Jugaad Data - Fetch live stock market data

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The documentation is relatively free flowing, NSE throws a lot of data which might not be relevant or may be repetitive. Please feel free to skip sections not relevant to you.

If you are a beginner in Python, I highly recommend you to master concepts in dictionaries and lists, because often you’ll have often have to filter out information from heaps of data you receive.

Live market and index data

Market status

from jugaad_data.nse import NSELive
n = NSELive()
status = n.market_status()
status['marketState']
[{'market': 'Capital Market',
  'marketStatus': 'Closed',
  'tradeDate': '27-Jan-2021',
  'index': 'NIFTY 50',
  'last': 14238.9,
  'variation': -133,
  'percentChange': -0.93,
  'marketStatusMessage': 'Normal Market has Closed'},
 {'market': 'Currency',
  'marketStatus': 'Closed',
  'tradeDate': '27-Jan-2021',
  'index': '',
  'last': '',
  'variation': '',
  'percentChange': '',
  'marketStatusMessage': 'Market is Closed'},
 {'market': 'Commodity',
  'marketStatus': 'Closed',
  'tradeDate': '27-Jan-2021',
  'index': '',
  'last': '',
  'variation': '',
  'percentChange': '',
  'marketStatusMessage': 'Market is Closed'},
 {'market': 'Debt',
  'marketStatus': 'Closed',
  'tradeDate': '27-Jan-2021',
  'index': '',
  'last': '',
  'variation': '',
  'percentChange': '',
  'marketStatusMessage': 'Market is Closed'}]

All indices


all_indices = n.all_indices()
all_indices.keys()
dict_keys(['data', 'timestamp', 'advances', 'declines', 'unchanged', 'dates', 'date30dAgo', 'date365dAgo'])

data contains multiple indices, let’s look at first one. Most of the fields are self explanatory.

all_indices['timestamp']
'25-Jan-2021 15:30:00'
all_indices['data'][0]
{'key': 'BROAD MARKET INDICES',
 'index': 'NIFTY 50',
 'indexSymbol': 'NIFTY 50',
 'last': 14238.9,
 'variation': -133,
 'percentChange': -0.93,
 'open': 14477.8,
 'high': 14491.1,
 'low': 14218.6,
 'previousClose': 14371.9,
 'yearHigh': 14753.55,
 'yearLow': 7511.1,
 'pe': '38.42',
 'pb': '4.04',
 'dy': '1.11',
 'declines': '31',
 'advances': '18',
 'unchanged': '1',
 'perChange365d': 17.49,
 'date365dAgo': '27-Jan-2020',
 'chart365dPath': 'https://static.nseindia.com/sparklines/365d/NIFTY-50.jpg',
 'date30dAgo': '24-Dec-2020',
 'perChange30d': 3.56,
 'chart30dPath': 'https://static.nseindia.com/sparklines/30d/NIFTY-50.jpg',
 'chartTodayPath': 'https://static.nseindia.com/sparklines/today/NIFTY-50.jpg',
 'previousDay': 14371.9,
 'oneWeekAgo': 14644.7,
 'oneMonthAgo': 13749.25,
 'oneYearAgo': 12119}

Lets look at all the indices available and its value

for idx in all_indices['data']:
    print("{} - {}".format(idx['index'], idx['last']))
    
NIFTY 50 - 14238.9
NIFTY NEXT 50 - 33080.45
NIFTY 100 - 14348.45
NIFTY 200 - 7373.3
NIFTY 500 - 11743.7
NIFTY MIDCAP 50 - 6183.6
NIFTY MIDCAP 100 - 21455.2
NIFTY SMALLCAP 100 - 7261.6
INDIA VIX - 23.245
NIFTY MIDCAP 150 - 8064.3
NIFTY SMALLCAP 50 - 3700.45
NIFTY SMALLCAP 250 - 6199.7
NIFTY MIDSMALLCAP 400 - 7397.6
NIFTY BANK - 31198.4
NIFTY AUTO - 10433.5
NIFTY FINANCIAL SERVICES - 15143.65
NIFTY FINANCIAL SERVICES 25/50 - 14784.65
NIFTY FMCG - 34178.6
NIFTY IT - 26023.3
NIFTY MEDIA - 1680.05
NIFTY METAL - 3236.35
NIFTY PHARMA - 12756.75
NIFTY PSU BANK - 1843.9
NIFTY PRIVATE BANK - 17043.9
NIFTY REALTY - 317.9
NIFTY DIVIDEND OPPORTUNITIES 50 - 2951.75
NIFTY GROWTH SECTORS 15 - 7005.45
NIFTY100 QUALITY 30 - 3382.6
NIFTY50 VALUE 20 - 7191.75
NIFTY50 TR 2X LEVERAGE - 8335.25
NIFTY50 PR 2X LEVERAGE - 6271.5
NIFTY50 TR 1X INVERSE - 268.1
NIFTY50 PR 1X INVERSE - 308.95
NIFTY50 DIVIDEND POINTS - 85.33
NIFTY ALPHA 50 - 19835.45
NIFTY50 EQUAL WEIGHT - 15129.25
NIFTY100 EQUAL WEIGHT - 16011.6
NIFTY100 LOW VOLATILITY 30 - 11114.7
NIFTY200 QUALITY 30 - 12614.25
NIFTY ALPHA LOW-VOLATILITY 30 - 13929.4
NIFTY200 MOMENTUM 30 - 13932.3
NIFTY COMMODITIES - 3846.2
NIFTY INDIA CONSUMPTION - 6087.35
NIFTY CPSE - 1607.75
NIFTY ENERGY - 16772.3
NIFTY INFRASTRUCTURE - 3801.75
NIFTY100 LIQUID 15 - 3405.1
NIFTY MIDCAP LIQUID 15 - 5527.55
NIFTY MNC - 16075
NIFTY PSE - 2793.6
NIFTY SERVICES SECTOR - 20024.3
NIFTY100 ESG SECTOR LEADERS - 2470.8
NIFTY 8-13 YR G-SEC - 2254.14
NIFTY 10 YR BENCHMARK G-SEC - 2030.98
NIFTY 10 YR BENCHMARK G-SEC (CLEAN PRICE) - 963.09
NIFTY 4-8 YR G-SEC INDEX - 2396.47
NIFTY 11-15 YR G-SEC INDEX - 2431.49
NIFTY 15 YR AND ABOVE G-SEC INDEX - 2703.59
NIFTY COMPOSITE G-SEC INDEX - 2295.32

