A rough-and-ready method to set up some config files ahead of open.
These files will help us smoothly deal with freeze quantities and lot sizes for different indices based on their expiries.
The above files are scheduled to be updated every morning 8:30 AM. You can use them by simply downloading and storing them somwhere in your project structure.
Example snippet on downloading files from urls.
def download_file_as(file_url: str, save_as_name: str):
try:
response = request.urlretrieve(file_url, save_as_name)
print(response)
except Exception as E:
print(E)
download_file_as("https://xcode88.github.io/fno-pre-req/IDX_FUT.toml", "IDX_FUT.toml")
download_file_as("https://xcode88.github.io/fno-pre-req/IDX_OPT.toml", "IDX_OPT.toml")Example snippet on loading configurations from TOML
import toml
from typing import Optional, Dict, Any
def load_configurations(file_path) -> Optional[Dict[str, Any]]:
try:
with open(file_path, 'r') as file:
config = toml.load(file)
return config
except FileNotFoundError as FFE:
print(f"{FFE.__str__()}")
return None
except Exception as E:
print(f"{E.__str__()}")
return NoneFor Index Futures
index_FUT = load_configurations(file_path="IDX_FUT.toml")
print(index_FUT)Result
{
"NIFTY":[
{
"tradingsymbol":"NIFTY23JUNFUT",
"expiry":"2023-06-29",
"lot_size":50,
"freeze_qty":1800
},
{
"tradingsymbol":"NIFTY23JULFUT",
"expiry":"2023-07-27",
"lot_size":50,
"freeze_qty":1800
},
{
"tradingsymbol":"NIFTY23AUGFUT",
"expiry":"2023-08-31",
"lot_size":50,
"freeze_qty":1800
}
],
"BANKNIFTY":[
{
"tradingsymbol":"BANKNIFTY23JUNFUT",
"expiry":"2023-06-29",
"lot_size":25,
"freeze_qty":900
},
{
"tradingsymbol":"BANKNIFTY23JULFUT",
"expiry":"2023-07-27",
"lot_size":15,
"freeze_qty":900
},
{
"tradingsymbol":"BANKNIFTY23AUGFUT",
"expiry":"2023-08-31",
"lot_size":15,
"freeze_qty":900
}
],
"FINNIFTY":[
{
"tradingsymbol":"FINNIFTY23JUNFUT",
"expiry":"2023-06-27",
"lot_size":40,
"freeze_qty":1800
},
{
"tradingsymbol":"FINNIFTY23JULFUT",
"expiry":"2023-07-25",
"lot_size":40,
"freeze_qty":1800
},
{
"tradingsymbol":"FINNIFTY23AUGFUT",
"expiry":"2023-08-29",
"lot_size":40,
"freeze_qty":1800
}
]
}For Index Options
index_OPT = load_configurations(file_path="IDX_OPT.toml")
print(index_OPT)Result
{
"FINNIFTY":[
{
"expiry":"2023-06-06",
"lot_size":40,
"exp_frmt":"23606",
"freeze_qty":1800
},
{
"expiry":"2023-06-13",
"lot_size":40,
"exp_frmt":"23613",
"freeze_qty":1800
},
{
"expiry":"2023-06-20",
"lot_size":40,
"exp_frmt":"23620",
"freeze_qty":1800
},
{
"expiry":"2023-06-27",
"lot_size":40,
"exp_frmt":"23JUN",
"freeze_qty":1800
},
{
"expiry":"2023-07-04",
"lot_size":40,
"exp_frmt":"23704",
"freeze_qty":1800
},
{
"expiry":"2023-07-25",
"lot_size":40,
"exp_frmt":"23JUL",
"freeze_qty":1800
},
{
"expiry":"2023-08-29",
"lot_size":40,
"exp_frmt":"23AUG",
"freeze_qty":1800
}
],
"NIFTY":[
{
"expiry":"2023-06-08",
"lot_size":50,
"exp_frmt":"23608",
"freeze_qty":1800
},
{
"expiry":"2023-06-15",
"lot_size":50,
"exp_frmt":"23615",
"freeze_qty":1800
},
{
"expiry":"2023-06-22",
"lot_size":50,
"exp_frmt":"23622",
"freeze_qty":1800
},
{
"expiry":"2023-06-29",
"lot_size":50,
"exp_frmt":"23JUN",
"freeze_qty":1800
},
{
"expiry":"2023-07-06",
"lot_size":50,
"exp_frmt":"23706",
"freeze_qty":1800
},
{
"expiry":"2023-07-27",
"lot_size":50,
"exp_frmt":"23JUL",
"freeze_qty":1800
},
{
"expiry":"2023-08-31",
"lot_size":50,
"exp_frmt":"23AUG",
"freeze_qty":1800
},
{
"expiry":"2023-09-28",
"lot_size":50,
"exp_frmt":"23SEP",
"freeze_qty":1800
},
{
"expiry":"2023-12-28",
"lot_size":50,
"exp_frmt":"23DEC",
"freeze_qty":1800
},
{
"expiry":"2024-03-28",
"lot_size":50,
"exp_frmt":"24MAR",
"freeze_qty":1800
},
{
"expiry":"2024-06-27",
"lot_size":50,
"exp_frmt":"24JUN",
"freeze_qty":1800
},
{
"expiry":"2024-12-26",
"lot_size":50,
"exp_frmt":"24DEC",
"freeze_qty":1800
},
{
"expiry":"2025-06-26",
"lot_size":50,
"exp_frmt":"25JUN",
"freeze_qty":1800
},
{
"expiry":"2025-12-24",
"lot_size":50,
"exp_frmt":"25DEC",
"freeze_qty":1800
},
{
"expiry":"2026-06-25",
"lot_size":50,
"exp_frmt":"26JUN",
"freeze_qty":1800
},
{
"expiry":"2026-12-31",
"lot_size":50,
"exp_frmt":"26DEC",
"freeze_qty":1800
},
{
"expiry":"2027-06-24",
"lot_size":50,
"exp_frmt":"27JUN",
"freeze_qty":1800
},
{
"expiry":"2027-12-30",
"lot_size":50,
"exp_frmt":"27DEC",
"freeze_qty":1800
}
],
"BANKNIFTY":[
{
"expiry":"2023-06-08",
"lot_size":25,
"exp_frmt":"23608",
"freeze_qty":900
},
{
"expiry":"2023-06-15",
"lot_size":25,
"exp_frmt":"23615",
"freeze_qty":900
},
{
"expiry":"2023-06-22",
"lot_size":25,
"exp_frmt":"23622",
"freeze_qty":900
},
{
"expiry":"2023-06-29",
"lot_size":25,
"exp_frmt":"23JUN",
"freeze_qty":900
},
{
"expiry":"2023-07-06",
"lot_size":25,
"exp_frmt":"23706",
"freeze_qty":900
},
{
"expiry":"2023-07-27",
"lot_size":15,
"exp_frmt":"23JUL",
"freeze_qty":900
},
{
"expiry":"2023-08-31",
"lot_size":15,
"exp_frmt":"23AUG",
"freeze_qty":900
},
{
"expiry":"2023-09-28",
"lot_size":25,
"exp_frmt":"23SEP",
"freeze_qty":900
},
{
"expiry":"2023-12-28",
"lot_size":25,
"exp_frmt":"23DEC",
"freeze_qty":900
},
{
"expiry":"2024-03-28",
"lot_size":25,
"exp_frmt":"24MAR",
"freeze_qty":900
}
]
}Once you have the above it is upto you how you want to use them, easiest way is to write a couple of wrapper with functions to extract information for a particular instrument and expiry.