nsepython 2.94__py3-none-any.whl → 2.97__py3-none-any.whl

nsepython/rahu.py

@@ -1,954 +1,966 @@
-import os,sys
-# os.chdir(os.path.dirname(os.path.abspath(__file__)))
-# sys.path.insert(1, os.path.join(sys.path[0], '..'))
-
-import requests
-import pandas as pd
-import json
-import random
-import datetime,time
-import logging
-import re
-import urllib.parse
-
-mode ='local'
-
-if(mode=='vpn'):
-    def nsefetch(payload):
-        if (("%26" in payload) or ("%20" in payload)):
-            encoded_url = payload
-        else:
-            encoded_url = urllib.parse.quote(payload, safe=':/?&=')
-        payload_var = 'curl -b cookies.txt "' + encoded_url + '"' + curl_headers + ''
-        try:
-            output = os.popen(payload_var).read()
-            output=json.loads(output)
-        except ValueError:  # includes simplejson.decoder.JSONDecodeError:
-            payload2 = "https://www.nseindia.com"
-            output2 = os.popen('curl -c cookies.txt "'+payload2+'"'+curl_headers+'').read()
-    
-            output = os.popen(payload_var).read()
-            output=json.loads(output)
-        return output
-if(mode=='local'):
-    def nsefetch(payload):
-        try:
-            output = requests.get(payload,headers=headers).json()
-            #print(output)
-        except ValueError:
-            s =requests.Session()
-            output = s.get("http://nseindia.com",headers=headers)
-            output = s.get(payload,headers=headers).json()
-        return output
-
-
-# headers = {
-#     'Connection': 'keep-alive',
-#     'Cache-Control': 'max-age=0',
-#     'DNT': '1',
-#     'Upgrade-Insecure-Requests': '1',
-#     'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/79.0.3945.79 Safari/537.36',
-#     'Sec-Fetch-User': '?1',
-#     'Accept': 'text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.9',
-#     'Sec-Fetch-Site': 'none',
-#     'Sec-Fetch-Mode': 'navigate',
-#     'Accept-Encoding': 'gzip, deflate, br',
-#     'Accept-Language': 'en-US,en;q=0.9,hi;q=0.8',
-# }
-
-#Rahul_Mittal's entry
-headers = {
-            "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.7",
-            "accept-language": "en-US,en;q=0.9,en-IN;q=0.8,en-GB;q=0.7",
-            "cache-control": "max-age=0",
-            "priority": "u=0, i",
-            "sec-ch-ua": '"Microsoft Edge";v="129", "Not=A?Brand";v="8", "Chromium";v="129"',
-            "sec-ch-ua-mobile": "?0",
-            "sec-ch-ua-platform": '"Windows"',
-            "sec-fetch-dest": "document",
-            "sec-fetch-mode": "navigate",
-            "sec-fetch-site": "none",
-            "sec-fetch-user": "?1",
-            "upgrade-insecure-requests": "1",
-            "user-agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/129.0.0.0 Safari/537.36 Edg/129.0.0.0"
-        }
-
-
-
-#Curl headers
-curl_headers = ''' -H "authority: beta.nseindia.com" -H "cache-control: max-age=0" -H "dnt: 1" -H "upgrade-insecure-requests: 1" -H "user-agent: Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/79.0.3945.117 Safari/537.36" -H "sec-fetch-user: ?1" -H "accept: text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.9" -H "sec-fetch-site: none" -H "sec-fetch-mode: navigate" -H "accept-encoding: gzip, deflate, br" -H "accept-language: en-US,en;q=0.9,hi;q=0.8" --compressed'''
-
-run_time=datetime.datetime.now()
-
-#Constants
-indices = ['NIFTY','FINNIFTY','BANKNIFTY']
-
-def running_status():
-    start_now=datetime.datetime.now().replace(hour=9, minute=15, second=0, microsecond=0)
-    end_now=datetime.datetime.now().replace(hour=15, minute=30, second=0, microsecond=0)
