Closed vineetvermait closed 1 month ago
Dear Vineet,
Could you please share the correct expiry date for which you want market depth data through websocket as the expiry date you are passing is invalid expiry date?
Note : At a time you can keep get_exchange_quotes as true or getmarketdepth as true. As you want market depth data, so keep get_exchange_quotes as True and get_exchange_quotes as False.
[E29CF836]
Thanks & Regards,
Hiten Solanki,
Team Breeze API,
ICICI Securities
From: Vineet Verma @.> Sent: Thursday, August 29, 2024 11:50 AM To: Idirect-Tech/Breeze-Python-SDK @.> Cc: Subscribed @.***> Subject: [Idirect-Tech/Breeze-Python-SDK] WebSocket Connection, not getting Market Depth (Issue #133)
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When market depth set to True, I am still getting the same values in case of FnO, I am still getting the same values in the ticks and no difference
Code:
client.subscribe_feeds( exchange_code=req.exchange_code, #NFO stock_code=req.stock_code, #NIFTY interval=req.interval, # 1second product_type=req.product_type, #options expiry_date=req.expiry_date, #14-08-2024 strike_price=str(req.strike_price), #24000 right=req.right, # Call get_exchange_quotes=True, get_market_depth=True #<--- )
How to get market depth for Options
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There seems to be an issue here
when i use get_exchange_quotes
False, and Market Depth True, I am getting no response at all in socket connection
configuration for ws_connect:
{'exchange_code': 'NFO', 'stock_code': 'CNXBAN', 'strike_price': '51400', 'right': 'Call', 'expiry': '20240904', 'interval': '1second', 'product_type': 'options', 'get_exchange_quotes': False, 'get_market_depth': True}
Dear Vineet,
Thank you for showing interest in Breeze API.
When you are subscribing to WebSocket for fetching market depth you cannot use interval. Please find below sample code to get Market depth :
breeze.ws_connect()
def on_ticks(ticks): print("Ticks: {}".format(ticks))
breeze.on_ticks = on_ticks breeze.subscribe_feeds(get_order_notification=True)
breeze.subscribe_feeds(exchange_code="NFO", stock_code="CNXBAN", product_type="options", expiry_date="04-Sep-2024", strike_price="51400", right="call", get_market_depth = "True", get_exchange_quotes = "False")
Please find attached screenshot for your reference.
[E29CF836] Thanks & Regards, Akash Sapkal, Team Breeze API, ICICI Securities
From: vermavineet-google @.> Sent: 04 September 2024 13:17 To: Idirect-Tech/Breeze-Python-SDK @.> Cc: BREEZEAPI @.>; Comment @.> Subject: Re: [Idirect-Tech/Breeze-Python-SDK] WebSocket Connection, not getting Market Depth (Issue #133)
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There seems to be an issue here
when i use get_exchange_quotes False, and Market Depth True, I am getting no response at all in socket connection
configuration for we_connect:
{'exchange_code': 'NFO', 'stock_code': 'CNXBAN', 'strike_price': '51400', 'right': 'Call', 'expiry': '20240904', 'interval': '1second', 'product_type': 'options', 'get_exchange_quotes': False, 'get_market_depth': True}
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Thanks
ISSUE: Time value in market depth is not IST, it is UTC time. kindly fix
'time': 'Wed Sep 4 09:55:35 2024',
When market depth set to True, I am still getting the same values in case of FnO, I am still getting the same values in the ticks and no difference
Code:
How to get market depth for Options