It’s only my 2nd day trying to develop system using dhan API. I hope this post is warranted and i am not missing something.
I was working with marketfeed API and I was using “NIFTY 18 APR 22700 CALL” with ID “41770” to develop/debug.
The OI data returned by the marketfeed.Quote API at 3:29:13 PM (just few seconds before closing time) was ‘OI’: 5838000.
Full data set:
{‘type’: ‘Quote Data’, ‘exchange_segment’: 2, ‘security_id’: 41770, ‘LTP’: ‘61.60’, ‘LTQ’: 50, ‘LTT’: ‘15:29:13’, ‘avg_price’: ‘94.28’, ‘volume’: 143866150, ‘total_sell_quantity’: 1667750, ‘total_buy_quantity’: 724150, ‘open’: ‘145.00’, ‘close’: ‘170.55’, ‘high’: ‘145.00’, ‘low’: ‘56.85’}
{‘type’: ‘OI Data’, ‘exchange_segment’: 2, ‘security_id’: 41770, ‘OI’: 5838000}
This OI Data does not match what is shown on Dhan chart for that strike n expiry combo. As per chart the closing OI was 85,05,450. I cross checked this matches the OI data for that strike call option on sensibull too.
Please have a look.