I am trying to fetch market data based on instrument list and trying to punch order on same index base. But, it is actually fetching data differently.
For ex: for 0, 1, 2 indexes data being fetched as 2, 0, 1.
Code:
import requests
with open('access_token.txt', 'r') as file:
content = file.read()
lines = content.splitlines()
for line in lines:
if line.startswith("access_token"):
access_token = line.split('=')[1].strip().strip('"')
break
full_market_url = 'https://api-v2.upstox.com/market-quote/quotes'
headers = {
'Content-Type': 'application/json',
'Accept': 'application/json',
'Authorization': f'Bearer {access_token}'
}
instrument = ['NSE_FO|52521', 'NSE_FO|52593', 'NSE_FO|52693']
#instrument = ['NIFTY2511623000CE', 'NIFTY2511623500CE', 'NIFTY2511624000CE']
params = {
'symbol': ','.join(instrument) # Corrected to use a comma-separated string of symbols
}
# Make the GET request to fetch market data
response = requests.get(full_market_url, headers=headers, params=params)
# Convert the response to JSON format
response_data = response.json()
print(response_data)
Output:
{'status': 'success', 'data': {'NSE_FO:NIFTY2511624000CE': {'ohlc': {'open': 40.6, 'high': 45.15, 'low': 15.45, 'close': 16.0}, 'depth': {'buy': [{'quantity': 825, 'price': 15.6, 'orders': 1}, {'quantity': 3825, 'price': 15.45, 'orders': 3}, {'quantity': 525, 'price': 15.4, 'orders': 1}, {'quantity': 975, 'price': 15.35, 'orders': 3}, {'quantity': 225, 'price': 15.3, 'orders': 2}], 'sell': [{'quantity': 825, 'price': 16.0, 'orders': 4}, {'quantity': 750, 'price': 16.1, 'orders': 1}, {'quantity': 825, 'price': 16.15, 'orders': 2}, {'quantity': 1125, 'price': 16.2, 'orders': 2}, {'quantity': 225, 'price': 16.3, 'orders': 2}]}, 'timestamp': '2025-01-12T14:26:32.848+05:30', 'instrument_token': 'NSE_FO|52693', 'symbol': 'NIFTY2511624000CE', 'last_price': 16.0, 'volume': 135200400, 'average_price': 26.99, 'oi': 8417100.0, 'net_change': -23.7, 'total_buy_quantity': 348825.0, 'total_sell_quantity': 1211850.0, 'lower_circuit_limit': 0.05, 'upper_circuit_limit': 69.75, 'last_trade_time': '1736503199936', 'oi_day_high': 9636675.0, 'oi_day_low': 4328325.0}, 'NSE_FO:NIFTY2511623000CE': {'ohlc': {'open': 590.05, 'high': 659.6, 'low': 451.05, 'close': 501.0}, 'depth': {'buy': [{'quantity': 150, 'price': 496.45, 'orders': 1}, {'quantity': 300, 'price': 496.4, 'orders': 2}, {'quantity': 1050, 'price': 495.5, 'orders': 1}, {'quantity': 375, 'price': 495.2, 'orders': 1}, {'quantity': 5550, 'price': 495.0, 'orders': 4}], 'sell': [{'quantity': 450, 'price': 499.65, 'orders': 1}, {'quantity': 1050, 'price': 500.0, 'orders': 1}, {'quantity': 900, 'price': 500.1, 'orders': 1}, {'quantity': 150, 'price': 501.6, 'orders': 1}, {'quantity': 75, 'price': 502.05, 'orders': 1}]}, 'timestamp': '2025-01-12T14:26:32.848+05:30', 'instrument_token': 'NSE_FO|52521', 'symbol': 'NIFTY2511623000CE', 'last_price': 501.0, 'volume': 2491650, 'average_price': 530.68, 'oi': 403350.0, 'net_change': -116.35, 'total_buy_quantity': 86400.0, 'total_sell_quantity': 35100.0, 'lower_circuit_limit': 0.05, 'upper_circuit_limit': 1006.85, 'last_trade_time': '1736503197061', 'oi_day_high': 420225.0, 'oi_day_low': 267075.0}, 'NSE_FO:NIFTY2511623500CE': {'ohlc': {'open': 243.0, 'high': 259.25, 'low': 122.75, 'close': 135.45}, 'depth': {'buy': [{'quantity': 75, 'price': 135.45, 'orders': 1}, {'quantity': 525, 'price': 135.4, 'orders': 1}, {'quantity': 375, 'price': 135.35, 'orders': 2}, {'quantity': 150, 'price': 135.2, 'orders': 1}, {'quantity': 750, 'price': 135.1, 'orders': 1}], 'sell': [{'quantity': 975, 'price': 137.1, 'orders': 1}, {'quantity': 450, 'price': 137.2, 'orders': 2}, {'quantity': 150, 'price': 137.3, 'orders': 1}, {'quantity': 375, 'price': 137.6, 'orders': 1}, {'quantity': 975, 'price': 137.65, 'orders': 1}]}, 'timestamp': '2025-01-12T14:26:32.848+05:30', 'instrument_token': 'NSE_FO|52593', 'symbol': 'NIFTY2511623500CE', 'last_price': 135.45, 'volume': 153718725, 'average_price': 179.26, 'oi': 4461300.0, 'net_change': -97.4, 'total_buy_quantity': 201375.0, 'total_sell_quantity': 513600.0, 'lower_circuit_limit': 0.05, 'upper_circuit_limit': 405.35, 'last_trade_time': '1736503199999', 'oi_day_high': 5637975.0, 'oi_day_low': 1654500.0}}}
Please suggest on thisā¦!