A) PART-1: Automatic downloading of LIVE OPTION CHAIN DATA at regular interval of any expiry in excel format from NSE NEW website as given below.
[login to view URL] quotes/derivatives?symbol=NIFTY&identifier=OPTIDXNIFTY14-01-2021CE14500.00
B) PART-2: Down loading of selected live data of strike prices at regular time interval and their calculation in a desired format
C) PART-3: TO pull the real time data , NIFTY50 VOLUME and its rate to be calculated (volume/time) at regular time interval from [login to view URL]
A) Descriptions of part-1 : Automatic downloading of LIVE OPTION CHAIN DATA
Live OC data of any expiry (now 21-1-2021 is current expiry)to be down loaded in every 5 minutes ,however provisions should be there to change the time interval.
Market opens at 9.15am and continue till [login to view URL] to be stored in separate folder.
B) Descriptions of part-2 Down loading of selected live data of strike prices
1. Option data for any 3/5 strike prices each call side and put side,one/two price above and one/two price below the current price.( say current price 14010,strikeprice shall be 14000, 14050 and 13950 for 3 strike & 14000,14050,14100,13950 and 13900 for 5 strike prices)
2. data to be pulled from LIVE NSE Market from 9.00am to 3.30pm in market time normally at 5 minutes interval. Provision to be given to change the time interval
3. data to be pulled in EXCEL format.
4. Normally data required for current weekly expiry ,however provision should be there to pull data for any other expiry.
5. with Market movement up or down the 3/5 strike prices will change
6. strike prices can be selected automatically however provision to be there to select manually also.
7. Underlaying market price shall also to be pulled in along with other data at regular interval
8. PROCESSING DATA AND CALCULATIONS
a) % change OI call and put side with respect to last closing OI of previous day
b) COI/VOLUME call side and put side.
c) Ratios of OI PUT to CALL
d) Ratios of COI/VOLUME put to call
e) DECAY call side ,put side and net decay
f) % change IV call side and put side and their average.
g) Sample excel sheet ,sample-1 attached for reference.
h) During trail run some more calculations column may be added or deleted.
C) Descriptions of part-3 TO pull the real time data , NIFTY50 VOLUME
Nifty50 volume live data to be pulled in every one minute and rate volume/ minute to be displayed continuously. Average Rate to be displayed in every 5minutes or any other time interval as per [login to view URL] time days average volume (Days Total volume till that time/total time) to be displayed.
SECURITY & PRIVACY To protect the final software procedure to be developed to protect it due to pc failure ,hard disc crash,virus attack etc. It should be retrieve easily.