# breeze-historical-options
## Introduction
breeze-historical-options provides traders with second-level historic options data using the ICICI Breeze API. Data can be used for backtesting, analysis and simulation purposes.
## Installation
- Clone or download the repository.
- Install Python and required dependencies: `pip install -r requirements.txt`.
## Usage
- Fill in `cred.yml` with your Breeze API keys and credentials.
- Adjust parameters in `example.py` as needed (e.g., expiry dates, time range, scrip, strike range).
- Run the script: `python example.py`.
- Data will be fetched and saved to the specified path.
## Files Explanation
- `sample_cred.yml`: Template for API credentials.
- `expiries.json`: Contains a list of expiry dates for options data.
- `example.py`: Main script to fetch data using the package.
## Fetch Data Function
```python
from datetime import datetime
from breeze_connect import BreezeConnect
from BreezeHistoricalOptions import autologin, Breezy
import json, yaml, time
expiry_date = "06-Dec-2023" # 'expiries.json' contains a list of expiry dates in this format
start_datetime = "06-Dec-2023 9:15:00"
end_datetime = "06-Dec-2023 15:29:59"
Breezy.fetch_data(
api = breeze,
scrip = "CNXBAN", # 'NIFTY' for Nifty 50 | 'CNXBAN' for Bank Nifty | 'NIFFIN' for Finnifty | 'NIFMID' for Midcap Nifty
exch = "NFO",
expiry_date = datetime.strptime(expiry_date, "%d-%b-%Y"),
start_datetime = datetime.strptime(start_datetime, "%d-%b-%Y %H:%M:%S"),
end_datetime = datetime.strptime(end_datetime, "%d-%b-%Y %H:%M:%S"),
start_strike = 47000,
end_strike = 47200,
step = 100,
max_threads = 3, #Set this to 1 if you are getting api breeze_historical_v2() error
export_path = 'HistoricData/' #will auto-create path if it doesn't exist
)
```
## Login Code
```python
from datetime import datetime
from breeze_connect import BreezeConnect
from BreezeHistoricalOptions import autologin, Breezy
import json, yaml, time
with open('cred.yml') as f:
cred = yaml.load(f, Loader=yaml.FullLoader)
breeze = BreezeConnect(api_key=cred['api_key'])
try:
session_key = autologin.get_session_key(cred=cred, force=False)
except:
session_key = autologin.get_session_key(cred=cred, force=True)
breeze.generate_session(api_secret=cred['api_secret'],
session_token=session_key)
```
## Contributing
Contributions are welcome. Please fork the repository, make your changes, and submit a pull request.
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"description": "# breeze-historical-options\r\n\r\n## Introduction\r\nbreeze-historical-options provides traders with second-level historic options data using the ICICI Breeze API. Data can be used for backtesting, analysis and simulation purposes.\r\n\r\n## Installation\r\n- Clone or download the repository.\r\n- Install Python and required dependencies: `pip install -r requirements.txt`.\r\n\r\n## Usage\r\n- Fill in `cred.yml` with your Breeze API keys and credentials.\r\n- Adjust parameters in `example.py` as needed (e.g., expiry dates, time range, scrip, strike range).\r\n- Run the script: `python example.py`.\r\n- Data will be fetched and saved to the specified path.\r\n\r\n## Files Explanation\r\n- `sample_cred.yml`: Template for API credentials.\r\n- `expiries.json`: Contains a list of expiry dates for options data.\r\n- `example.py`: Main script to fetch data using the package.\r\n\r\n## Fetch Data Function\r\n```python\r\nfrom datetime import datetime\r\nfrom breeze_connect import BreezeConnect\r\nfrom BreezeHistoricalOptions import autologin, Breezy\r\nimport json, yaml, time\r\n\r\nexpiry_date = \"06-Dec-2023\" # 'expiries.json' contains a list of expiry dates in this format\r\nstart_datetime = \"06-Dec-2023 9:15:00\" \r\nend_datetime = \"06-Dec-2023 15:29:59\" \r\n\r\nBreezy.fetch_data(\r\n api = breeze,\r\n scrip = \"CNXBAN\", # 'NIFTY' for Nifty 50 | 'CNXBAN' for Bank Nifty | 'NIFFIN' for Finnifty | 'NIFMID' for Midcap Nifty\r\n exch = \"NFO\",\r\n expiry_date = datetime.strptime(expiry_date, \"%d-%b-%Y\"),\r\n start_datetime = datetime.strptime(start_datetime, \"%d-%b-%Y %H:%M:%S\"),\r\n end_datetime = datetime.strptime(end_datetime, \"%d-%b-%Y %H:%M:%S\"),\r\n start_strike = 47000,\r\n end_strike = 47200,\r\n step = 100,\r\n max_threads = 3, #Set this to 1 if you are getting api breeze_historical_v2() error\r\n export_path = 'HistoricData/' #will auto-create path if it doesn't exist\r\n )\r\n```\r\n## Login Code\r\n```python\r\nfrom datetime import datetime\r\nfrom breeze_connect import BreezeConnect\r\nfrom BreezeHistoricalOptions import autologin, Breezy\r\nimport json, yaml, time\r\n\r\nwith open('cred.yml') as f:\r\n cred = yaml.load(f, Loader=yaml.FullLoader)\r\n \r\nbreeze = BreezeConnect(api_key=cred['api_key'])\r\n\r\ntry:\r\n session_key = autologin.get_session_key(cred=cred, force=False)\r\nexcept:\r\n session_key = autologin.get_session_key(cred=cred, force=True)\r\n \r\n \r\nbreeze.generate_session(api_secret=cred['api_secret'],\r\n session_token=session_key)\r\n```\r\n## Contributing\r\nContributions are welcome. Please fork the repository, make your changes, and submit a pull request.\r\n",
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