-    return start_now<datetime.datetime.now()<end_now
-
-#Getting FNO Symboles
-def fnolist():
-    # df = pd.read_csv("https://www1.nseindia.com/content/fo/fo_mktlots.csv")
-    # return [x.strip(' ') for x in df.drop(df.index[3]).iloc[:,1].to_list()]
-
-    positions = nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
-
-    nselist=['NIFTY','NIFTYIT','BANKNIFTY']
-
-    i=0
-    for x in range(i, len(positions['data'])):
-        nselist=nselist+[positions['data'][x]['symbol']]
-
-    return nselist
-
-def nsesymbolpurify(symbol):
-    symbol = symbol.replace('&','%26') #URL Parse for Stocks Like M&M Finance
-    return symbol
-
-def nse_optionchain_scrapper(symbol):
-    symbol = nsesymbolpurify(symbol)
-    if any(x in symbol for x in indices):
-        payload = nsefetch('https://www.nseindia.com/api/option-chain-indices?symbol='+symbol)
-    else:
-        payload = nsefetch('https://www.nseindia.com/api/option-chain-equities?symbol='+symbol)
-    return payload
-
-
-def oi_chain_builder(symbol,expiry="latest",oi_mode="full"):
-
-    payload = nse_optionchain_scrapper(symbol)
-
-    if(oi_mode=='compact'):
-        col_names = ['CALLS_OI','CALLS_Chng in OI','CALLS_Volume','CALLS_IV','CALLS_LTP','CALLS_Net Chng','Strike Price','PUTS_OI','PUTS_Chng in OI','PUTS_Volume','PUTS_IV','PUTS_LTP','PUTS_Net Chng']
-    if(oi_mode=='full'):
-        col_names = ['CALLS_Chart','CALLS_OI','CALLS_Chng in OI','CALLS_Volume','CALLS_IV','CALLS_LTP','CALLS_Net Chng','CALLS_Bid Qty','CALLS_Bid Price','CALLS_Ask Price','CALLS_Ask Qty','Strike Price','PUTS_Bid Qty','PUTS_Bid Price','PUTS_Ask Price','PUTS_Ask Qty','PUTS_Net Chng','PUTS_LTP','PUTS_IV','PUTS_Volume','PUTS_Chng in OI','PUTS_OI','PUTS_Chart']
-    oi_data = pd.DataFrame(columns = col_names)
-
-    #oi_row = {'CALLS_OI':0, 'CALLS_Chng in OI':0, 'CALLS_Volume':0, 'CALLS_IV':0, 'CALLS_LTP':0, 'CALLS_Net Chng':0, 'Strike Price':0, 'PUTS_OI':0, 'PUTS_Chng in OI':0, 'PUTS_Volume':0, 'PUTS_IV':0, 'PUTS_LTP':0, 'PUTS_Net Chng':0}
-    oi_row = {'CALLS_OI':0, 'CALLS_Chng in OI':0, 'CALLS_Volume':0, 'CALLS_IV':0, 'CALLS_LTP':0, 'CALLS_Net Chng':0, 'CALLS_Bid Qty':0,'CALLS_Bid Price':0,'CALLS_Ask Price':0,'CALLS_Ask Qty':0,'Strike Price':0, 'PUTS_OI':0, 'PUTS_Chng in OI':0, 'PUTS_Volume':0, 'PUTS_IV':0, 'PUTS_LTP':0, 'PUTS_Net Chng':0,'PUTS_Bid Qty':0,'PUTS_Bid Price':0,'PUTS_Ask Price':0,'PUTS_Ask Qty':0}
-    if(expiry=="latest"):
-        expiry = payload['records']['expiryDates'][0]
-    m=0
-    for m in range(len(payload['records']['data'])):
-        if(payload['records']['data'][m]['expiryDate']==expiry):
-            if(1>0):
-                try:
-                    oi_row['CALLS_OI']=payload['records']['data'][m]['CE']['openInterest']
-                    oi_row['CALLS_Chng in OI']=payload['records']['data'][m]['CE']['changeinOpenInterest']
-                    oi_row['CALLS_Volume']=payload['records']['data'][m]['CE']['totalTradedVolume']
-                    oi_row['CALLS_IV']=payload['records']['data'][m]['CE']['impliedVolatility']
-                    oi_row['CALLS_LTP']=payload['records']['data'][m]['CE']['lastPrice']
-                    oi_row['CALLS_Net Chng']=payload['records']['data'][m]['CE']['change']
-                    if(oi_mode=='full'):
-                        oi_row['CALLS_Bid Qty']=payload['records']['data'][m]['CE']['bidQty']
-                        oi_row['CALLS_Bid Price']=payload['records']['data'][m]['CE']['bidprice']
-                        oi_row['CALLS_Ask Price']=payload['records']['data'][m]['CE']['askPrice']
