In this code I'm trying to fetch NSE option chain data via Python code.
Tool - Spyder4 Python - 3.7
CODE IS NOT THROWING ANY ERROR ,I don't know what I'm doing wrong. PRINT 1 is giving my proper output as JSON data but PRINT 2 & PRINT 3 is not showing any output. Can someone please help me in debugging this code.
import requests
import json
import pandas as pd
import xlwings as xw
from df2gspread import df2gspread as d2g
import gspread
from oauth2client.service_account import ServiceAccountCredentials
pd.set_option('display.width', 1500)
pd.set_option('display.max_columns', 75)
pd.set_option('display.max_row', 2500)
url = "https://www.nseindia.com/api/option-chain-indices?symbol=NIFTY"
headers = {'user-agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_5) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/83.0.4103.106 Safari/537.36',
"accept-language": "en-US,en;q=0.9,hi;q=0.8","accept-encoding": "gzip, deflate, br"}
cookie_dict = {'bm_sv' : 'AA02590AB18B4FC4A036CC62F5230694~8py6nqGfKvu3P4aKZoNpf4HZOUYQJ4i6JMyPMX14ksLZYE+0HlglIA3S2AAa9JGJPvXrBHcJ7uS2ZMcMq3f+FZ/ttHuqFzuAmMf1ZnI9hFgpqB7USISOoa3NfzMufwVAd0U7MgeSxF7+GjuyOuApyOQcoHmyr53hB4JLSqd0U1s'}
session = requests.session()
for cookie in cookie_dict:
session.cookies.set(cookie,cookie_dict[cookie])
expiry = '16-Jul-2020'
def fetch_oi():
r = session.get(url, headers=headers).json()
#print(r) PRINT 1 - THIS PRINT IS WORKING
if expiry:
ce_values = [data['CE'] for data in r ['records']['data'] if "CE" in data and str(data['expiryDate'].lower() == str(expiry).lower())]
pe_values = [data['PE'] for data in r ['records']['data'] if "PE" in data and str(data['expiryDate'].lower() == str(expiry).lower())]
else:
ce_values = [data['CE'] for data in r ['filtered']['data'] if "CE" in data]
pe_values = [data['PE'] for data in r ['filtered']['data'] if "PE" in data]
print(ce_values) # PRINT 2 NO OUTPUT NO ERROR
ce_data = pd.DataFrame(ce_values)
pe_data = pd.DataFrame(pe_values)
ce_data = ce_data.sort_values(['strikePrice'])
pe_data = pe_data.sort_values(['strikePrice'])
print(ce_values) # PRINT 3 NO OUTPUT NO ERROR
def main():
fetch_oi()
if __name__ == '__main__':
main()
One is the simple and straightforward method of downloading the CSV file for options data from the NSE website. The link to download the CSV file is given at the top of the option chain chart. Once you select the Options Contracts type or Symbol, Expiry Date, or Strike Price, download the CSV file.
your str conversion was failing and requests handle had missing parameters, I have modified your code, should work below
import requests
import json
import pandas as pd
new_url = 'https://www.nseindia.com/api/option-chain-indices?symbol=BANKNIFTY'
headers = {'User-Agent': 'Mozilla/5.0'}
page = requests.get(new_url,headers=headers)
dajs = json.loads(page.text)
def fetch_oi(expiry_dt):
ce_values = [data['CE'] for data in dajs['records']['data'] if "CE" in data and data['expiryDate'] == expiry_dt]
pe_values = [data['PE'] for data in dajs['records']['data'] if "PE" in data and data['expiryDate'] == expiry_dt]
ce_dt = pd.DataFrame(ce_values).sort_values(['strikePrice'])
pe_dt = pd.DataFrame(pe_values).sort_values(['strikePrice'])
print(ce_dt[['strikePrice','lastPrice']])
def main():
expiry_dt = '27-Aug-2020'
fetch_oi(expiry_dt)
if __name__ == '__main__':
main()
Now they have added 2 main cookies which determines if you are authentic user or not
Cookie Names nsit , nseappid
Couldnt find how these both cookies are being set into the browser.
At first visit to NSE site these 2 cookies are being set somehow ofcourse with some expiration. For each resource request For Eg https://www.nseindia.com/api/option-chain-indices?COUNTER these two cookies needed to be set into request headers inorder to get data.
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