Advances and declines

print(all_indices['advances'], all_indices['declines'])
816 1976

Individual index data

NSELive is the main class which holds all the methods to fetch live data. Let’s import and create an instance of the same (this step is common across all threads for live data)

nifty = n.live_index("NIFTY 50")

Lets look at different attributes available

nifty.keys()
dict_keys(['name', 'advance', 'timestamp', 'data', 'metadata', 'marketStatus', 'date30dAgo', 'date365dAgo'])

Name of the index

nifty['name']
'NIFTY 50'

Time stamp of last traded price (It’ll change contineously when market is live)

nifty['timestamp']
'25-Jan-2021 16:00:00'

Status of the market, it also provides last value of index along with change and percentage change.

nifty['marketStatus']
{'market': 'Capital Market',
 'marketStatus': 'Closed',
 'tradeDate': '27-Jan-2021',
 'index': 'NIFTY 50',
 'last': 14238.9,
 'variation': -133,
 'percentChange': -0.93,
 'marketStatusMessage': 'Normal Market has Closed'}

Now coming to the most important information, the price information. Most of the field names are self explanatory.

nifty['data'][0]
{'priority': 1,
 'symbol': 'NIFTY 50',
 'identifier': 'NIFTY 50',
 'open': 14477.8,
 'dayHigh': 14491.1,
 'dayLow': 14218.6,
 'lastPrice': 14238.9,
 'previousClose': 14371.9,
 'change': -133,
 'pChange': -0.93,
 'ffmc': 613970256.48,
 'yearHigh': 14753.55,
 'yearLow': 7511.1,
 'totalTradedVolume': 618631493,
 'totalTradedValue': 422780289981.22,
 'lastUpdateTime': '25-Jan-2021 16:00:00',
 'nearWKH': 3.488312982299173,
 'nearWKL': -89.57143427726962,
 'perChange365d': 17.49,
 'date365dAgo': '27-Jan-2020',
 'chart365dPath': 'https://static.nseindia.com/sparklines/365d/NIFTY-50.jpg',
 'date30dAgo': '24-Dec-2020',
 'perChange30d': 3.56,
 'chart30dPath': 'https://static.nseindia.com/sparklines/30d/NIFTY-50.jpg',
 'chartTodayPath': 'https://static.nseindia.com/sparklines/today/NIFTY-50.jpg'}

Number of stocks advanced, declined or unchanged

nifty['advance']
{'declines': '31', 'advances': '18', 'unchanged': '1'}

The same pricing information is repeated in metadata

nifty['metadata']
{'indexName': 'NIFTY 50',
 'open': 14477.8,
 'high': 14491.1,
 'low': 14218.6,
 'previousClose': 14371.9,
 'last': 14238.9,
 'percChange': -0.93,
 'change': -133,
 'timeVal': '25-Jan-2021 15:33:22',
 'yearHigh': 14753.55,
 'yearLow': 7511.1,
 'totalTradedVolume': 618631493,
 'totalTradedValue': 422780289981.22,
 'ffmc_sum': 613970256.48}

