Recent Activity

Did you get the algo? If Npot, you can contact me.

Hi, Did you get the developer or still looking for? You can contact me.

Please support for below issue

hi ... can u pls explain how i can get implied volatility

Hi Rakesh,

Please help me resolve the web socket issue. Here is the url of the issue I logged:

https://kite.trade/forum/discussion/8680/not-able-stream-quotes-using-websocket#latest

Thanks.

Hi,

I am using this code in VB.net, to place a order:
Rsp = KT.PlaceOrder(Constants.EXCHANGE_NFO, TradedInstrument, Constants.TRANSACTION_TYPE_SELL, QTY, Nothing, Constants.PRODUCT_NRML, Constants.ORDER_TYPE_MARKET)

and this to display the order status in a datagrid:
Rsp.ToList()
DGV2.DataSource = Rsp.ToList

In the data grid I see 2 returned values "Key" and "Value".
In these I get "Status", "success" and
"data", "System.Collections.Generic.Dictionary`2[System.String,System.Object]".

How do I get the actual returned message from the placeorder() function, something like "insufficient funds"?
Looking forward to hearing from you soon.

Thanks

Manoj

Thank you Rakeshr " You have made my day" .The issue is resolved after activating Historical data API.Once again Thank you for helping .

hello Sujith , can you please check my last comment and reply https://kite.trade/forum/discussion/8678/position-api-not-workig#latest

can you hep.....after market hours its showing correct MTM, i mean with no open position.......But when there is a open position...its showing wrong MTM figure...Kindly help me

symbol = sell_trades['tradingsymbol']
sell_value = sell_trades['sell_value']
buy_value = sell_trades['buy_value']
multi = sell_trades['multiplier']
qty = sell_trades['quantity']
#print(positions)
k =0
mtm_sum = 0
for i in symbol :
lp = get_last_price(i,ins_type)
pnl_1 = (sell_value[k]- buy_value[k]) + (qty[k] * lp * multi[k])
mtm_sum = mtm_sum + pnl_1
k = k+1
print(mtm_sum)

get_live_data() ---will return LTP for instrument.-- i Have customized it.

Hi Brother...
df_curr_pos = pd.DataFrame(positions['net'])
sell_trades = df_curr_pos.loc[(df_curr_pos['quantity'] <= 0) | (df_curr_pos['quantity'] > 0) & (df_curr_pos['tradingsymbol']).str.contains("NIFTY")]
####pnl = (sellValue - buyValue) + (netQuantity * lastPrice * multiplier);
####################################################
symbol = sell_trades['tradingsymbol']
sell_value = sell_trades['sell_value']
buy_value = sell_trades['buy_value']
multi = sell_trades['multiplier']
qty = sell_trades['quantity']
#print(positions)
k =0
mtm_sum = 0
for i in symbol :
lp = get_live_data(i,ins_type)
pnl = (sell_value[k]- buy_value[k]) + (qty[k] * lp * multi[k])
mtm_sum = mtm_sum + pnl
k = k+1
print(mtm_sum)