#This wrapper function works for me:

for symbol in futures_symbols: #this is list of stock futures tradingsymbols taken from dump

#This should give all trading contracts for the required instrument,

Eg: #Fetch complete instrument dump<br />#Filter required exchange,segment and tradingsymbol of the required instrument<br />#This should give all trading contracts for the required instru

/>######################This is the Log that you see in log file##################<br /># Log position info of Live Delta <br />logging.info(&quot;RogueDelta: {} - {}: {}. Strike:

= 1<br />for items in t[i][j][k]: #this portion handles the buy/sell depth <br />#for some reason it is a dictionary inside a list<br />for l in items.keys():<br />if (k+l+st