Market turnover

turnover = n.market_turnover()
# Turnovers across different segments
for t in turnover['data']:
    print("{} - {}".format(t['name'], t['today']))
Equities - {'volume': 3084758529, 'value': 741716707310.68, 'oivalue': None, 'date': '25-Jan-2021 15:30:00'}
Index Futures - {'volume': 546588, 'value': 500538458452.75, 'oivalue': 272925, 'date': '25-Jan-2021 15:30:00'}
Index Options - {'volume': 33300559, 'value': 165917919231.25, 'oivalue': 3038888, 'date': '25-Jan-2021 15:30:00'}
Stock Futures - {'volume': 1926757, 'value': 1603202243634.3499, 'oivalue': 1630178, 'date': '25-Jan-2021 15:30:00'}
Stock Options - {'volume': 2858181, 'value': 28906841458.09998, 'oivalue': 1214706.9417301659, 'date': '25-Jan-2021 15:30:00'}
Currency Futures - {'volume': 4732718, 'value': 362084763650.99994, 'oivalue': 11470665, 'date': '25-Jan-2021 17:00:00'}
Currency Options - {'volume': 3736045, 'value': 572559597.5, 'oivalue': 5041278, 'date': '25-Jan-2021 17:00:00'}
Commodity Futures - {'volume': 164, 'value': 158842160, 'oivalue': 69, 'date': '25-Jan-2021 23:46:59'}
Commodity Options - {'volume': 4055, 'value': 10591805, 'oivalue': 722, 'date': '25-Jan-2021 23:19:08'}
Interest Rate Futures - {'volume': 27105, 'value': 5345329230, 'oivalue': 50880, 'date': '25-Jan-2021 17:00:00'}
Interest Rate Options - {}

Live stock and F&O data

Live stock data

q = n.stock_quote("HDFC")
q['priceInfo']
{'lastPrice': 2560,
 'change': -29.449999999999818,
 'pChange': -1.137307150167017,
 'previousClose': 2589.45,
 'open': 2630.45,
 'close': 2551.4,
 'vwap': 2611.45,
 'lowerCP': '2330.55',
 'upperCP': '2848.35',
 'pPriceBand': 'No Band',
 'basePrice': 2589.45,
 'intraDayHighLow': {'min': 2543, 'max': 2670, 'value': 2560},
 'weekHighLow': {'min': 1473.45,
  'minDate': '24-Mar-2020',
  'max': 2777.15,
  'maxDate': '13-Jan-2021',
  'value': 2560}}

General information on stock

q['info']
{'symbol': 'HDFC',
 'companyName': 'Housing Development Finance Corporation Limited',
 'industry': 'FINANCE - HOUSING',
 'activeSeries': ['EQ', 'W3'],
 'debtSeries': [],
 'tempSuspendedSeries': ['W1', 'W2'],
 'isFNOSec': True,
 'isCASec': False,
 'isSLBSec': True,
 'isDebtSec': False,
 'isSuspended': False,
 'isETFSec': False,
 'isDelisted': False,
 'isin': 'INE001A13049',
 'isTop10': False,
 'identifier': 'HDFCEQN'}

Stock metadata

q['metadata']
{'series': 'EQ',
 'symbol': 'HDFC',
 'isin': 'INE001A01036',
 'status': 'Listed',
 'listingDate': '23-Oct-1996',
 'industry': 'HOUSING FINANCE',
 'lastUpdateTime': '25-Jan-2021 16:00:00',
 'pdSectorPe': 30.46,
 'pdSymbolPe': 0,
 'pdSectorInd': 'NIFTY FINANCIAL SERVICES                          '}

Security info

q['securityInfo']
{'boardStatus': 'Main',
 'tradingStatus': 'Active',
 'tradingSegment': 'Normal Market',
 'sessionNo': '-',
 'slb': 'Yes',
 'classOfShare': 'Equity',
 'derivatives': 'Yes',
 'surveillance': '-',
 'faceValue': 2,
 'issuedCap': 1800191002}

Pre-open markets

q['preOpenMarket']
{'preopen': [{'price': 2330.55, 'buyQty': 0, 'sellQty': 57},
  {'price': 2400, 'buyQty': 0, 'sellQty': 7},
  {'price': 2408.2, 'buyQty': 0, 'sellQty': 253},
  {'price': 2449, 'buyQty': 0, 'sellQty': 10},
  {'price': 2630.45, 'buyQty': 0, 'sellQty': 0, 'iep': True},
  {'price': 2705.95, 'buyQty': 306, 'sellQty': 0},
  {'price': 2710.5, 'buyQty': 8864, 'sellQty': 0},
  {'price': 2718.9, 'buyQty': 16076, 'sellQty': 0},
  {'price': 2750, 'buyQty': 100, 'sellQty': 0}],
 'ato': {'buy': 1329, 'sell': 169},
 'IEP': 2630.45,
 'totalTradedVolume': 51122,
 'finalPrice': 0,
 'finalQuantity': 0,
 'lastUpdateTime': '25-Jan-2021 09:07:41',
 'totalBuyQuantity': 79071,
 'totalSellQuantity': 58736,
 'atoBuyQty': 1329,
 'atoSellQty': 169}

