added: feature to get historical option data #48
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added 2 commits
April 28, 2024 12:40
jitendravarma
commented
Apr 28, 2024
nsedt/derivatives/options.py
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| """ | ||
| cookies = utils.get_cookies() | ||
| base_url = cns.BASE_URL | ||
| event_api = cns.FUTURES_PRICE |
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Shall I rename this variable as it same for both futures and options.
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I have migrated the url to FNO_HISTORY and its reference.
jitendravarma
commented
Apr 30, 2024
| @@ -21,6 +21,7 @@ def price(result): | |||
| "CH_TRADE_LOW_PRICE", | |||
| "CH_CLOSING_PRICE", | |||
| "CH_PREVIOUS_CLS_PRICE", | |||
| "CH_LAST_TRADED_PRICE", | |||
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Add support for last price as its a very an important price for analysis.
pratik141
approved these changes
Apr 30, 2024
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We have an requirment to seek historical option data for a given strike price, currently we are doing it by a custom script. So thought of extending the support to the library itself.
URL we are trying to mimic is : https://www.nseindia.com/report-detail/fo_eq_security
How is it tested?
On my local system for various strike price and option data
Let me know if this looks okay to you!