Can I find the ohlc data of all sensex strike ???
Thank you sir. We look forward to learn through rest of Clips in this series very eagerly.
Dear Sir, I am getting the following Error. Please Resolve it sir.
C:\Users\Admin\Desktop\TRADES\Dhan Algo\11-01-2026-Option Chain-Algo Adv Stratgy\1. Option Chain\1. Option Chain>py “Working with Option chain.py”
Codebase Version 3
-----Logged into Dhan-----
reading existing file all_instrument 2026-01-20.csv
Got the instrument file
Exception at getting Expiry list as {‘status’: ‘failure’, ‘remarks’: {‘error_code’: None, ‘error_type’: None, ‘error_message’: None}, ‘data’: {‘data’: {‘808’: ‘Authentication Failed - Client ID or Token invalid’}, ‘status’: ‘failed’}}
Unable to find the correct Expiry for NIFTY
Traceback (most recent call last):
File “C:\Users\Admin\Desktop\TRADES\Dhan Algo\11-01-2026-Option Chain-Algo Adv Stratgy\1. Option Chain\1. Option Chain\Working with Option chain.py”, line 9, in
atm, option_chain = tsl.get_option_chain(Underlying=“NIFTY”, exchange=“INDEX”, expiry=1, num_strikes=10)
^^^^^^^^^^^^^^^^^
TypeError: cannot unpack non-iterable NoneType object
Hi @Vasili_Prasad ,
The error seems to be of Authentication failed. Make sure your client ID is correct and regenerate your access token and re run the program.
Hi @Prince_Kumar2 ,
Yes we can, change the underlying to SENSEX and try.
Very Good Day sir. Thank you for your guidance. I will comeback to you after retrying the same. VBR Prasad
Good Evening sir Imran Sir. I have tried with correct credentials just now sir. I think same error is reflected now also. Please resolve sir.
ERROR: C:\Users\Admin\Desktop\TRADES\Dhan Algo\11-01-2026-Option Chain-Algo Adv Stratgy\1. Option Chain\1. Option Chain>py “Working with Option chain.py”
Codebase Version 3
-----Logged into Dhan-----
reading existing file all_instrument 2026-01-20.csv
Got the instrument file
Exception at getting Expiry list as {‘status’: ‘failure’, ‘remarks’: {‘error_code’: None, ‘error_type’: None, ‘error_message’: None}, ‘data’: {‘data’: {‘806’: ‘Data APIs not Subscribed’}, ‘status’: ‘failed’}}
Unable to find the correct Expiry for NIFTY
Traceback (most recent call last):
File “C:\Users\Admin\Desktop\TRADES\Dhan Algo\11-01-2026-Option Chain-Algo Adv Stratgy\1. Option Chain\1. Option Chain\Working with Option chain.py”, line 9, in
atm, option_chain = tsl.get_option_chain(Underlying=“NIFTY”, exchange=“INDEX”, expiry=0, num_strikes=10)
^^^^^^^^^^^^^^^^^
TypeError: cannot unpack non-iterable NoneType object
Hi @Vasili_Prasad ,
Itseems you have not subscribed to Data APIs, subscribe and retry.
Exception at getting Expiry list as {‘status’: ‘failure’, ‘remarks’: {‘error_code’: None, ‘error_type’: None, ‘error_message’: None}, ‘data’: {‘data’: {‘806’: ‘Data APIs not Subscribed’}, ‘status’: ‘failed’}}
Sir ji I need data nifty future data with oi how should use code right now I’m using tsl.get intraday _data but oi data is not available please help
Hi @mukesh_malviya ,
We are working on updating our codebase for the same. We will release it soon.
@Imran Sir,
I ama also getting same error since 3 days while 2 of our login credentials are correct and DATA api will expire next months.
I have also post same error, pleae guide us.
Thanks and Regards
Krishna
Hi @Krushna_Rout ,
Do share what error are you getting . If it is regarding ‘Data APIs not Subscribed’ share the screenshot of web terminal where Data API’s have been subscribed.
Very Good Morning sir. I have subscribed for ‘Data APIs’. Today just now, I have tried with the file ‘full_market_depth.py’ file after getting the access token and inserted into the code. In line no.15 & 21, I have modified the code to 23rd Jan’26 date and tried. It failed then I have tried with the code to the original 09 dec 25900 and tried. Unfortunately I am getting the similar error both the times. ERROR is: C:\Users\Admin\Desktop\TRADES\Dhan Algo\11-01-2026-Option Chain-Algo Adv Stratgy\3. Full Market Depth\3. Full market Depth>py full_market_depth.py
Codebase Version 3.1.0
-----Logged into Dhan-----
This BOT Is Picking New File From Dhan
Got the instrument file
Exception in get_market_depth_client: Check the Tradingsymbol or Exchange.