Live tIck data

tick_data = n.tick_data("HDFC")
tick_data['grapthData'][0:10]
[[1611566100000, 2635],
 [1611566101000, 2636.25],
 [1611566102000, 2634.65],
 [1611566103000, 2634.75],
 [1611566104000, 2633.65],
 [1611566105000, 2633.3],
 [1611566106000, 2642.1],
 [1611566107000, 2642.55],
 [1611566108000, 2647],
 [1611566109000, 2657.6]]

Stock trade information

trade_info = n.trade_info("HDFC")
trade_info
{'noBlockDeals': True,
 'bulkBlockDeals': [{'name': 'Session I'}, {'name': 'Session II'}],
 'marketDeptOrderBook': {'totalBuyQuantity': 1602,
  'totalSellQuantity': 0,
  'bid': [{'price': 2551.4, 'quantity': 1602},
   {'price': 0, 'quantity': 0},
   {'price': 0, 'quantity': 0},
   {'price': 0, 'quantity': 0},
   {'price': 0, 'quantity': 0}],
  'ask': [{'price': 0, 'quantity': 0},
   {'price': 0, 'quantity': 0},
   {'price': 0, 'quantity': 0},
   {'price': 0, 'quantity': 0},
   {'price': 0, 'quantity': 0}],
  'tradeInfo': {'totalTradedVolume': 7761405,
   'totalTradedValue': 202685.21,
   'totalMarketCap': 46084889.65,
   'ffmc': 45851691.180862,
   'impactCost': 0.02},
  'valueAtRisk': {'securityVar': 15.94,
   'indexVar': 0,
   'varMargin': 15.94,
   'extremeLossMargin': 3.5,
   'adhocMargin': 6.43,
   'applicableMargin': 25.87}},
 'securityWiseDP': {'quantityTraded': 7761405,
  'deliveryQuantity': 5387037,
  'deliveryToTradedQuantity': 69.41,
  'seriesRemarks': None,
  'secWiseDelPosDate': '25-JAN-2021 EOD'}}

Live index option chain

option_chain = n.index_option_chain("NIFTY")

Fetch expiry dates

option_chain['records']['expiryDates']
['28-Jan-2021',
 '04-Feb-2021',
 '11-Feb-2021',
 '18-Feb-2021',
 '25-Feb-2021',
 '04-Mar-2021',
 '10-Mar-2021',
 '18-Mar-2021',
 '25-Mar-2021',
 '01-Apr-2021',
 '24-Jun-2021',
 '30-Sep-2021',
 '30-Dec-2021',
 '30-Jun-2022',
 '29-Dec-2022',
 '29-Jun-2023',
 '26-Jun-2025']

Quick option chain

print("CE\tStrike\tPE")
for option in option_chain['filtered']['data']:
    print("{}\t{}\t{}".format(option['CE']['lastPrice'], option['strikePrice'], option['PE']['lastPrice']))
CE	Strike	PE
4145.95	10150	0.2
4030	10200	0.2
3975	10250	0.85
4350	10300	0.15
0	10350	0.7
3590	10400	0.35
0	10450	0
3739	10500	0.2
0	10550	0
3899.8	10600	0.25
0	10650	0
3720	10700	0.3
0	10750	1.2
3470	10800	0.5
0	10850	0
3641.25	10900	0.35
0	10950	11
3248	11000	0.35
0	11050	0
3275	11100	0.4
0	11150	1.8
3075	11200	0.4
0	11250	0.7
2950	11300	0.6
0	11350	0
2850	11400	0.25
0	11450	0
2761.35	11500	0.85
0	11550	0.55
2643	11600	0.7
0	11650	0
2546	11700	0.8
0	11750	0
2445	11800	0.85
0	11850	0.3
2390	11900	0.55
0	11950	0
2256	12000	0.75
0	12050	1.1
2183.05	12100	0.7
0	12150	0.95
2050	12200	1
1657.9	12250	0.8
1952.6	12300	0.9
0	12350	0
1871	12400	0.95
0	12450	0.9
1763.35	12500	1.25
1602.95	12550	1
1655	12600	1
0	12650	1.35
1548	12700	0.95
1495	12750	1.2
1453	12800	1.15
1425.95	12850	1.05
1350	12900	1.6
1231.25	12950	1.1
1249.85	13000	1.2
1182.85	13050	1.15
1150	13100	1.15
1083	13150	1.05
1048.75	13200	1.3
990.6	13250	1.35
948.45	13300	2
895.05	13350	1.75
853.95	13400	1.5
773.5	13450	2.1
754.3	13500	2.2
800.9	13550	2.05
652.65	13600	3
598	13650	3.5
557.45	13700	5
501	13750	6.4
462.15	13800	8.3
402.35	13850	12.5
371.9	13900	14.55
363.3	13950	19.95
284.5	14000	25
233	14050	33.3
202.95	14100	42
164.5	14150	53
129.5	14200	72
99.45	14250	86.6
72	14300	115
51.05	14350	142
36	14400	177.45
25.55	14450	216
17.15	14500	259.45
12.85	14550	306.75
9.75	14600	354.85
7.85	14650	399.85
6	14700	447.2
5.35	14750	501
4.55	14800	551.4
3.95	14850	610.25
3.8	14900	646
3.85	14950	708.05
3.2	15000	744.95
3	15050	809.15
2.85	15100	860.35
3.05	15150	913.45
2.7	15200	950.15
1.9	15250	973.45
2.85	15300	1060.2
2.75	15350	1105.6
2.7	15400	1161.6
2.7	15450	1082.1
2.65	15500	1256.65
2.35	15550	1138.35
2.25	15600	1360.95
2.15	15650	0
2.25	15700	1462.85
2.2	15750	1375.15
2.4	15800	1559.6
1.95	15850	0
2	15900	1666.85
1.85	15950	0
1.95	16000	1755.55
2.1	16050	0
2	16100	1613.9
2	16150	0