-                        oi_row['CALLS_Ask Qty']=payload['records']['data'][m]['CE']['askQty']
-                except KeyError:
-                    oi_row['CALLS_OI'], oi_row['CALLS_Chng in OI'], oi_row['CALLS_Volume'], oi_row['CALLS_IV'], oi_row['CALLS_LTP'],oi_row['CALLS_Net Chng']=0,0,0,0,0,0
-                    if(oi_mode=='full'):
-                        oi_row['CALLS_Bid Qty'],oi_row['CALLS_Bid Price'],oi_row['CALLS_Ask Price'],oi_row['CALLS_Ask Qty']=0,0,0,0
-                    pass
-
-                oi_row['Strike Price']=payload['records']['data'][m]['strikePrice']
-
-                try:
-                    oi_row['PUTS_OI']=payload['records']['data'][m]['PE']['openInterest']
-                    oi_row['PUTS_Chng in OI']=payload['records']['data'][m]['PE']['changeinOpenInterest']
-                    oi_row['PUTS_Volume']=payload['records']['data'][m]['PE']['totalTradedVolume']
-                    oi_row['PUTS_IV']=payload['records']['data'][m]['PE']['impliedVolatility']
-                    oi_row['PUTS_LTP']=payload['records']['data'][m]['PE']['lastPrice']
-                    oi_row['PUTS_Net Chng']=payload['records']['data'][m]['PE']['change']
-                    if(oi_mode=='full'):
-                        oi_row['PUTS_Bid Qty']=payload['records']['data'][m]['PE']['bidQty']
-                        oi_row['PUTS_Bid Price']=payload['records']['data'][m]['PE']['bidprice']
-                        oi_row['PUTS_Ask Price']=payload['records']['data'][m]['PE']['askPrice']
-                        oi_row['PUTS_Ask Qty']=payload['records']['data'][m]['PE']['askQty']
-                except KeyError:
-                    oi_row['PUTS_OI'], oi_row['PUTS_Chng in OI'], oi_row['PUTS_Volume'], oi_row['PUTS_IV'], oi_row['PUTS_LTP'],oi_row['PUTS_Net Chng']=0,0,0,0,0,0
-                    if(oi_mode=='full'):
-                        oi_row['PUTS_Bid Qty'],oi_row['PUTS_Bid Price'],oi_row['PUTS_Ask Price'],oi_row['PUTS_Ask Qty']=0,0,0,0
-            else:
-                logging.info(m)
-
-            if(oi_mode=='full'):
-                oi_row['CALLS_Chart'],oi_row['PUTS_Chart']=0,0
-            #oi_data = oi_data.append(oi_row, ignore_index=True)
-            #oi_data = pd.concat([oi_data, oi_row], ignore_index=True)
-            oi_data = pd.concat([oi_data, pd.DataFrame([oi_row])], ignore_index=True)
-
-
-
-            oi_data['time_stamp']=payload['records']['timestamp']
-    return oi_data,float(payload['records']['underlyingValue']),payload['records']['timestamp']
-
-
-def nse_quote(symbol,section=""):
-    #https://forum.unofficed.com/t/nsetools-get-quote-is-not-fetching-delivery-data-and-delivery-can-you-include-this-as-part-of-feature-request/1115/4
-    symbol = nsesymbolpurify(symbol)
-
-    if(section==""):
-        if any(x in symbol for x in fnolist()):
-            payload = nsefetch('https://www.nseindia.com/api/quote-derivative?symbol='+symbol)
-        else:
-            payload = nsefetch('https://www.nseindia.com/api/quote-equity?symbol='+symbol)
-        return payload
-
-    if(section!=""):
-        payload = nsefetch('https://www.nseindia.com/api/quote-equity?symbol='+symbol+'&section='+section)
-        return payload
-
-
-def nse_expirydetails(payload,i=0): #Can make problem. Use nse_expirydetails_by_symbol()
-
-    expiry_dates = payload['records']['expiryDates']
-    expiry_dates = [datetime.datetime.strptime(date, "%d-%b-%Y").date() for date in expiry_dates]
-    expiry_dates = [date.strftime("%d-%b-%Y") for date in expiry_dates if date >= datetime.datetime.now().date()]
