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Option Chain Stream

Live streaming option chain for equity derivatives using Kite connect Websocket.

This package uses Redis as storage backend. Here Redis is used to store real time streaming websocket data and instruments detail i.e all option strike details for contracts. Combination of these data structure are used to create real-time option chain stream for any given instrument.

Installation

pip install optionchain_stream

Request parameters

Field Type Detail
api_key string Kite connect API key
secret_key string Kite connect API secret
request_token string Kite connect one-time token obtained after the login flow
access_token string The authentication token obtained post the login flow using request_token and secret_key
option_symbol string Symbol of the instrument(eg: NIFTY, SBIN, ONGC, etc)
option_expiry_date string Option expiry date in yyyy-mm-dd format(eg: '2021-02-25', '2021-04-29')
underlying boolean Add NSE-EQ underlying stock in option stream for True input

Usage

from optionchain_stream import OptionChain
OptionStream = OptionChain("option_symbol", "option_expiry_date in yyyy-mm-dd format", "api_key",
                    "api_secret=None", "request_token=None", "access_token=None", underlying=False)

# You can directly pass access_token from previous active session 
Eg: OptionStream = OptionChain("ONGC", "2021-02-25", "your_api_key", access_token="XXXXXX")

# Generate new session by passing api_secret and request_token
Eg: OptionStream = OptionChain("ONGC", "2021-02-25", "your_api_key", api_secret="XXXXX",
                    request_token="XXXXXX")

# You can fetch underlying stock tick as well in option chain, by sending optional param `underlying=True`
Eg: OptionStream = OptionChain("ONGC", "2021-02-25", "your_api_key", access_token="XXXXXX", underlying=True)
                  Or
    OptionStream = OptionChain("ONGC", "2021-02-25", "your_api_key", api_secret="XXXXX",
                    request_token="XXXXXX", underlying=True)


# Sync master instrument data to DB(redis)     
# This sync is required only once daily at initial run             
OptionStream.sync_instruments()

# Stream option chain data in real-time
StreamData = OptionStream.create_option_chain()
for data in StreamData:
    print(data)

Response

Responses are JSON messages.
1> For underlying=True, response contain underlying stock tick as well. Eg. for option_symbol=ONGC, underlying is ONGC EQ NSE contract:

....{'token': 633601, 'symbol': 'ONGC', 'last_price': 112.35, 'change': 0.4470272686633885},....,
{'token': 24268034, 'symbol': 'ONGC21FEB87PE', 'last_price': 1.5, 'volume': 61600, 'change': 0.0, 'oi': 400400},.....

2> By default, option contracts are sent.


...., 'change': 54.09090909090908, 'oi': 7700},{'token': 24268034, 'symbol': 'ONGC21FEB87PE', 'last_price': 1.5, 'volume': 61600, 'change': 0.0, 'oi': 400400}, 
{'token': 24268290, 'symbol': 'ONGC21FEB88CE', 'last_price': 10.6, 'volume': 0, 'change': -12.033195020746897, 'oi': 15400}, {'token': 24268546, 'symbol': 
'ONGC21FEB88PE', 'last_price': 1.75, 'volume': 53900, 'change': 25.000000000000007, 'oi': 261800}, {'token': 24268802, 'symbol': 'ONGC21FEB89CE', 
'last_price':10.6, 'volume': 15400, 'change': -5.77777777777778, 'oi': 107800}, 
{'token': 24269058, 'symbol': 'ONGC21FEB89PE', 'last_price': 1.85, 'volume': 184800, 'change': -11.904761904761905, 'oi': 338800}, {'token': 24269314, 'symbol': 
'ONGC21FEB90CE', 'last_price': 10.0, 'volume': 654500, 'change': 2.5641025641025643, 'oi': 1632400}, {'token': 24269570, 'symbol': 'ONGC21FEB90PE', 'last_price': 
2.2, 'volume': 1925000, 'change': -2.2222222222222143, 'oi': 3326400}, {'token': 24269826, 'symbol': 'ONGC21FEB91CE', 'last_price': 9.3, 'volume': 15400, 
'change': -6.999999999999993, 'oi': 308000}, {'token': 24270082, 'symbol': 'ONGC21FEB91PE', 'last_price': 2.55, 'volume': 61600, 'change': -5.555555555555569, 
'oi': 323400}, {'token': 24270338, 'symbol': 'ONGC21FEB92CE', 'last_price': 8.7, 'volume': 30800,....

Response attributes

Field Type Detail
token string instrument_token for requested tradingsymbol
symbol string tradingsymbol of the instrument
last_price float Current market price
volume int Volume traded for the day
change float Price change % w.r.t previous day close/LTP
oi float Open Interest for a options contract