Equity derivative turnonver

turnover = n.eq_derivative_turnover()

Let’s look at the top the derivative contracts with highest turnover

for t in turnover['value']:
    print("{} \t {}".format(t['identifier'], t['totalTurnover']))
FUTIDXNIFTY28-01-2021XX0.00 	 1993001.4325575
FUTIDXBANKNIFTY28-01-2021XX0.00 	 1971646.452105
FUTIDXNIFTY25-02-2021XX0.00 	 639651.073635
FUTSTKRELIANCE28-01-2021XX0.00 	 481936.0667
FUTSTKTATAMOTORS28-01-2021XX0.00 	 411916.428
FUTSTKKOTAKBANK28-01-2021XX0.00 	 342169.4506
FUTIDXBANKNIFTY25-02-2021XX0.00 	 317728.786825
FUTSTKHDFCBANK28-01-2021XX0.00 	 300168.45705
FUTSTKBHARTIARTL28-01-2021XX0.00 	 297890.25741900003
FUTSTKRELIANCE25-02-2021XX0.00 	 288693.0396
FUTSTKBAJFINANCE28-01-2021XX0.00 	 272159.20905
FUTSTKICICIBANK28-01-2021XX0.00 	 270931.0758
FUTSTKBHARTIARTL25-02-2021XX0.00 	 247874.5618938
FUTSTKINFY28-01-2021XX0.00 	 235133.2647
FUTSTKAXISBANK28-01-2021XX0.00 	 224137.1448
FUTSTKSBIN28-01-2021XX0.00 	 220771.3536
FUTSTKHDFC28-01-2021XX0.00 	 211855.64148
FUTSTKTATASTEEL28-01-2021XX0.00 	 207522.36192
FUTSTKHDFCBANK25-02-2021XX0.00 	 207458.4039
FUTSTKULTRACEMCO28-01-2021XX0.00 	 207429.98906
turnover['value'][0]
{'underlying': 'NIFTY',
 'identifier': 'FUTIDXNIFTY28-01-2021XX0.00',
 'instrumentType': 'FUTIDX',
 'instrument': 'Index Futures',
 'expiryDate': '28-Jan-2021',
 'optionType': '-',
 'strikePrice': 0,
 'lastPrice': 14254,
 'pChange': -0.8772509327093225,
 'openPrice': 14475,
 'highPrice': 14497.75,
 'lowPrice': 14233.6,
 'numberOfContractsTraded': 185139,
 'totalTurnover': 1993001.4325575,
 'premiumTurnover': 199300143255.75,
 'openInterest': 127322,
 'underlyingValue': 14238.9}

Stock futures and options live quote

quotes = n.stock_quote_fno("HDFC")

Let’s look at all the contracts avaialbe for HDFC along with their last traded price

