Hi, what’s wrong with your data file? My program is not working because it couldn’t locate the BANKNIFTY symbols using below code
fileurl = ‘https://assets.upstox.com/market-quote/instruments/exchange/complete.csv.gz’
symboldf = pd.read_csv(fileurl)
symboldf[‘expiry’] = pd.to_datetime(symboldf[‘expiry’]).apply(lambda x: x.date())
bnfdf = symboldf[(symboldf.instrument_type == ‘OPTIDX’)&
(symboldf.tradingsymbol.str.startswith(‘BANK’))&(symboldf.exchange==‘NSE_FO’)&
((bmark - 2200)<symboldf.strike)&(symboldf.strike<(bmark+2200))]
Upon checking I found that the file received from fileurl is missing NSE_FO data for OPTIDX