Hi Team,
I do not see any API that can provide info on Greeks, can you either include it an existing endpoint or create a new one?
Alternatively, please share any references to calculate it in my end if possible via python.
Cheers
Hi @Ankit_Agarwal,
Currently, option greeks are not available via APIs.
We have passed on your feedback to the team.
It surprising that response to most real world requires that I see across this forum is “we have passed this feedback to team”, with no real accountability. I am not sure how the primary requirements for the APIs were designed which missed so many basic features for multiple users.
But atleast can you please bring some real accountability to these threads by sharing ETAs? Or atleast work arounds?
Cheers
Hi @Ankit_Agarwal,
We are constantly working on requests from users and it is one of our top priority.
The team is currently occupied in developing solutions to multiple user requests as well as enhancement of APIs and feature additions in parallel.
Please rest assured that each user request is meticulously evaluated and prioritized, taking into account a variety of factors. While we would like to provide you with an estimated time of completion for your request, it is important to note that due to the complex nature of our work, offering an exact ETA is often challenging. We kindly request your understanding in this matter.
Thank you for your patience and continued support.
Hi @Ankit_Agarwal ,
We don’t have Option Greeks as part of Rest APIs at the moment, however Option Greeks are available in Market Feed via WebSockets here.
Do select FO option to view the message structure containing Option Greeks as shown in the image below
Let us know if this helps
I chose method as “sub” and mode with “full” within the data dictionary and yet the data is sent (in “ltpc” mode) without the greeks data. Can you please suggest what is missing so that I can get the greeks data also?
Could you please provide your sample code for review?
Additionally, you might find it helpful to examine the the example code available at Upstox Python GitHub repository.
Socket was working for me for Greeks, it’s not ideal but it’s a workaround for now.
@Pradeep_Jaiswar @Ankit_Agarwal I got it working. I was supposed to send FO instrument key.
@Pradeep_Jaiswar is this the place where I get all the instrument keys Instruments | Upstox Developer API ?
Yes, You can refer to this page Instruments | Upstox Developer API
Are the option greeks available via the REST API now? I can see the documentation available for it however when I retrieve it using the API it is not returning the right values
API Documentation
Code
url=‘https://api.upstox.com/v2/option/chain’
payload={}
params = {
‘instrument_key’: ‘NSE_INDEX|Nifty Bank’,
‘expiry_date’ : ‘2024-04-30’# format YYYY-MM-DD**
}
please advise if it is still via WQeb Sockets only?