exit was the message that I got. Are you sure /bo exists ? Please check for xxx154 cancel requests that came for /bo route and got an error response
@sujith
So it is only working like this
kite.order_cancel(order_id=order['order_id'], variety="regular", parent_order_id=order['parent_order_id'])
in API also valid route is just /regular
But note it is not exiting the executed order. It is jus…
you pointed me to that document. I will copy paste the information here and tell me if it is correct
# Exit / cancel a bracket order.
import requests
response = requests.delete("https://api.kite.trade/orders/regular/151220000000000?api_key=xxx&…
Doesn't kite.order_cancel return a response instead of error ? If it returns a response, I can use it to continue else I would have to use double try/except because of this
OrderException: Please select a valid BO Order to Exit
Below is the code. Tabbing was not working so I used underscore here to show tab space
orders = kite.orders()
for order in orders:
____try:
________kite.order_cancel(str(l['order_id']), variet…
So like I pulled orders and I had for example this
order_id, parent_order_id
171207000447158, 171207000433530
171207000447159, 171207000433530
What should have been the way to cancel it ?
@sujith
One last question. So not only will this cancel orders that are executed and standing for StopLoss or Target
But will also cancel bracket orders that were never executed because their limit order was never executed and therefore don't have…
@sujith
So please confirm below
1. The bracket order is placed
2. The bracket order (buy or sell) is executed and trigger and target pending
3. order_cancel is run passing variety="bo" and parent_order_id of bracket order and this would square of…
@sujith
You mean use this
order_modify(
self, order_id, parent_order_id=None, exchange=None, tradingsymbol=None, transaction_type=None, quantity=None, price=None, order_type=None, product=None, trigger_price=0, validity='DAY', disclosed_quantity…
