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Description
Hi,
I am getting the data like this:
def highest_oi_CE(num,step,nearest,url): strike = nearest - (step*num) start_strike = nearest - (step*num) response_text = get_data(url) data = json.loads(response_text) currExpiryDate = data["records"]["expiryDates"][0] max_oi = 0 max_oi_strike = 0 for item in data['records']['data']: if item["expiryDate"] == currExpiryDate: if item["strikePrice"] == strike and item["strikePrice"] < start_strike+(step*num*2): if item["CE"]["openInterest"] > max_oi: max_oi = item["CE"]["openInterest"] max_oi_strike = item["strikePrice"] strike = strike + step return max_oi_strike
However the data I am getting is much much lower order than reported by other tools.
Are those OI data is of different ? (like thousands or lakhs)?