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Add support for Options data #4

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virresh opened this issue Aug 13, 2020 · 2 comments
Open

Add support for Options data #4

virresh opened this issue Aug 13, 2020 · 2 comments
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enhancement New feature or request hacktoberfest help wanted Extra attention is needed

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@virresh
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virresh commented Aug 13, 2020

raty on Traderji forum has explained the following points for the same.
Tracking this issue for reference

1. the symbol data as per nse (options) is of the format optidx/optstk symbol expiry (dd-mmm-yyyy) strike ce/pe

2. data can be extracted as symbol strike ce/pe (expiry as m1/m2/m3 or w1/w2/w3 for nifty banknifty)

3. so symbol from the csv file OPTIDXBANKNIFTY27-AUG-2020CE23800 will be as BANKNIFTY23800CE-M1 (as 27-aug-2020 is the m1 expiry) and data column for current date, open, high, low, close, volume, openinterest, expiry date to be extracted from csv.

4. for index the last week of the month to be as monthly expiry options ( as the monthly m1 and weekly w1 option data will be same) or can duplicate as w1 and m1.

Original post- https://www.traderji.com/community/threads/stockd-another-nse-eod-data-downloader.109398/post-1426596

@virresh virresh added the help wanted Extra attention is needed label Dec 29, 2020
@madhanji
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Dera Virresh,
please add mcx EOD in next release..

Happy Trading

@virresh virresh added the enhancement New feature or request label Feb 12, 2021
@virresh
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virresh commented Feb 12, 2021

Thanks @madhanji

I have started work on this feature and will try to get in a couple of future releases!

@virresh virresh mentioned this issue Aug 5, 2024
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Labels
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