Equities Futures and Options traded on the NSE¶
Equities Futures and Options traded on the NSE
sources: https://www.nseindia.com/
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class
plutoPy.model.EquitiesFuturesAndOptionsIndiaNse.
FuturesEodTimeSeries
(**kwargs)¶ Bases:
sqlalchemy.ext.declarative.api.Base
,plutoPy.model.Db.StockViz
Query the end-of-day prices of equity futures contracts traded on the NSE
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CLOSE
¶ usually a weighted average of price x volume of the last 15-minutes of trading
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CONTRACTS
¶
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EXPIRY
¶
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HIGH
¶
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LOW
¶
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OI
¶
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OPEN
¶
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SETTLE
¶
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SYMBOL
¶
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TIME_STAMP
¶
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VALUE
¶
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class
plutoPy.model.EquitiesFuturesAndOptionsIndiaNse.
LotSize
(**kwargs)¶ Bases:
sqlalchemy.ext.declarative.api.Base
,plutoPy.model.Db.StockViz
Query the lot-size of equity futures and options contracts traded on the NSE
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CONTRACT
¶ expiry year and month. the ‘date’ part is always set to 1.
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LOT_SIZE
¶
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SYMBOL
¶
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class
plutoPy.model.EquitiesFuturesAndOptionsIndiaNse.
OptionGreeks
(**kwargs)¶ Bases:
sqlalchemy.ext.declarative.api.Base
,plutoPy.model.Db.StockViz
Query the end-of-day option greeks of equity options contracts traded on the NSE
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DELTA
¶
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EXPIRY
¶
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GAMMA
¶
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IV
¶
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LAMBDA
¶
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MODEL_PRICE
¶
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OTYPE
¶ CE - European calls; PE - European puts
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RATE
¶ the interest rate used in the calculation
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RHO
¶
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SIGMA
¶ the volatility assumption used in the calculation
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STRIKE
¶
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SYMBOL
¶
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THETA
¶
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TIME_STAMP
¶
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TTM
¶ time to maturity measured in years
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VEGA
¶
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class
plutoPy.model.EquitiesFuturesAndOptionsIndiaNse.
OptionsEodTimeSeries
(**kwargs)¶ Bases:
sqlalchemy.ext.declarative.api.Base
,plutoPy.model.Db.StockViz
Query the end-of-day prices of equity options contracts traded on the NSE
-
CLOSE
¶ usually a weighted average of price x volume of the last 15-minutes of trading
-
CONTRACTS
¶
-
EXPIRY
¶
-
HIGH
¶
-
LOW
¶
-
OI
¶
-
OPEN
¶
-
OTYPE
¶ CE - European calls; CA - American calls, etc…
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SETTLE
¶
-
STRIKE
¶
-
SYMBOL
¶
-
TIME_STAMP
¶
-
VALUE
¶
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