-    currentExpiry=expiry_dates[i]    
-    currentExpiry = datetime.datetime.strptime(currentExpiry,'%d-%b-%Y').date()  # converting json datetime to alice datetime
-    date_today = run_time.strftime('%Y-%m-%d')  # required to remove hh:mm:ss
-    date_today = datetime.datetime.strptime(date_today,'%Y-%m-%d').date()
-    dte = (currentExpiry - date_today).days
-    return currentExpiry,dte
-
-def pcr(payload,inp='0'):
-    ce_oi = 0
-    pe_oi = 0
-    for i in payload['records']['data']:
-        if i['expiryDate'] == payload['records']['expiryDates'][inp]:
-            try:
-                ce_oi += i['CE']['openInterest']
-                pe_oi += i['PE']['openInterest']
-            except KeyError:
-                pass
-    return pe_oi / ce_oi
-
-#forum.unofficed.com/t/unable-to-find-nse-quote-meta-api/702/4
-#Refer https://forum.unofficed.com/t/changed-the-nse-quote-ltp-function/1276
-def nse_quote_ltp(symbol,expiryDate="latest",optionType="-",strikePrice=0):
-  payload = nse_quote(symbol)
-
-  meta = "Options"
-  if(optionType=="Fut"): meta = "Futures"
-  if(optionType=="PE"):optionType="Put"
-  if(optionType=="CE"):optionType="Call"
-
-  if(expiryDate=="latest") or (expiryDate=="next"):
-
-    if(meta=="Futures"):
-      selected_key = next((key for key in payload["expiryDatesByInstrument"] if "futures" in key.lower()), None)
-    if(meta=="Options"):
-      selected_key = next((key for key in payload["expiryDatesByInstrument"] if "options" in key.lower()), None)
-
-    expiry_dates=payload["expiryDatesByInstrument"][selected_key]
-    expiry_dates = [datetime.datetime.strptime(date, "%d-%b-%Y").date() for date in expiry_dates]
-    expiry_dates = [date.strftime("%d-%b-%Y") for date in expiry_dates if date >= datetime.datetime.now().date()]
-    if(expiryDate=="latest"): expiryDate=expiry_dates[0]
-    if(expiryDate=="next"): expiryDate=expiry_dates[1]
-  
-
-  if(optionType!="-"):
-      for i in payload['stocks']:
-        if meta in i['metadata']['instrumentType']:
-          #print(i['metadata'])
-          if(optionType=="Fut"):
-              if(i['metadata']['expiryDate']==expiryDate):
-                lastPrice = i['metadata']['lastPrice']
-
-          if((optionType=="Put")or(optionType=="Call")):
-              if (i['metadata']["expiryDate"]==expiryDate):
-                if (i['metadata']["optionType"]==optionType):
-                  if (i['metadata']["strikePrice"]==strikePrice):
-                    #print(i['metadata'])
-                    lastPrice = i['metadata']['lastPrice']
-
-  if(optionType=="-"):
-      lastPrice = payload['underlyingValue']
-
-  return lastPrice
-
-# print(nse_quote_ltp("RELIANCE"))
-# print(nse_quote_ltp("RELIANCE","latest","Fut"))
-# print(nse_quote_ltp("RELIANCE","next","Fut"))
-# print(nse_quote_ltp("BANKNIFTY","latest","PE",32000))
-# print(nse_quote_ltp("BANKNIFTY","next","PE",32000))
-# print(nse_quote_ltp("BANKNIFTY","10-Jun-2021","PE",32000))
-# print(nse_quote_ltp("BANKNIFTY","17-Jun-2021","PE",32000))
-# print(nse_quote_ltp("RELIANCE","latest","PE",2300))
-# print(nse_quote_ltp("RELIANCE","next","PE",2300))
-
-def nse_quote_meta(symbol,expiryDate="latest",optionType="-",strikePrice=0):
-  payload = nse_quote(symbol)
-  #https://stackoverflow.com/questions/7961363/removing-duplicates-in-lists
-  #https://stackoverflow.com/questions/19199984/sort-a-list-in-python
-
-  #BankNIFTY and NIFTY has weekly options. Using this Jugaad which has primary base of assumption that Reliance will not step out of FNO.
