Seeking Help with Instrument Keys for Specific Options in Upstox API

Developer API
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Let’s consider you know the date, strike price, and whether it’s a put or call option for the contract NIFTY23DEC23000PE. To programmatically find the instrument_key (such as NSE_FO|37721) for a given trading symbol like NIFTY23DEC23000PE, when you have the date, strike price, and whether it’s a put or call option, you can follow these steps:

  1. Standardize the Date Format: Ensure the date is in a standard format that matches the format used in your dataset. For example, if your date is 23-Dec-2023, you may need to convert it to a format like 23DEC.
  2. Concatenate Strings for Trading Symbol: Construct the trading symbol by concatenating the index name, standardized expiry date, strike price, and option type (PE for Put, CE for Call).
  3. Filter the Dataset: Use the constructed trading symbol to filter your dataset and extract the instrument_key.

Here’s a Python function that demonstrates this:

python

import pandas as pd

def find_instrument_key(df, index, date, strike_price, option_type):
    """
    Finds the instrument key in the dataframe for a given option.

    :param df: DataFrame containing the data.
    :param index: The index, e.g., 'NIFTY'.
    :param date: Expiry date in the format 'DD-MMM-YYYY' (e.g., '23-Dec-2023').
    :param strike_price: Strike price as an integer or float.
    :param option_type: 'Put' or 'Call'.
    :return: The instrument key or None if not found.
    """
    # Convert date to the required format (e.g., '23DEC')
    date_str = pd.to_datetime(date).strftime('%d%b').upper()

    # Define option type abbreviation
    option_abbr = 'PE' if option_type.lower() == 'put' else 'CE'

    # Construct the trading symbol
    trading_symbol = f"{index}{date_str}{strike_price}{option_abbr}"

    # Filter the dataframe for the trading symbol
    filtered_df = df[df['tradingsymbol'] == trading_symbol]

    # Return the instrument key
    if not filtered_df.empty:
        return filtered_df.iloc[0]['instrument_key']
    else:
        return None

# Example usage
data = pd.read_csv('/path/to/NSE.csv',  low_memory=False)  # Load the dataset
instrument_key = find_instrument_key(data, 'NIFTY', '23-Dec-2023', 23000, 'Put')
instrument_key

This function will find the instrument_key for the trading symbol constructed from the given date, strike price, and option type. If the trading symbol does not exist in the dataset, it will return None. Make sure to adjust the date format conversion (strftime('%d%b')) to match the format used in your dataset.

Tested it randomly for 3-4 entries and worked for me. You can give a shot and let me know.