for quote in quotes['stocks']:
    print("{}\t{}".format(quote['metadata']['identifier'], quote['metadata']['lastPrice']))
FUTSTKHDFC28-01-2021XX0.00	2565.85
FUTSTKHDFC25-02-2021XX0.00	2575.35
OPTSTKHDFC28-01-2021CE2700.00	3.9
OPTSTKHDFC28-01-2021CE2650.00	6
OPTSTKHDFC28-01-2021CE2800.00	1.9
OPTSTKHDFC28-01-2021PE2600.00	43.65
OPTSTKHDFC28-01-2021PE2500.00	9.95
OPTSTKHDFC28-01-2021CE2750.00	2.5
OPTSTKHDFC28-01-2021PE2550.00	22
OPTSTKHDFC28-01-2021CE2680.00	4.3
OPTSTKHDFC28-01-2021CE2660.00	4.6
OPTSTKHDFC28-01-2021CE2600.00	14
OPTSTKHDFC28-01-2021CE2720.00	2.7
OPTSTKHDFC28-01-2021CE2640.00	7
OPTSTKHDFC28-01-2021PE2520.00	12.6
OPTSTKHDFC25-02-2021CE2600.00	100
OPTSTKHDFC28-01-2021PE2560.00	26.4
OPTSTKHDFC28-01-2021PE2450.00	5
OPTSTKHDFC28-01-2021CE2620.00	10
OPTSTKHDFC28-01-2021CE2850.00	1.15
OPTSTKHDFC28-01-2021PE2580.00	29.3
OPTSTKHDFC28-01-2021PE2540.00	17.2
OPTSTKHDFC28-01-2021PE2620.00	65.4
OPTSTKHDFC28-01-2021CE2740.00	2.4
OPTSTKHDFC25-02-2021CE2700.00	64.5
OPTSTKHDFC28-01-2021PE2650.00	91.9
OPTSTKHDFC28-01-2021CE2780.00	1.8
OPTSTKHDFC28-01-2021CE2760.00	2.4
OPTSTKHDFC28-01-2021CE2900.00	0.7
OPTSTKHDFC28-01-2021PE2640.00	80.9
OPTSTKHDFC28-01-2021PE2400.00	1.95
OPTSTKHDFC28-01-2021CE2500.00	71.55
OPTSTKHDFC25-02-2021PE2600.00	128.65
OPTSTKHDFC25-02-2021CE2800.00	41.35
OPTSTKHDFC25-02-2021PE2400.00	48.7
OPTSTKHDFC28-01-2021CE2820.00	1.65
OPTSTKHDFC25-02-2021PE2500.00	81.5
OPTSTKHDFC28-01-2021CE2840.00	1.4
OPTSTKHDFC28-01-2021CE2580.00	21.2
OPTSTKHDFC28-01-2021PE2700.00	140
OPTSTKHDFC28-01-2021CE2880.00	0.5
OPTSTKHDFC28-01-2021CE3000.00	0.55
OPTSTKHDFC28-01-2021CE2550.00	36.5
OPTSTKHDFC28-01-2021PE2660.00	107.2
OPTSTKHDFC28-01-2021CE2860.00	1
OPTSTKHDFC28-01-2021PE2200.00	0.55
OPTSTKHDFC25-02-2021CE2900.00	23.15
OPTSTKHDFC28-01-2021PE2300.00	1.95
OPTSTKHDFC28-01-2021PE2680.00	120.1
OPTSTKHDFC28-01-2021CE2560.00	29.8
OPTSTKHDFC28-01-2021PE2350.00	2
OPTSTKHDFC25-02-2021CE3000.00	16.3
OPTSTKHDFC28-01-2021CE2960.00	1
OPTSTKHDFC28-01-2021CE2200.00	364.4
OPTSTKHDFC25-02-2021CE2650.00	80
OPTSTKHDFC25-02-2021CE2500.00	151
OPTSTKHDFC25-02-2021CE2750.00	52
FUTSTKHDFC25-03-2021XX0.00	2567
OPTSTKHDFC28-01-2021CE2300.00	261.95
OPTSTKHDFC25-02-2021CE2300.00	287
OPTSTKHDFC28-01-2021CE2400.00	157.1
OPTSTKHDFC25-02-2021PE2300.00	25
OPTSTKHDFC28-01-2021PE2000.00	1.25
OPTSTKHDFC25-02-2021CE2850.00	39.9
OPTSTKHDFC28-01-2021PE2750.00	176.45
OPTSTKHDFC28-01-2021CE3100.00	0.5
OPTSTKHDFC25-02-2021PE2200.00	8.5
OPTSTKHDFC28-01-2021PE2100.00	0.55
OPTSTKHDFC28-01-2021CE2450.00	117.35
OPTSTKHDFC28-01-2021CE3060.00	0.65
OPTSTKHDFC25-02-2021PE2550.00	105
OPTSTKHDFC25-02-2021PE2650.00	138.15
OPTSTKHDFC28-01-2021CE2920.00	1
OPTSTKHDFC25-02-2021PE2700.00	161.25
OPTSTKHDFC25-02-2021CE2200.00	374
OPTSTKHDFC25-02-2021CE2400.00	218
OPTSTKHDFC28-01-2021CE1600.00	1045
OPTSTKHDFC28-01-2021PE2800.00	190.45
OPTSTKHDFC28-01-2021PE2720.00	92.3
OPTSTKHDFC25-02-2021PE2000.00	1.95
OPTSTKHDFC28-01-2021CE2000.00	624
OPTSTKHDFC28-01-2021PE2250.00	0.7
OPTSTKHDFC25-02-2021CE3100.00	12.4
OPTSTKHDFC25-02-2021CE2000.00	564
OPTSTKHDFC25-02-2021CE2220.00	440
OPTSTKHDFC28-01-2021CE2100.00	558
OPTSTKHDFC25-02-2021CE2660.00	73.05
OPTSTKHDFC28-01-2021PE2740.00	122.25
OPTSTKHDFC25-02-2021CE2100.00	464.5
OPTSTKHDFC25-02-2021CE2550.00	138.15
OPTSTKHDFC28-01-2021PE2760.00	190
OPTSTKHDFC25-02-2021CE3160.00	15.65
OPTSTKHDFC25-02-2021PE2640.00	154.9
OPTSTKHDFC25-02-2021CE2680.00	69.9
OPTSTKHDFC28-01-2021PE2150.00	0.15
OPTSTKHDFC28-01-2021CE2540.00	0
OPTSTKHDFC25-02-2021CE2720.00	128.3
OPTSTKHDFC28-01-2021PE3120.00	0
