how to Convert LTP to OHLC

balabsm · Sep 28, 2021, 5:14 AM

admin · Oct 21, 2021, 4:19 AM

HI @Learner As this is a user specific requirement you need to connect with your own software team who can code for you.

Learner · Oct 20, 2021, 2:17 PM

@admin how to get in touch with your software team? Please provide link.

admin · Oct 20, 2021, 2:17 PM

HI @Learner This is complete user specific requirement please get in touch with software team.

Learner · Oct 14, 2021, 7:43 AM

@admin Sir, forgive me. I have a limited understanding of how python works. From whatever I have understood from your reply, I have searched online for datetime script and modified it accordingly.

Below is the python script which fetches current date time.

import time
from datetime import datetime
import pytz

Asia time zone

IST = pytz.timezone('Asia/Kolkata')
datetime_ist = datetime.now(IST)
print("Datetime:",
datetime_ist.strftime('%Y/%m/%d %H:%M:%S'))

I have merged the time script with LTP API and I'm getting the below response.

Datetime: 2021/10/14 11:23:25
{'data': {'close': 481.7,
'exchange': 'NSE',
'high': 491.9,
'low': 482.0,
'ltp': 489.25,
'open': 482.0,
'symboltoken': '3045',
'tradingsymbol': 'SBIN-EQ'},
'errorcode': '',
'message': 'SUCCESS',
'status': True}

Can you please tell me how to create DataFrame that has datetime, open high low close values?

Thank you

admin · Oct 12, 2021, 8:10 AM

Hi @Learner This is a user specific requirement. But to achieve this you need to initiate a empty dataframe with defined column name as date time you need to log the timing everytime you call the ltp api and append it to the dataframe column datetime.

Learner · Oct 12, 2021, 6:40 AM

@admin Hello Sir, thanks for replying. I have searched the forum and found the below code:

from smartapi import SmartConnect
SmartApi =SmartConnect(api_key=apikey)
login = SmartApi.generateSession(username, pwd)

exchange = "NSE"
tradingsymbol = "SBIN-EQ"
symboltoken = 3045
SmartApi.ltpData("NSE", "SBIN-EQ", "3045")

I've used it and got below output:

{'data': {'close': 469.25,
'exchange': 'NSE',
'high': 478.5,
'low': 468.1,
'ltp': 471.4,
'open': 470.0,
'symboltoken': '3045',
'tradingsymbol': 'SBIN-EQ'},
'errorcode': '',
'message': 'SUCCESS',
'status': True}

Can you please tell me how to load the above output into a DataFrame along with date and time. Thank you.

admin · Oct 11, 2021, 8:40 AM

Hi @Learner The above mentioned response is from the websocket if you want to get the ohlc you can use our ltp api.

Learner · Oct 11, 2021, 8:31 AM

@admin Hello Sir, I'm getting response like this. It is not showing open high low close values. Please tell me how to get ohlc values.

__on_open################
{'task': 'cn', 'channel': 'NONLM', 'token': '0972771668', 'user': 'V314538', 'acctid': 'V314538'}
2021-10-11 08:12:27.072680 : Start task in the background
{'task': 'hb', 'channel': '', 'token': '0972771668', 'user': 'V314538', 'acctid': 'V314538'}
on open
Ticks: [{'ak': 'ok', 'msg': 'connected', 'task': 'cn'}]
Ticks: [{'ak': 'ok', 'msg': 'heartbeat', 'task': 'hb'}]
Ticks: [{'e': 'nse_cm', 'ltp': '2684.80', 'ltq': '13', 'ltt': 'NA', 'name': 'sf', 'tk': '2885'}]
Ticks: [{'ap': '2694.39', 'bp': '2684.80', 'bq': '7', 'bs': '69', 'c': '2671.25', 'cng': '13.55', 'e': 'nse_cm', 'lo': '2676.55', 'ltp': '2684.80', 'ltq': '13', 'ltt': '11/10/2021 13:42:27', 'name': 'sf', 'nc': '00.5073', 'sp': '2684.95', 'tbq': '187430', 'tk': '2885', 'to': '11683209144.36', 'tsq': '526331', 'v': '4336124'}]
Ticks: [{'name': 'tm', 'tvalue': '11/10/2021 13:42:28'}]
2021-10-11 08:12:28.395460 : Start task in the background
{'task': 'hb', 'channel': '', 'token': '0972771668', 'user': 'V314538', 'acctid': 'V314538'}

admin · Sep 28, 2021, 5:40 AM

HI @balabsm Belo is the response of ltp api we already provide ohlc.
BAJAJ-AUTO-EQ : 16669
{'status': True, 'message': 'SUCCESS', 'errorcode': '', 'data': {'exchange': 'NSE', 'tradingsymbol': 'BAJAJ-AUTO-EQ', 'symboltoken': '16669', 'open': 3929.0, 'high': 3944.8, 'low': 3875.4, 'close': 3913.4, 'ltp': 3900.0}}