Any way to fetch market depth data?

Programming NSE Python API
1

hey i am new to this community this is great work ! i was wondering if there is any way to fetch market depth data?

2

This wrapper just shows what NSE gives. NSE gives the live data quite late.

Most of the brokers in this list gives free API. https://www.unofficed.com/partners/

If You are signed up using Unofficed, Just ping me back. I will get you code snippet.

3

Hi Sir, i have account with ICICI, Fyers, Dhan, can u provide the code snippet

4

Code snippet for what?

5

to get level 3 market depth DOM data

6

All of those brokers you wrote suck at Level 3 Data.

7

any broker as per your experience for level 3 data

8
  • Zorodha Selenium Route
  • Zerodha Paid API Route. You have to generated minimum 100 INR brokerage for the feed.
  • IIFL Selenium Route

Level 2 Data is free everywhere.

9

Hello @Crypto_Cloud I am looking for expired banknifty option price history 1 min candle. As you mentioned you have ICICI account, their API provides those data. GitHub - madmay247/breeze-historical-options: breeze-historical-options provides traders with second-level historic options data using the ICICI Breeze API. Data can be used for backtesting, analysis and simulation purposes.

If you can download history for past 1 or 2 years and share it would be great.
I can write code and sent it to you. I think daily high + 10 strike price and daily low - 10 strike price will be good enough for backtesting. And how about we put that data on github so that others too can benefit.

10

No No He is looking for Market Depth Level 3 Data Introducing 20 depth or level 3 data on Kite – Z-Connect by Zerodha

ICICI gives Level 1 Historical data i.e. OHLC. How to Download Historical Data Using Breeze API - ICICIdirect