OPTSTKHDFC28-01-2021CE2350.00	303.3
OPTSTKHDFC28-01-2021PE2920.00	0
OPTSTKHDFC28-01-2021CE2480.00	203
OPTSTKHDFC28-01-2021PE3000.00	0
OPTSTKHDFC25-02-2021CE2180.00	0
OPTSTKHDFC25-02-2021PE2980.00	0
OPTSTKHDFC28-01-2021PE2820.00	0
OPTSTKHDFC25-02-2021PE3100.00	0
OPTSTKHDFC25-02-2021PE2880.00	0
OPTSTKHDFC25-02-2021PE2450.00	75
OPTSTKHDFC25-02-2021CE2460.00	0
OPTSTKHDFC25-02-2021CE2380.00	0
OPTSTKHDFC28-01-2021PE2840.00	0
OPTSTKHDFC28-01-2021PE1250.00	1
OPTSTKHDFC25-02-2021CE2280.00	0
OPTSTKHDFC28-01-2021CE1700.00	0
OPTSTKHDFC25-02-2021CE2350.00	0
OPTSTKHDFC25-02-2021CE2320.00	0
OPTSTKHDFC25-02-2021CE2250.00	0
OPTSTKHDFC25-02-2021PE2840.00	0
OPTSTKHDFC25-02-2021CE2150.00	0
OPTSTKHDFC25-02-2021CE2620.00	172.8
OPTSTKHDFC25-02-2021PE2900.00	0
OPTSTKHDFC28-01-2021PE2480.00	42.55
OPTSTKHDFC25-02-2021PE2580.00	0
OPTSTKHDFC25-02-2021PE2680.00	0
OPTSTKHDFC25-02-2021CE2640.00	0
OPTSTKHDFC28-01-2021PE3060.00	0
OPTSTKHDFC25-02-2021CE2160.00	0
OPTSTKHDFC28-01-2021CE1800.00	870
OPTSTKHDFC28-01-2021PE3020.00	0
OPTSTKHDFC28-01-2021PE2880.00	0
OPTSTKHDFC28-01-2021PE2940.00	0
OPTSTKHDFC28-01-2021PE2860.00	0
OPTSTKHDFC25-02-2021CE2260.00	0
OPTSTKHDFC25-02-2021CE2420.00	0
OPTSTKHDFC25-02-2021PE3020.00	0
OPTSTKHDFC25-02-2021CE2480.00	0
OPTSTKHDFC25-02-2021CE2880.00	0
OPTSTKHDFC28-01-2021CE2360.00	0
OPTSTKHDFC28-01-2021CE2050.00	399.95
OPTSTKHDFC28-01-2021PE2960.00	0
OPTSTKHDFC25-02-2021PE2760.00	0
OPTSTKHDFC25-02-2021CE2360.00	0
OPTSTKHDFC25-02-2021PE2960.00	0
OPTSTKHDFC28-01-2021PE2900.00	300
OPTSTKHDFC28-01-2021CE2520.00	95.3
OPTSTKHDFC28-01-2021CE1750.00	0
OPTSTKHDFC28-01-2021CE1400.00	0
OPTSTKHDFC28-01-2021CE1350.00	0
OPTSTKHDFC25-02-2021PE2050.00	2.3
OPTSTKHDFC28-01-2021CE1650.00	0
OPTSTKHDFC25-02-2021PE2250.00	0
OPTSTKHDFC25-02-2021PE2560.00	0
OPTSTKHDFC28-01-2021PE3100.00	0
OPTSTKHDFC28-01-2021PE3040.00	0
OPTSTKHDFC25-02-2021PE2350.00	0
OPTSTKHDFC28-01-2021CE2460.00	0
OPTSTKHDFC28-01-2021CE2420.00	0
OPTSTKHDFC25-02-2021PE3000.00	430.95
OPTSTKHDFC28-01-2021CE2340.00	0
OPTSTKHDFC28-01-2021CE2320.00	0
OPTSTKHDFC28-01-2021PE2780.00	139
OPTSTKHDFC25-02-2021PE2800.00	230
OPTSTKHDFC28-01-2021CE2380.00	0
OPTSTKHDFC28-01-2021CE2150.00	0
OPTSTKHDFC25-02-2021PE2850.00	0
OPTSTKHDFC25-02-2021CE2340.00	0
OPTSTKHDFC25-02-2021PE3040.00	0
OPTSTKHDFC28-01-2021CE2280.00	0
OPTSTKHDFC28-01-2021PE2980.00	0
OPTSTKHDFC28-01-2021PE1600.00	1
OPTSTKHDFC28-01-2021PE2850.00	191.85
OPTSTKHDFC25-02-2021PE3160.00	0
OPTSTKHDFC28-01-2021CE2940.00	3.1
OPTSTKHDFC28-01-2021PE3160.00	0
OPTSTKHDFC28-01-2021PE3140.00	0
OPTSTKHDFC25-02-2021PE3080.00	0
OPTSTKHDFC28-01-2021PE3080.00	0
OPTSTKHDFC25-02-2021PE2940.00	0
OPTSTKHDFC28-01-2021CE2980.00	1.2
OPTSTKHDFC25-02-2021PE2620.00	76.9
OPTSTKHDFC25-02-2021CE2240.00	0
OPTSTKHDFC28-01-2021CE2260.00	0
OPTSTKHDFC25-02-2021PE2780.00	0
OPTSTKHDFC28-01-2021CE2240.00	0
OPTSTKHDFC25-02-2021PE2740.00	0
OPTSTKHDFC28-01-2021CE2220.00	0
OPTSTKHDFC28-01-2021CE2180.00	0
OPTSTKHDFC28-01-2021CE2160.00	0
OPTSTKHDFC25-02-2021PE3120.00	0
OPTSTKHDFC25-02-2021PE2720.00	0
OPTSTKHDFC25-02-2021PE3140.00	0
OPTSTKHDFC28-01-2021CE2250.00	363
OPTSTKHDFC25-02-2021PE2920.00	0
OPTSTKHDFC25-02-2021PE2660.00	0
OPTSTKHDFC28-01-2021CE2440.00	0
OPTSTKHDFC28-01-2021PE1450.00	0.25
OPTSTKHDFC25-02-2021PE2820.00	0
OPTSTKHDFC25-02-2021PE2860.00	0
OPTSTKHDFC25-02-2021PE3060.00	0
OPTSTKHDFC28-01-2021CE3160.00	4.8
OPTSTKHDFC25-02-2021CE2740.00	100.4
OPTSTKHDFC25-03-2021PE2460.00	80
OPTSTKHDFC25-02-2021CE2540.00	0
OPTSTKHDFC25-02-2021CE2520.00	0
OPTSTKHDFC25-02-2021PE2520.00	77
OPTSTKHDFC25-02-2021CE2440.00	0

