[Feature Request] NSE FNO Participant Wise OI

Programming NSE Python API
1

Great work @dexter…just like to know that the way Bhavcopy data being imported as a panda dataframe…can we also have the data from the market daily reports link: https://www.nseindia.com/all-reports-derivatives
for --Participant wise Open Interest (no. of contracts) in Equity Derivatives.
If its already there, can you share how to retrieve it…and if its not there can it be expected to be there in future updates.

2

Already there. Hunt → NSE Python - Unofficed

3

Thanks @dexter for this link…found many useful functions to work with…but still i am not able to locate method for retrieving “F&O-Participant wise Open Interest” available in a .csv file on link: https://www.nseindia.com/all-reports-derivatives.....if you can share the function or method to retrieve it that would be great…Thanks.

4

Just use the nsefetch() function?

5

Thank you so much @dexter, finally i am able to fetch the desired data.
One more thing, following future warning is thrown by pandas while retrieving option chain data:
FutureWarning: The frame.append method is deprecated and will be removed from pandas in a future version. Use pandas.concat instead.
oi_data = oi_data.append(oi_row, ignore_index=True).
Just wished to inform you in case you will be doing future updates. Thank you once again for the wonderful work :ok_hand:

6

Yes, will change the append function in the next update … which was due like a month ago. I have apparently deleted the diary site which has lots of content; so was waiting to land on its backup each night.

I usually get 100 gali in internet first before one gratifying comment. Thank you :slight_smile:

7

Added in Feature Requests. Here is how I did it.

https://archives.nseindia.com/content/nsccl/fao_participant_oi_11052023.csv is the format of the URL.

Now observe how I did Bhavcopy()

def get_bhavcopy(date):
    date = date.replace("-","")
    payload=pd.read_csv("https://archives.nseindia.com/products/content/sec_bhavdata_full_"+date+".csv")
    return payload

Similarly, Here is your new function -

def get_fao_participant_oi(date):
    date = date.replace("-","")
    payload=pd.read_csv("https://archives.nseindia.com/content/nsccl/fao_participant_oi_"+date+".csv")
    return payload

print(get_fao_participant_oi("04-06-2021"))
8

Added in main NSEPython as major function.

Added Documentation → https://unofficed.com/nse-python/documentation/special/#nfo-pariticipant-wise-oi