-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathsample_push.json
46 lines (46 loc) · 1.08 KB
/
sample_push.json
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
{
"symbol": "BANKNIFTY 12 SEP19 25200 CE",
"lotSize": 20,
"expiry": 1568298600,
"exchange_code": 2,
"exchange": "NFO",
"code": 35814,
"strike": 2520000,
"type": "CE",
"last_traded_price": 67695,
"last_traded_time": 1568298600,
"last_traded_quantity": 20,
"trade_volume": 0,
"best_bid_price": 71005,
"best_bid_quantity": 20,
"best_ask_price": 73160,
"best_ask_quantity": 20,
"total_buy_quantity": 12300,
"total_sell_quantity": 7860,
"average_trade_price": 0,
"exchange_timestamp": 1567136785,
"open_price": 0,
"high_price": 0,
"low_price": 0,
"close_price": 67695,
"yearly_high_price": 0,
"yearly_low_price": 0,
"dpr_high_price": 0,
"dpr_low_price": 0,
"current_open_interest": 0,
"initial_open_interest": 0,
"iv": 0,
"callPrice": 0,
"putPrice": 0,
"callDelta": 0,
"putDelta": 0,
"callDelta2": 0,
"putDelta2": 0,
"callTheta": 0,
"putTheta": 0,
"callRho": 0,
"putRho": 0,
"vega": 5.07,
"gamma": 0.000988,
"underlaying_price": 2747225
}