Tick by tick data clarification required-Require OHLCV data for each tick and trade level data #167
Comments
|
Dear Client,
Answering your queries.
What I want is for each ticker I want the open, high, low , close , ltq(What I want is volume traded for that ticker) for that time instance of the ticker.
We provide 2 types of feeds one is OHLC feeds and other is live feeds.
In OHLC feeds you will get open, high, close, low value but in live feeds for particular feed you will get it's ltp and volume traded.
[E29CF836]
Thanks & Regards,
Hiten Solanki,
Team Breeze API,
ICICI Securities
…________________________________
From: GauravSuryavanshi2020 ***@***.***>
Sent: Monday, December 9, 2024 4:07 PM
To: Idirect-Tech/Breeze-Python-SDK ***@***.***>
Cc: Subscribed ***@***.***>
Subject: [Idirect-Tech/Breeze-Python-SDK] Tick by tick data clarification required-Require OHLCV data for each tick and trade level data (Issue #167)
CAUTION: This email originated from outside the organization! Do not click links, open attachments or reply, unless you recognize the sender's email address! Use 'Report suspicious Email' button in the toolbar to report Phishing mails. Beware!
I am currently using breeze API to get tick data to get tick information related to the Futures and Options that I am interested in.
I am subscribing to the session by using below codes :
breeze = BreezeConnect(api_key="MyAPIKey")
[logging.info](http://logging.info/)("https://api.icicidirect.com/apiuser/login?api_key="+urllib.parse.quote_plus("MyAPIKey))
breeze.generate_session(api_secret="MyAPISecret", session_token="SessionToken")
stock_tokens = ["4.1!35028","4.1!47721"]
Attributes that I am fetching are Open, High , Low, Close, ltq (Last Traded Quantity), bPrice, bQty, sPrice, sQty. For attribute Quotes I get value Quotes Data. But the data that I get is not the open, high, low, close, ltq of the ticker. Instead what I get is for the particular ticker on the particular date that I use, whatever is the open, high, low, close untill that time that is given. This is not what I am looking for. What I want is for each ticker I want the open, high, low , close , ltq(What I want is volume traded for that ticker) for that time instance of the ticker.
Could you please provide proper descriptions of these attributes
The tick by tick attributes and descriptions given on the below page are not proper descriptions. Could you please provide more appropriate descriptions if the attributes :
https://api.icicidirect.com/breezeapi/documents/index.html?python#tick-by-tick-market-data
Also, I want the traded level and tick level data for each trade that happens. I want the open , high, low, close, volume of each trade that happens. How can I get these details ?
Category | Value -- | -- HTTP Request | GET URL | https://livestream.icicidirect.com/ Symbol Stock | Token Value Open | Open Price Last | Last Price high | High Price Low | Low Price change | change bPrice | Buy Price bQty | Buy Quantity sPrice | Selling Price sQty | Selling Quantity ltq | Last Traded Quantity avgPrice | Average Price quotes | Quotes ttq | Total Traded Quantity totalBuyQt | Total Buy Quantity totalSellQt | Total Sell Quantity ttv | Total Traded Volume trend | trend lowerCktLM Lower | Circuit Limit upperCktLM | Upper Circuit Limit ltt | Last Traded Time close Close | Price exchange | Exchange stock_name | Stock Name
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Hi Hiten/Team,
Thanks for the reply .
Hi Akash,
Thanks for the reply.
