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.StockVizQuery 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.StockVizQuery 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.StockVizQuery 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.StockVizQuery the end-of-day prices of equity options 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¶
-
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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OTYPE¶ CE - European calls; CA - American calls, etc…
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SETTLE¶
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STRIKE¶
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SYMBOL¶
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TIME_STAMP¶
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VALUE¶
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