Live streaming option chain for equity derivatives using Kite connect Websocket.
This package uses Redis as storage backend. Here Redis is used to store real time streaming websocket data and instruments detail i.e all option strike details for contracts. Combination of these data structure are used to create real-time option chain stream for any given instrument.
pip install optionchain_stream
Field | Type | Detail |
---|---|---|
api_key | string | Kite connect API key |
secret_key | string | Kite connect API secret |
request_token | string | Kite connect one-time token obtained after the login flow |
option_symbol | string | Symbol of the instrument(eg: NIFTY, SBIN, ONGC, etc) |
option_expiry_date | string | Option expiry date in yyyy-mm-dd format(eg: '2021-02-25', '2021-04-29') |
from optionchain_stream import OptionChain
OptionStream = OptionChain("api_key", "secret_key", "request_token",
"option_symbol", "option_expiry_date in yyyy-mm-dd format")
# Eg: OptionChain('XXXXXX', 'XXXXXXX', 'XXXXXX',
'ONGC', '2021-02-25')
# Sync master instrument data to DB(redis)
# This sync is required only once daily at initial run
OptionStream.sync_instruments()
# Stream option chain data in real-time
StreamData = OptionStream.create_option_chain()
for data in StreamData:
print(data)
Responses are JSON messages.
...., 'change': 54.09090909090908, 'oi': 7700},{'token': 24268034, 'symbol': 'ONGC21FEB87PE', 'last_price': 1.5, 'volume': 61600, 'change': 0.0, 'oi': 400400, 'iv': 80.46},
{'token': 24268290, 'symbol': 'ONGC21FEB88CE', 'last_price': 10.6, 'volume': 0, 'change': -12.033195020746897, 'oi': 15400,
'iv': 74.17}, {'token': 24268546, 'symbol':
'ONGC21FEB88PE', 'last_price': 1.75, 'volume': 53900, 'change': 25.000000000000007, 'oi': 261800, 'iv': 74.17}, {'token': 24268802, 'symbol': 'ONGC21FEB89CE',
'last_price':10.6, 'volume': 15400, 'change': -5.77777777777778, 'oi': 107800, 'iv': 66.1},
{'token': 24269058, 'symbol': 'ONGC21FEB89PE', 'last_price': 1.85, 'volume': 184800, 'change': -11.904761904761905, 'oi': 338800, 'iv': 63.95}, {'token': 24269314, 'symbol':
'ONGC21FEB90CE', 'last_price': 10.0, 'volume': 654500, 'change': 2.5641025641025643, 'oi': 1632400, 'iv': 69.46}, {'token': 24269570, 'symbol': 'ONGC21FEB90PE', 'last_price':
2.2, 'volume': 1925000, 'change': -2.2222222222222143, 'oi': 3326400, 'iv': 48.05}, {'token': 24269826, 'symbol': 'ONGC21FEB91CE', 'last_price': 9.3, 'volume': 15400,
'change': -6.999999999999993, 'oi': 308000, 'iv': 55.97}, {'token': 24270082, 'symbol': 'ONGC21FEB91PE', 'last_price': 2.55, 'volume': 61600, 'change': -5.555555555555569,
'oi': 323400, 'iv': 43.15}, {'token': 24270338, 'symbol': 'ONGC21FEB92CE', 'last_price': 8.7, 'volume': 30800,....
Field | Type | Detail |
---|---|---|
token | string | instrument_token for requested tradingsymbol |
symbol | string | tradingsymbol of the instrument |
last_price | float | Current market price |
volume | int | Volume traded for the day |
change | float | Price change % w.r.t previous day close/LTP |
oi | float | Open Interest for a options contract |
iv | float | Implied Volatility % of the option contract |