https://dhanhq.co/docs/v2/live-market-feed/ I am trying to follow this article and I noticed oi is calculated as oi * lot size
Which gives misleading info. Can you provide the real OI instead of multyplying by lot size.
"RELIANCE 29 SEP 1310.0 CALL": {
"atp": 33.400001525878906,
“close”: 34.0,
“depth”: [
{
“ask_orders”: 1,
“ask_price”: 30.399999618530273,
“ask_qty”: 500,
“bid_orders”: 3,
“bid_price”: 30.25,
“bid_qty”: 1500
},
{
“ask_orders”: 5,
“ask_price”: 30.450000762939453,
“ask_qty”: 3000,
“bid_orders”: 4,
“bid_price”: 30.200000762939453,
“bid_qty”: 2500
},
{
“ask_orders”: 1,
“ask_price”: 30.5,
“ask_qty”: 500,
“bid_orders”: 3,
“bid_price”: 30.149999618530273,
“bid_qty”: 1500
},
{
“ask_orders”: 3,
“ask_price”: 30.549999237060547,
“ask_qty”: 1500,
“bid_orders”: 4,
“bid_price”: 30.100000381469727,
“bid_qty”: 2000
},
{
“ask_orders”: 2,
“ask_price”: 30.600000381469727,
“ask_qty”: 1000,
“bid_orders”: 5,
“bid_price”: 30.049999237060547,
“bid_qty”: 2500
}
],
“feed_response_code”: 8,
“high”: 37.0,
“highest_oi”: 2253500,
“low”: 30.0,
“lowest_oi”: 1974500,
“ltp”: 30.350000381469727,
“ltq”: 1500,
“ltt”: 1787751525,
“message_length”: 162,
“oi”: 2239500,
“open”: 30.0,
“security_id”: “106374”,
“segment”: “NSE_FNO”,
“symbol”: “RELIANCE 29 SEP 1310.0 CALL”,
“total_buy_qty”: 467500,
“total_sell_qty”: 559500,
“volume”: 2533000
}
Hi @Hemant_Kumar ,
Please note that the OI (Open Interest) value in the Live Market Feed is reported in quantity and not in lots. The value displayed represents the total number of outstanding contracts in quantity terms as received from the exchange.
If required, you may convert the OI quantity into lots by dividing it by the applicable lot size of the respective instrument.
Feel free to connect with us on apihelp@dhan.co
But it’s misleading and it is also not mentioned in the documentation (or maybe I missed?). Offcourse I can do all these hacks but I was expecting the right information from the api.