#Code Already is use
breeze = BreezeConnect(api_key="MyAPIKey")
logging.info("https://api.icicidirect.com/apiuser/login?api_key="+urllib.parse.quote_plus("
MyAPIKey "))
breeze.generate_session(api_secret="MyAPISecret",
session_token="MySessionToken")
# Connect to websocket
breeze.ws_connect()
stock_tokens = ["4.1!35028","4.1!47721","4.1!47742"] # More than
10,000 tokens are subscribed to. Putting just 3 here
breeze.subscribe_feeds(stock_token=stock_tokens)
The above code worked fine . But when i modify it for OHLCV data for
multiple tokens I get an error message that says
#Updated code is as follows :
breeze = BreezeConnect(api_key="MyAPIKey")
logging.info("https://api.icicidirect.com/apiuser/login?api_key="+urllib.parse.quote_plus("
MyAPIKey "))
breeze.generate_session(api_secret="MyAPISecret",
session_token="MySessionToken")
# Connect to websocket
breeze.ws_connect()
stock_tokens = ["4.1!35028","4.1!47721","4.1!47742"] # More than
10,000 tokens are subscribed to. Putting just 3 here
breeze.subscribe_feeds(stock_token=stock_tokens, *interval=1second*)
*Error Message received is as below :*
2024-12-10 10:00:02,157 - ERROR - Error in main loop: *Failed to connect to
OHLC stream*
Traceback (most recent call last):
File
"C:\Users\gaura\anaconda3\Lib\site-packages\breeze_connect\breeze_connect.py",
line 97, in watch_stream_data
if((data,channel) not in self.ohlcstate):
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
TypeError: *unhashable type: 'list'*
During handling of the above exception, another exception occurred:
Traceback (most recent call last):
File "c:\users\gaura\.spyder-py3\icici_volume_iter35_9dec2024.py", line
348, in main
breeze.subscribe_feeds(stock_token=stock_tokens,interval="1second")
File
"C:\Users\gaura\anaconda3\Lib\site-packages\breeze_connect\breeze_connect.py",
line 382, in subscribe_feeds
self.sio_ohlcv_stream_handler.watch_stream_data(stock_token,interval)
File
"C:\Users\gaura\anaconda3\Lib\site-packages\breeze_connect\breeze_connect.py",
line 105, in watch_stream_data
raise
Exception(except_message.OHLC_SOCKET_CONNECTION_DISCONNECTED.value)
Exception: *Failed to connect to OHLC stream*
Could you please guide me on what modifications need to be made to the code
to get live OHLCV data for multiple stock_tokens ?
Thanks & Regards,
Suvarna Suryavanshi
(Mobile : 7042257379
USer ID : 8425936474)
…On Mon, Dec 9, 2024 at 4:17 PM Idirect-Tech ***@***.***> wrote:
Dear Client,
Answering your queries.
What I want is for each ticker I want the open, high, low , close ,
ltq(What I want is volume traded for that ticker) for that time instance of
the ticker.
We provide 2 types of feeds one is OHLC feeds and other is live feeds.
In OHLC feeds you will get open, high, close, low value but in live feeds
for particular feed you will get it's ltp and volume traded.
[E29CF836]
Thanks & Regards,
Hiten Solanki,
Team Breeze API,
ICICI Securities
________________________________
From: GauravSuryavanshi2020 ***@***.***>
Sent: Monday, December 9, 2024 4:07 PM
To: Idirect-Tech/Breeze-Python-SDK ***@***.***>
Cc: Subscribed ***@***.***>
Subject: [Idirect-Tech/Breeze-Python-SDK] Tick by tick data clarification
required-Require OHLCV data for each tick and trade level data (Issue #167)
CAUTION: This email originated from outside the organization! Do not click
links, open attachments or reply, unless you recognize the sender's email
address! Use 'Report suspicious Email' button in the toolbar to report
Phishing mails. Beware!
I am currently using breeze API to get tick data to get tick information
related to the Futures and Options that I am interested in.
I am subscribing to the session by using below codes :
breeze = BreezeConnect(api_key="MyAPIKey")
[logging.info](http://logging.info/)("
https://api.icicidirect.com/apiuser/login?api_key="+urllib.parse.quote_plus("MyAPIKey))
breeze.generate_session(api_secret="MyAPISecret",
session_token="SessionToken")
stock_tokens = ["4.1!35028","4.1!47721"]
Attributes that I am fetching are Open, High , Low, Close, ltq (Last
Traded Quantity), bPrice, bQty, sPrice, sQty. For attribute Quotes I get
value Quotes Data. But the data that I get is not the open, high, low,
close, ltq of the ticker. Instead what I get is for the particular ticker
on the particular date that I use, whatever is the open, high, low, close
untill that time that is given. This is not what I am looking for. What I
want is for each ticker I want the open, high, low , close , ltq(What I
want is volume traded for that ticker) for that time instance of the
ticker.
