%LTP change for NSE option chain

APIs, Automation, Algos & Code
1

Hi @Tradehull_Imran

Not getting %LTP change for nse options from dhan api. While this is available to view on the app or desktop.

How can I fetch this info or calculate it locally using the available data?

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2

@vedvishwa Try this. Google Search

3

Hi @vedvishwa ,

Refer the below code-

ltp_data = tsl.get_ltp_data(['NIFTY'])
ltp = ltp['NIFTY']
ltp_change_percent = ((ltp - previous_close) / previous_close) * 100
1 Like
4

@Tradehull_Imran

It’s not clear…

How to get previous close price from options data….

5

I’m stuck here…can anyone help?

6

@vedvishwa Try official python package. Example code here. Python SDK docs here. API docs here.

7

Hi @vedvishwa ,

Previous close can be fetched as below -

data  = tsl.get_historical_data(tradingsymbol = 'NIFTY',exchange = 'INDEX' ,timeframe="1")
previous_close = data['close'].iloc[-1]
8

data = tsl.get_historical_data(tradingsymbol = ‘NIFTY’,exchange = ‘INDEX’ ,timeframe=“1”)

previous_close = data[‘close’].iloc[-1]

Can this code be modified to fetch options data for previous day’s values for a specific strike price using daily timeframe? Can you suggest the modifications required.

…….

Meanwhile, I am trying fetch the same using get_expired_option_data method. However, the data it returned seems to be inaccurate..because, if you see the screenshot, I have passed only one strike price (22500) but the method returned values for multiple strike prices. I don’t know why? Can you check my syntax and suggest corrections in my code.

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9

I’m stuck here…can somebody please help on the above

10

Hi @vedvishwa ,

Currently, only rolling historical options data is available, and there is no function in Dhan to fetch data for a specific strike price.

Refer this video -

11

Hi,

I want to get previous day’s closing price for a specific strike…How can I do it using get_historical_data or get_expired_option_data method?

12

@vedvishwa DM me on the link mentioned in my profile.

13

Can someone help with my query pls…

14

Hi @vedvishwa ,

To fetch the previous day’s closing price for a specific strike , you can use get_historical_data method .

15

Thank you Imran.

Can I get a sample usage for this method in action?

16

Hi @vedvishwa ,

Refer this sample code -

   data = tsl.get_historical_data(tradingsymbol='NIFTY', exchange='INDEX', timeframe="DAY")

Arguments:

  • tradingsymbol (str): The trading symbol for the instrument you want to fetch data for (e.g., ‘NIFTY’, ‘ACC’).
  • exchange (str): The exchange where the instrument is traded (e.g., ‘NSE’, ‘INDEX’).
  • timeframe (str): The timeframe for the data. It can be:
    • ‘1’ for 1-minute candles
    • ‘5’ for 5-minute candles
    • ‘15’ for 15-minute candles
    • ‘25’ for 25-minute candles
    • ‘60’ for 60-minute candles
    • ‘DAY’ for daily candles
  • sector (optional, str): Set to “YES” to fetch sector data(e.g., ‘Nifty Healthcare’, ‘NIFTY 100’). Default is “NO”.
17

Hello,

Can you please elaborate over this function with an example to help using the ‘get_historical_data’ function to fetch options data for a particular strike on any past dates of the current weekly expiry.

I also need this data over 2 hourly and 4 hourly timeframes.

On the sidelines, Is it true that the function ‘get_expired_option_data’ can help in fetching data for completely expired contract and, the function ‘get_historical_data’ can help in fetching instrument’s historical data falling within the current expiry?