@Hardik @dhan @PravinJ At this point, I am sorry that it can only look like spamming request but this is understood be trivial request but not so trivial in terms of value addition, I would continue to post here for your attention to this matter and it would be really really necessary to get the real time data feed from dhan brokerage instead of having to rely on other data sources here.
Hey @mnikhil
Sorry for missing this. Yes, we looked into it, but currently the data sources are different for both on our end, to merge average trade price to the Option Chain API.
It is something will make sure to try adding it, but this will definitely take some time.
thanks for looking into this @Hardik, it is reassuring.
I thought the option chain does carry ATP/VWAP price by default from the exchange feed to the data network
Hey @mnikhil
Yes, this is on the roadmap. Will pick this up soon, once the authentication changes on APIs stabilise with the IP rules in place.
Genuine Reminder
Its December, end of year already. Been following up since almost March this year.
I would request you to move this into tactical step and not a strategic thing to do – because this is very much a small change imho and is very much trivial but adds a lot of value.
Desperately needs attention to this matter. I am sure authentication challenges on API and IP rules have stabilized already since Oct (and now fuzz is also taken off too, btw congratulations to your team on that!)
Hey @mnikhil
Yes, we have recently moved this to production. Would request you to try polling the option chain API and you will see average_price as a new key on the response.
Will be posting about the other changes too shortly. You should be able to calculate turnover as you wanted.
Ok sure, I will check it out @Hardik
One more question, do we have volumes traded thus far (as reported by the exchange) on the option instrument, to the day? how do we get it?
Yes, that is already there in the same API response.
Ok, let me check sandbox environment and confirm on this. thanks for the response @Hardik
@Hardik I am checking Option Chain - DhanHQ Ver 2.0 / API Document for option chain API and I do not find average_price in the document. can you please help with guiding me in the right direction for this.
also, I was checking the sandbox Dhan API and did not see any way I could explore the option chain API in it. I could be wrong here but looks like not all of the data API are populated in sandbox? is that true?
Hey @mnikhil
Yes, not all endpoints are available on Sandbox as of now, especially Data APIs like Option Chain.
Yes, as I mentioned in the above comment, it has not been added yet on the documentation. You can still fetch the API and see this field.