Could you please provide proper descriptions of these attributes
The tick by tick attributes and descriptions given on the below page are
not proper descriptions. Could you please provide more appropriate
descriptions if the attributes :
https://api.icicidirect.com/breezeapi/documents/index.html?python#tick-by-tick-market-data
Also, I want the traded level and tick level data for each trade that
happens. I want the open , high, low, close, volume of each trade that
happens. How can I get these details ?
Category | Value -- | -- HTTP Request | GET URL |
https://livestream.icicidirect.com/ Symbol Stock | Token Value Open |
Open Price Last | Last Price high | High Price Low | Low Price change |
change bPrice | Buy Price bQty | Buy Quantity sPrice | Selling Price sQty |
Selling Quantity ltq | Last Traded Quantity avgPrice | Average Price quotes
| Quotes ttq | Total Traded Quantity totalBuyQt | Total Buy Quantity
totalSellQt | Total Sell Quantity ttv | Total Traded Volume trend | trend
lowerCktLM Lower | Circuit Limit upperCktLM | Upper Circuit Limit ltt |
Last Traded Time close Close | Price exchange | Exchange stock_name | Stock
Name
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upon/rely on the contents of this e-mail in any manner. Please notify the
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control or ensure the integrity of/over the contents of the information
contained in e-mail transmissions and that any views expressed in this
e-mail are not endorsed by/binding on the ICICI Group unless the sender
does so expressly with due authority of ICICI Group. Before opening any
attachments please check them for viruses and defects and please note that
ICICI Group accepts no liability or responsibility for any damage caused by
any virus that may be transmitted by this email. Any unauthorized use of
this email or any attachment(s) may be treated as infringement of right(s)
including right of privacy under the applicable laws of India including
Information and Technology Act, 2000. Thank you for your cooperation.
Regulatory Disclosures are available on https://www.icicisecurities.com
(for institutional business) and www.icicidirect.com (for retail
business).
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Dear Client,
Currently OHLC WebSocket code is written in such a way that to subscribe multiple stock token for OHLC feeds you need to pass individual stock token.
Kindly refer below example for it:
breeze.subscribe_feeds(stock_token=["4.1!35028"], interval=1second)
breeze.subscribe_feeds(stock_token=["4.1!47721"], interval=1second)
breeze.subscribe_feeds(stock_token=["4.1!47742"], interval=1second)
[E29CF836]
Thanks & Regards,
Hiten Solanki,
Team Breeze API,
ICICI Securities
________________________________
From: GauravSuryavanshi2020 ***@***.***>
Sent: Tuesday, December 10, 2024 10:08 AM
To: Idirect-Tech/Breeze-Python-SDK ***@***.***>
Cc: BREEZEAPI ***@***.***>; Comment ***@***.***>
Subject: Re: [Idirect-Tech/Breeze-Python-SDK] Tick by tick data clarification required-Require OHLCV data for each tick and trade level data (Issue #167)
CAUTION: This email originated from outside the organization! Do not click links, open attachments or reply, unless you recognize the sender's email address! Use 'Report suspicious Email' button in the toolbar to report Phishing mails. Beware!
Hi Hiten/Team,
Thanks for the reply .
Hi Akash,
Thanks for the reply.
