Getting live market data aliceblue/nsepython for formulating live strategies

#1

Hi i am trying to get live data from aliceblue which i am able to fetch but am unable to convert them into a pandas dataframe for further analysis.I am in the process of building a strategy where data from nifty 50 stocks is used to calculate nifty fut movement.I have done it successfully in excel but now i want to do it python as in excel connection needs to be refreshed due to disconnection time and again.Any help would be appreciated.

#2

Tell with your patch of code on exact where you’re stuck. Prices to Pandas storing has examples with Zerodha API. You can find in unofficed.com/diary.

See if that helps.

Tip: You should use timeseries database instead. It helps a lot. Try InfluxDB

#3

After login in for alice blue and streaming data started i try to get the entire code reflected in excel from where i can generate the required signal…following is the code:
socket_opened = False
def event_handler_quote_update(message):
print(f"quote update {message}")

def open_callback():
global socket_opened
socket_opened = True

alice.start_websocket(subscribe_callback=event_handler_quote_update,
socket_open_callback=open_callback,
run_in_background=True)
while(socket_opened==False):
pass
alice.subscribe(alice.get_instrument_by_symbol(‘NSE’, ‘SBIN’), LiveFeedType.MARKET_DATA)
sleep(10)

#create a excel sheet with same file name in the folder where the program is being run
import xlwings as xw
currentRow=2
FILENAME = ‘saveAliceData21.xlsx’
wb = xw.Book(FILENAME)
ws = wb.sheets[‘Sheet1’]

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#4

Why you are dealing with XLS. Use CSV please. It’s simple data.

CSV to Pandas and vice-versa is one-liner.

#5

hi dexter i am trying to take the data from aliceblue screener withg help of the link provided by you.
link=“https://ant.aliceblueonline.com/api/v1/screeners/gainerslosers?index=nifty_50”
but i am not able to convert this into a dataframe.My code is as follows
import requests

Making a GET request

r = requests.get(‘https://ant.aliceblueonline.com/api/v1/screeners/gainerslosers?index=nifty_50’)

check status code for response received

success code - 200

print®

print content of request

print(r.content)

import pandas as pd

df=pd.DataFrame®
df.head()

#6

r.content returns a byte stream
use r.text or r.json()

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