Failed to start depth for NIFTY 23 JAN 25050 CALL (NFO)
Traceback (most recent call last):
File “C:\Users\Admin\Desktop\TRADES\Dhan Algo\11-01-2026-Option Chain-Algo Adv Stratgy\3. Full Market Depth\3. Full market Depth\full_market_depth.py”, line 21, in
bid_df, ask_df = tsl.get_market_depth_df(depth_data[‘NIFTY 23 JAN 25050 CALL|NFO’])
~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
KeyError: ‘NIFTY 23 JAN 25050 CALL|NFO’
C:\Users\Admin\Desktop\TRADES\Dhan Algo\11-01-2026-Option Chain-Algo Adv Stratgy\3. Full Market Depth\3. Full market Depth>py full_market_depth.py
Codebase Version 3.1.0
-----Logged into Dhan-----
reading existing file all_instrument 2026-01-25.csv
Got the instrument file
Exception in get_market_depth_client: Check the Tradingsymbol or Exchange.
Failed to start depth for NIFTY 09 DEC 25900 CALL (NFO)
Traceback (most recent call last):
File “C:\Users\Admin\Desktop\TRADES\Dhan Algo\11-01-2026-Option Chain-Algo Adv Stratgy\3. Full Market Depth\3. Full market Depth\full_market_depth.py”, line 21, in
bid_df, ask_df = tsl.get_market_depth_df(depth_data[‘NIFTY 09 DEC 25900 CALL|NFO’])
~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
KeyError: ‘NIFTY 09 DEC 25900 CALL|NFO’
Please guide me sir. Thank you very much.
Just now I’ve tried once again my luck with ‘Working with Option chain.py’ file, after updating the access token. Here also I am getting the error as given here. ERROR: C:\Users\Admin\Desktop\TRADES\Dhan Algo\11-01-2026-Option Chain-Algo Adv Stratgy\1. Option Chain\1. Option Chain>py “Working with Option chain.py”
Codebase Version 3.1.0
-----Logged into Dhan-----
This BOT Is Picking New File From Dhan
Got the instrument file
Traceback (most recent call last):
File “C:\Users\Admin\Desktop\TRADES\Dhan Algo\11-01-2026-Option Chain-Algo Adv Stratgy\1. Option Chain\1. Option Chain\Working with Option chain.py”, line 24, in
required_strike = option_chain.loc[option_chain[‘CE LTP’] < 10, ‘Strike Price’].iloc[0]
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~^^^
File “C:\Users\Admin\AppData\Local\Programs\Python\Python314\Lib\site-packages\pandas\core\indexing.py”, line 1192, in getitem
return self._getitem_axis(maybe_callable, axis=axis)
~~~~~~~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^^^^^
File “C:\Users\Admin\AppData\Local\Programs\Python\Python314\Lib\site-packages\pandas\core\indexing.py”, line 1753, in _getitem_axis
self._validate_integer(key, axis)
~~~~~~~~~~~~~~~~~~~~~~^^^^^^^^^^^
File “C:\Users\Admin\AppData\Local\Programs\Python\Python314\Lib\site-packages\pandas\core\indexing.py”, line 1686, in _validate_integer
raise IndexError(“single positional indexer is out-of-bounds”)
IndexError: single positional indexer is out-of-bounds.
Please guide me sir. Thank you.
Sir, Thank you very much. Just now I have tried with ‘Expired Options data.py’ file. It’s very much functional sir. I am extremely Happy sir. Thank you very much once again.
Hi @Vasili_Prasad ,
Full market depth data is available only for active, valid contracts during market hours and is not available for expired contracts.
Hi Imran,
I’m backtesting a LEAPS option strategy and facing a data limitation.
On 23 Dec 2022, with NIFTY around 17,900, I wanted to short a March 2023 monthly expiry OTM Call (premium ~300–400). However, using the get_expired_option_data API, I’m not able to fetch data for such long-dated contracts. It seems the API only provides data for options within ~30–60 days to expiry.
Would really appreciate your guidance on this. Thanks!
Hi @Polimera_Sai ,
tagging @Hardik for the same.
1 Like
Hi sir, Only file in the folder “IR Backtesting.txt” is empty. Please check it sir.