#Code Already is use
breeze = BreezeConnect(api_key="MyAPIKey")
logging.info("https://api.icicidirect.com/apiuser/login?api_key="+urllib.parse.quote_plus("
MyAPIKey "))
breeze.generate_session(api_secret="MyAPISecret",
session_token="MySessionToken")
# Connect to websocket
breeze.ws_connect()
stock_tokens = ["4.1!35028","4.1!47721","4.1!47742"] # More than
10,000 tokens are subscribed to. Putting just 3 here
breeze.subscribe_feeds(stock_token=stock_tokens)
The above code worked fine . But when i modify it for OHLCV data for
multiple tokens I get an error message that says
#Updated code is as follows :
breeze = BreezeConnect(api_key="MyAPIKey")
logging.info("https://api.icicidirect.com/apiuser/login?api_key="+urllib.parse.quote_plus("
MyAPIKey "))
breeze.generate_session(api_secret="MyAPISecret",
session_token="MySessionToken")
# Connect to websocket
breeze.ws_connect()
stock_tokens = ["4.1!35028","4.1!47721","4.1!47742"] # More than
10,000 tokens are subscribed to. Putting just 3 here
breeze.subscribe_feeds(stock_token=stock_tokens, *interval=1second*)
*Error Message received is as below :*
2024-12-10 10:00:02,157 - ERROR - Error in main loop: *Failed to connect to
OHLC stream*
Traceback (most recent call last):
File
"C:\Users\gaura\anaconda3\Lib\site-packages\breeze_connect\breeze_connect.py",
line 97, in watch_stream_data
if((data,channel) not in self.ohlcstate):
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
TypeError: *unhashable type: 'list'*
During handling of the above exception, another exception occurred:
Traceback (most recent call last):
File "c:\users\gaura\.spyder-py3\icici_volume_iter35_9dec2024.py", line
348, in main
breeze.subscribe_feeds(stock_token=stock_tokens,interval="1second")
File
"C:\Users\gaura\anaconda3\Lib\site-packages\breeze_connect\breeze_connect.py",
line 382, in subscribe_feeds
self.sio_ohlcv_stream_handler.watch_stream_data(stock_token,interval)
File
"C:\Users\gaura\anaconda3\Lib\site-packages\breeze_connect\breeze_connect.py",
line 105, in watch_stream_data
raise
Exception(except_message.OHLC_SOCKET_CONNECTION_DISCONNECTED.value)
Exception: *Failed to connect to OHLC stream*
Could you please guide me on what modifications need to be made to the code
to get live OHLCV data for multiple stock_tokens ?
Thanks & Regards,
Suvarna Suryavanshi
(Mobile : 7042257379
USer ID : 8425936474)
On Mon, Dec 9, 2024 at 4:17 PM Idirect-Tech ***@***.***> wrote:
Dear Client,
Answering your queries.
What I want is for each ticker I want the open, high, low , close ,
ltq(What I want is volume traded for that ticker) for that time instance of
the ticker.
We provide 2 types of feeds one is OHLC feeds and other is live feeds.
In OHLC feeds you will get open, high, close, low value but in live feeds
for particular feed you will get it's ltp and volume traded.
[E29CF836]
Thanks & Regards,
Hiten Solanki,
Team Breeze API,
ICICI Securities
________________________________
From: GauravSuryavanshi2020 ***@***.***>
Sent: Monday, December 9, 2024 4:07 PM
To: Idirect-Tech/Breeze-Python-SDK ***@***.***>
Cc: Subscribed ***@***.***>
Subject: [Idirect-Tech/Breeze-Python-SDK] Tick by tick data clarification
required-Require OHLCV data for each tick and trade level data (Issue #167)
CAUTION: This email originated from outside the organization! Do not click
links, open attachments or reply, unless you recognize the sender's email
address! Use 'Report suspicious Email' button in the toolbar to report
Phishing mails. Beware!
I am currently using breeze API to get tick data to get tick information
related to the Futures and Options that I am interested in.
I am subscribing to the session by using below codes :
breeze = BreezeConnect(api_key="MyAPIKey")
[logging.info](http://logging.info/)("
https://api.icicidirect.com/apiuser/login?api_key="+urllib.parse.quote_plus("MyAPIKey))
breeze.generate_session(api_secret="MyAPISecret",
session_token="SessionToken")
stock_tokens = ["4.1!35028","4.1!47721"]
Attributes that I am fetching are Open, High , Low, Close, ltq (Last
Traded Quantity), bPrice, bQty, sPrice, sQty. For attribute Quotes I get
value Quotes Data. But the data that I get is not the open, high, low,
close, ltq of the ticker. Instead what I get is for the particular ticker
on the particular date that I use, whatever is the open, high, low, close
untill that time that is given. This is not what I am looking for. What I
want is for each ticker I want the open, high, low , close , ltq(What I
want is volume traded for that ticker) for that time instance of the
ticker.