Let’s look at what information is available for each contract individually.

quotes['stocks'][0]
{'metadata': {'instrumentType': 'Stock Futures',
  'expiryDate': '28-Jan-2021',
  'optionType': '-',
  'strikePrice': 0,
  'identifier': 'FUTSTKHDFC28-01-2021XX0.00',
  'openPrice': 2635.15,
  'highPrice': 2677.75,
  'lowPrice': 2550.1,
  'closePrice': 2559.5,
  'prevClose': 2595.2,
  'lastPrice': 2565.85,
  'change': -29.34999999999991,
  'pChange': -1.1309340320591827,
  'numberOfContractsTraded': 26898,
  'totalTurnover': 211855.64},
 'underlyingValue': 2560,
 'volumeFreezeQuantity': 0,
 'marketDeptOrderBook': {'totalBuyQuantity': 51600,
  'totalSellQuantity': 284100,
  'bid': [{'price': 2564.5, 'quantity': 300},
   {'price': 2564.45, 'quantity': 300},
   {'price': 2564.1, 'quantity': 300},
   {'price': 2564, 'quantity': 300},
   {'price': 2563.4, 'quantity': 300}],
  'ask': [{'price': 2567.9, 'quantity': 300},
   {'price': 2564.45, 'quantity': 900},
   {'price': 2568, 'quantity': 300},
   {'price': 2568.25, 'quantity': 300},
   {'price': 2568.3, 'quantity': 300}],
  'carryOfCost': {'price': {'bestBuy': 2564.5,
    'bestSell': 2567.9,
    'lastPrice': 2565.85},
   'carry': {'bestBuy': 64.10383148359519,
    'bestSell': 112.46328053425722,
    'lastPrice': 83.31304767247387}},
  'tradeInfo': {'tradedVolume': 26898,
   'value': 211855.64,
   'vmap': 2625.42,
   'premiumTurnover': 211855.64148,
   'openInterest': 38711,
   'changeinOpenInterest': -12922,
   'pchangeinOpenInterest': -25.02663025584413,
   'marketLot': 300},
  'otherInfo': {'settlementPrice': 2559.5,
   'dailyvolatility': 2.47,
   'annualisedVolatility': 47.1,
   'impliedVolatility': 0,
   'clientWisePositionLimits': 0,
   'marketWidePositionLimits': 359161186}}}