Hi,
I used ‘equity_history’ function to retrieve historical prices of stocks.
But when i’m using ‘derivative_history’ it is returning an empty dataframe. I have inputed all the parameters correctly.
will you please look into this.
Paste your entire code.
Here is the code :-
symbol = "TCS"
start_date = "20-04-2023"
end_date = "21-04-2023"
instrument_type = "options"
expiry_date = "27-05-2023"
strike_price = 3180
option_type = "CE"
derivative_data = derivative_history(symbol, start_date, end_date, instrument_type,
expiry_date, strike_price, option_type)
print(derivative_data)
Did you get the resolution for this?
Your problem is similar to his problem?
Check here once nsepython/nsepython/rahu.py at master · aeron7/nsepython · GitHub.
I will check it properly as well shortly.
Hey!
Any Updates regarding the code??
Wrote these three today -
https://unofficed.com/lessons/backtest-entropy-bollinger-band-strategy-using-python/
Backtest Entropy Bollinger Band Strategy Using Python with Futures Data Part II - Unofficed
Backtest Entropy Bollinger Band Strategy Using Python with Equities Data Part III - Unofficed
Tomorrow’s (Today’s) free time goes to NSEPython. Will resolve all problems.
Okay, Please ping whenever code gets updated.
I just ran. This indeed throw empty dataframe.
I need you help here. My wrapper only fetches the stuff which is already there in NSE. As I did logging.getLogger().setLevel(logging.INFO) in the code to debug, I got this -
INFO:root:Starting Date: 2023-04-20 00:00:00
INFO:root:Ending Date: 2023-04-21 00:00:00
INFO:root:Total Number of Days: 1
INFO:root:Total FOR Loops in the program: 0
INFO:root:Remainder Loop: 1
INFO:root:End Loop
INFO:root:====
INFO:root:Starting Date: 20-04-2023
INFO:root:Ending Date: 21-04-2023
INFO:root:====
% Total % Received % Xferd Average Speed Time Time Time Current
Dload Upload Total Spent Left Speed
100 155 100 155 0 0 2482 0 --:--:-- --:--:-- --:--:-- 2500
INFO:root:https://www.nseindia.com/api/historical/fo/derivatives?&from=20-04-2023&to=21-04-2023&optionType=CE&strikePrice=3180.00&expiryDate=27-05-2023&instrumentType=OPTSTK&symbol=TCS
INFO:root:{'data': [], 'meta': {'symbol': 'TCS', 'optionType': 'CE', 'expiryDate': '27-05-2023', 'strikePrice': '3180.00', 'instrumentType': 'OPTSTK', 'year': '2023', 'fromDate': '20-04-2023', 'toDate': '21-04-2023'}}
/nseworks/rahu.py:632: FutureWarning: The frame.append method is deprecated and will be removed from pandas in a future version. Use pandas.concat instead.
total=total.append(derivative_history_virgin(symbol,start_date,end_date,instrumentType,expiry_date,strikePrice,optionType))
INFO:root:Finale
INFO:root:Length of the Total Dataset: 0
This URL is returning empty. You tell me what URL should work. I will fix accordingly and immediately.
https://www.nseindia.com/api/historical/fo/derivatives?&from=20-04-2023&to=21-04-2023&optionType=CE&strikePrice=3180.00&expiryDate=27-05-2023&instrumentType=OPTSTK&symbol=TCS
In the documentation of NSEPy Functions - Unofficed
The example used -
symbol = "SBIN"
start_date = "15-05-2021"
end_date ="15-06-2021"
instrumentType = "options"
expiry_date ="24-Jun-2021"
strikePrice = 300
optionType="PE"
print(derivative_history(symbol,start_date,end_date,instrumentType,expiry_date,strikePrice,optionType))
worked fine.