Could you please provide proper descriptions of these attributes
The tick by tick attributes and descriptions given on the below page are
not proper descriptions. Could you please provide more appropriate
descriptions if the attributes :
https://api.icicidirect.com/breezeapi/documents/index.html?python#tick-by-tick-market-data
Also, I want the traded level and tick level data for each trade that
happens. I want the open , high, low, close, volume of each trade that
happens. How can I get these details ?
Category | Value -- | -- HTTP Request | GET URL |
https://livestream.icicidirect.com/ Symbol Stock | Token Value Open |
Open Price Last | Last Price high | High Price Low | Low Price change |
change bPrice | Buy Price bQty | Buy Quantity sPrice | Selling Price sQty |
Selling Quantity ltq | Last Traded Quantity avgPrice | Average Price quotes
| Quotes ttq | Total Traded Quantity totalBuyQt | Total Buy Quantity
totalSellQt | Total Sell Quantity ttv | Total Traded Volume trend | trend
lowerCktLM Lower | Circuit Limit upperCktLM | Upper Circuit Limit ltt |
Last Traded Time close Close | Price exchange | Exchange stock_name | Stock
Name
—
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#167>, or
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message are intended for the exclusive use of the intended recipient and
may contain proprietary, confidential or legally privileged information. If
you are not the intended recipient, please note that you are not authorised
to disseminate, distribute or copy this e-mail or any parts of it or act
upon/rely on the contents of this e-mail in any manner. Please notify the
sender immediately by e-mail and destroy all copies of this e-mail and any
attachments. Please also note that ICICI Bank or its subsidiaries and
associated companies, (collectively "ICICI Group"), are unable to exercise
control or ensure the integrity of/over the contents of the information
contained in e-mail transmissions and that any views expressed in this
e-mail are not endorsed by/binding on the ICICI Group unless the sender
does so expressly with due authority of ICICI Group. Before opening any
attachments please check them for viruses and defects and please note that
ICICI Group accepts no liability or responsibility for any damage caused by
any virus that may be transmitted by this email. Any unauthorized use of
this email or any attachment(s) may be treated as infringement of right(s)
including right of privacy under the applicable laws of India including
Information and Technology Act, 2000. Thank you for your cooperation.
Regulatory Disclosures are available on https://www.icicisecurities.com
(for institutional business) and www.icicidirect.com (for retail
business).
—
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I am currently using breeze API to get tick data to get tick information related to the Futures and Options that I am interested in.
I am subscribing to the session by using below codes :
Attributes that I am fetching are Open, High , Low, Close, ltq (Last Traded Quantity), bPrice, bQty, sPrice, sQty. For attribute Quotes I get value Quotes Data. But the data that I get is not the open, high, low, close, ltq of the ticker. Instead what I get is for the particular ticker on the particular date that I use, whatever is the open, high, low, close untill that time that is given. This is not what I am looking for. What I want is for each ticker I want the open, high, low , close , ltq(What I want is volume traded for that ticker) for that time instance of the ticker.
Could you please provide proper descriptions of these attributes
The tick by tick attributes and descriptions given on the below page are not proper descriptions. Could you please provide more appropriate descriptions if the attributes :
https://api.icicidirect.com/breezeapi/documents/index.html?python#tick-by-tick-market-data
Also, I want the traded level and tick level data for each trade that happens. I want the open , high, low, close, volume of each trade that happens. How can I get these details ?
Category | Value -- | -- HTTP Request | GET URL | https://livestream.icicidirect.com/ Symbol Stock | Token Value Open | Open Price Last | Last Price high | High Price Low | Low Price change | change bPrice | Buy Price bQty | Buy Quantity sPrice | Selling Price sQty | Selling Quantity ltq | Last Traded Quantity avgPrice | Average Price quotes | Quotes ttq | Total Traded Quantity totalBuyQt | Total Buy Quantity totalSellQt | Total Sell Quantity ttv | Total Traded Volume trend | trend lowerCktLM Lower | Circuit Limit upperCktLM | Upper Circuit Limit ltt | Last Traded Time close Close | Price exchange | Exchange stock_name | Stock NameThe text was updated successfully, but these errors were encountered: