@Tradehull_Imran sir how to get open interest for atm strike 1 min time frame use for algo trading sensex index option
@ram_agrawal
1). Get Sensex LTP data:
data = tsl.get_ltp_data(names=["SENSEX"])
sensex_ltp = data["SENSEX"]
2). Calculate ATM strike:
strike_step = tsl.index_step_dict["SENSEX"]
atm_strike = round(sensex_ltp/strike_step) * strike_step
3). Fetch historical data:
data = tsl.get_historical_data(tradingsymbol=f"SENSEX 26 FEB {atm_strike} CALL", exchange="BFO", timeframe="1")
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