It is fetching this URL → https://www.nseindia.com/api/historical/fo/derivatives?&from=15-05-2021&to=15-06-2021&optionType=PE&strikePrice=300.00&expiryDate=24-Jun-2021&instrumentType=OPTSTK&symbol=SBIN
So in context of that code, I think you made a minor fuckup and a major fuckup and Your correct code should be →
symbol = "TCS"
start_date = "20-04-2023"
end_date = "21-04-2023"
instrument_type = "options"
expiry_date = "25-May-2023"
strike_price = 3180
option_type = "CE"
derivative_data = derivative_history(symbol, start_date, end_date, instrument_type,
expiry_date, strike_price, option_type)
print(derivative_data)
It works fine
INFO:root:Starting Date: 2023-04-20 00:00:00
INFO:root:Ending Date: 2023-04-21 00:00:00
INFO:root:Total Number of Days: 1
INFO:root:Total FOR Loops in the program: 0
INFO:root:Remainder Loop: 1
INFO:root:End Loop
INFO:root:====
INFO:root:Starting Date: 20-04-2023
INFO:root:Ending Date: 21-04-2023
INFO:root:====
% Total % Received % Xferd Average Speed Time Time Time Current
Dload Upload Total Spent Left Speed
100 548 100 548 0 0 3941 0 --:--:-- --:--:-- --:--:-- 3971
INFO:root:https://www.nseindia.com/api/historical/fo/derivatives?&from=20-04-2023&to=21-04-2023&optionType=CE&strikePrice=3180.00&expiryDate=25-May-2023&instrumentType=OPTSTK&symbol=TCS
INFO:root:{'data': [{'_id': '64428e4ebf1903287137982b', 'FH_INSTRUMENT': 'OPTSTK', 'FH_SYMBOL': 'TCS', 'FH_EXPIRY_DT': '25-May-2023', 'FH_STRIKE_PRICE': '3180.00', 'FH_OPTION_TYPE': 'CE', 'FH_MARKET_TYPE': 'N', 'FH_OPENING_PRICE': '45.05', 'FH_TRADE_HIGH_PRICE': '63.85', 'FH_TRADE_LOW_PRICE': '45.00', 'FH_CLOSING_PRICE': '62.80', 'FH_LAST_TRADED_PRICE': '62.15', 'FH_PREV_CLS': '46.95', 'FH_SETTLE_PRICE': '62.80', 'FH_TOT_TRADED_QTY': '47075', 'FH_TOT_TRADED_VAL': '152377653.75', 'FH_OPEN_INT': '23275', 'FH_CHANGE_IN_OI': '4375.00', 'FH_MARKET_LOT': '175', 'FH_TIMESTAMP': '21-Apr-2023', 'TIMESTAMP': '2023-04-20T18:30:00.000Z', 'FH_UNDERLYING_VALUE': 3160.85, 'CALCULATED_PREMIUM_VAL': 2679153.75}, {'_id': '644149f7bf19032871200da2', 'FH_INSTRUMENT': 'OPTSTK', 'FH_SYMBOL': 'TCS', 'FH_EXPIRY_DT': '25-May-2023', 'FH_STRIKE_PRICE': '3180.00', 'FH_OPTION_TYPE': 'CE', 'FH_MARKET_TYPE': 'N', 'FH_OPENING_PRICE': '46.95', 'FH_TRADE_HIGH_PRICE': '49.50', 'FH_TRADE_LOW_PRICE': '42.00', 'FH_CLOSING_PRICE': '46.95', 'FH_LAST_TRADED_PRICE': '47.10', 'FH_PREV_CLS': '43.10', 'FH_SETTLE_PRICE': '46.95', 'FH_TOT_TRADED_QTY': '24675', 'FH_TOT_TRADED_VAL': '79599353.75', 'FH_OPEN_INT': '18900', 'FH_CHANGE_IN_OI': '-1225.00', 'FH_MARKET_LOT': '175', 'FH_TIMESTAMP': '20-Apr-2023', 'TIMESTAMP': '2023-04-19T18:30:00.000Z', 'FH_UNDERLYING_VALUE': 3104.8, 'CALCULATED_PREMIUM_VAL': 1132853.75}], 'meta': {'symbol': 'TCS', 'optionType': 'CE', 'expiryDate': '25-May-2023', 'strikePrice': '3180.00', 'instrumentType': 'OPTSTK', 'year': '2023', 'fromDate': '20-04-2023', 'toDate': '21-04-2023'}}
/root/apps/nseworks/rahu.py:632: FutureWarning: The frame.append method is deprecated and will be removed from pandas in a future version. Use pandas.concat instead.
total=total.append(derivative_history_virgin(symbol,start_date,end_date,instrumentType,expiry_date,strikePrice,optionType))
INFO:root:Finale
INFO:root:Length of the Total Dataset: 2
- You wrote the expiry wrong.
- You wrote the format of expiry wrong.