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Open interest data  #22

@Noob-Coder18

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@Noob-Coder18

live OI (Open Interest)data for options is available only through - response = fyers.depth(data=data). But this has limitations as one can't fetch more than one symbol data in a single api call. Now if i want 30 strikes call and 30 strikes put data every 5 minutes then this would consume 4500 api calls in a day for single instrument (like nifty). So if i am doing this for two numbers of instrument ( like nifty and banknifty ) then 9000 api calls would be consumed in fetching this data only. Total limit by fyers is 10000 api calls per day. Hence despite consuming 9000 api calls (reaching 90% of my daily limit) I have got only two instruments options OI data.

Request for either of following solution

  1. Increase the day limit for api calls to 1 lac
  2. allow for multiple symbol market depth fetching using - response = fyers.depth(data=data). This api call currently supports only single symbol data fetching. Request to convert it into multi symbol data fetching. Preferably one should be able to fetch atleast 50 symbols data in a single api call
  3. provide complete option chain data including OI in single api call for a single instrument

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