I was playing around with MarketFeed python api. I got the response for security id 41370. As per docs close value for Option shows after close of the market. It’s around 10PM IST, market is already closed but close value still showing the value of the previous day. As per docs it should show close value of the current day after 3:30 PM.
Date: 15 March 2024, 10PM
“tradingSymbol”: “BANKNIFTY-Mar2024-46600-CE”,
“securityId”: “41370”,
Response of MarketFeed api in Pyhton(websockets): As you can see below day close is showing 571.45. But actually it is 320 (last traded price of the day). Attached daily chart of the security from TV.
Wrong Response from MarketFeed Python API: Response showing close 571.45, which is not correct.
{‘type’: ‘Quote Data’, ‘exchange_segment’: 2, ‘security_id’: 41370, ‘LTP’: ‘320.00’, ‘LTQ’: 15, ‘LTT’: ‘15:29:59’, ‘avg_price’: ‘361.78’, ‘volume’: 36816285, ‘total_sell_quantity’: 85935, ‘total_buy_quantity’: 149265, ‘open’: ‘491.20’, ‘close’: ‘571.45’, ‘high’: ‘562.95’, ‘low’: ‘267.10’}
{‘type’: ‘OI Data’, ‘exchange_segment’: 2, ‘security_id’: 41370, ‘OI’: 873900}
Python Example code:
from dhanhq import marketfeed
import pandas as pd
client_id = “MyID”
access_token = “MyToken”
instruments = [(2,“41370”)]
subscription_code = marketfeed.Quote
async def on_connect(instance):
print(“Connected to websocket”)
async def on_message(instance, message):
print(message)
print(“Subscription code :”, subscription_code)
feed = marketfeed.DhanFeed(client_id,
access_token,
instruments,
subscription_code,
on_connect=on_connect,
on_message=on_message)
feed.run_forever()