-  #forum.unofficed.com/t/unable-to-find-nse-quote-meta-api/702/4
-  if((symbol in indices) and (optionType=="Fut")):
-    dates = expiry_list("RELIANCE","list")
-    if(expiryDate=="latest"): expiryDate=dates[0]
-    if(expiryDate=="next"): expiryDate=dates[1]
-
-  if(expiryDate=="latest") or (expiryDate=="next"):
-    dates=list(set((payload["expiryDates"])))
-    dates.sort(key = lambda date: datetime.datetime.strptime(date, '%d-%b-%Y'))
-    if(expiryDate=="latest"): expiryDate=dates[0]
-    if(expiryDate=="next"): expiryDate=dates[1]
-
-  meta = "Options"
-  if(optionType=="Fut"): meta = "Futures"
-  if(optionType=="PE"):optionType="Put"
-  if(optionType=="CE"):optionType="Call"
-
-  if(optionType!="-"):
-      for i in payload['stocks']:
-        if meta in i['metadata']['instrumentType']:
-          #print(i['metadata'])
-          if(optionType=="Fut"):
-              if(i['metadata']['expiryDate']==expiryDate):
-                metadata = i['metadata']
-
-          if((optionType=="Put")or(optionType=="Call")):
-              if (i['metadata']["expiryDate"]==expiryDate):
-                if (i['metadata']["optionType"]==optionType):
-                  if (i['metadata']["strikePrice"]==strikePrice):
-                    #print(i['metadata'])
-                    metadata = i['metadata']
-
-  if(optionType=="-"):
-      metadata = i['metadata']
-
-  return metadata
-
-def nse_optionchain_ltp(payload,strikePrice,optionType,inp=0,intent=""):
-    expiry_dates = payload['records']['expiryDates']
-    expiry_dates = [datetime.datetime.strptime(date, "%d-%b-%Y").date() for date in expiry_dates]
-    expiry_dates = [date.strftime("%d-%b-%Y") for date in expiry_dates if date >= datetime.datetime.now().date()]
-    expiryDate=expiry_dates[inp]
-    for x in range(len(payload['records']['data'])):
-      if((payload['records']['data'][x]['strikePrice']==strikePrice) & (payload['records']['data'][x]['expiryDate']==expiryDate)):
-          if(intent==""): return payload['records']['data'][x][optionType]['lastPrice']
-          if(intent=="sell"): return payload['records']['data'][x][optionType]['bidprice']
-          if(intent=="buy"): return payload['records']['data'][x][optionType]['askPrice']
-
-def nse_eq(symbol):
-    symbol = nsesymbolpurify(symbol)
-    try:
-        payload = nsefetch('https://www.nseindia.com/api/quote-equity?symbol='+symbol)
-        try:
-            if(payload['error']=={}):
-                print("Please use nse_fno() function to reduce latency.")
-                payload = nsefetch('https://www.nseindia.com/api/quote-derivative?symbol='+symbol)
-        except:
-            pass
-    except KeyError:
-        print("Getting Error While Fetching.")
-    return payload
-
-
-def nse_fno(symbol):
-    symbol = nsesymbolpurify(symbol)
-    try:
-        payload = nsefetch('https://www.nseindia.com/api/quote-derivative?symbol='+symbol)
-        try:
-            if(payload['error']=={}):
-                print("Please use nse_eq() function to reduce latency.")
-                payload = nsefetch('https://www.nseindia.com/api/quote-equity?symbol='+symbol)
-        except KeyError:
-            pass
-    except KeyError:
-        print("Getting Error While Fetching.")
-    return payload
-
-def quote_equity(symbol):
-    return nse_eq(symbol)
-
-def quote_derivative(symbol):
-    return nse_fno(symbol)
-
-def option_chain(symbol):
-    return nse_optionchain_scrapper(symbol)
-
-def nse_holidays(type="trading"):
-    if(type=="clearing"):
-        payload = nsefetch('https://www.nseindia.com/api/holiday-master?type=clearing')
-    if(type=="trading"):
-        payload = nsefetch('https://www.nseindia.com/api/holiday-master?type=trading')
-    return payload
-
-def holiday_master(type="trading"):
-    return nse_holidays(type)
-
-def nse_results(index="equities",period="Quarterly"):
-    if(index=="equities") or (index=="debt") or (index=="sme"):
-        if(period=="Quarterly") or (period=="Annual")or (period=="Half-Yearly")or (period=="Others"):
-            payload = nsefetch('https://www.nseindia.com/api/corporates-financial-results?index='+index+'&period='+period)
-            return pd.json_normalize(payload)
-        else:
-            print("Give Correct Period Input")
-    else:
-        print("Give Correct Index Input")
-
-def nse_events():
-    output = nsefetch('https://www.nseindia.com/api/event-calendar')
-    return pd.json_normalize(output)
-
-def nse_past_results(symbol):
-    symbol = nsesymbolpurify(symbol)
-    return nsefetch('https://www.nseindia.com/api/results-comparision?symbol='+symbol)
-
-def expiry_list(symbol,type="list"):
-    logging.info("Getting Expiry List of: "+ symbol)
-
-    if(type!="list"):
-        payload = nse_optionchain_scrapper(symbol)
-        payload = pd.DataFrame({'Date':payload['records']['expiryDates']})
-        return payload
-
-    if(type=="list"):
-        payload = nse_quote(symbol)
-        dates=list(set((payload["expiryDates"])))
-        dates.sort(key = lambda date: datetime.datetime.strptime(date, '%d-%b-%Y'))
-        return dates
-
-
-def nse_custom_function_secfno(symbol,attribute="lastPrice"):
-    positions = nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
-    endp = len(positions['data'])
-    for x in range(0, endp):
-        if(positions['data'][x]['symbol']==symbol.upper()):
-            return positions['data'][x][attribute]
-
-def nse_blockdeal():
-    payload = nsefetch('https://nseindia.com/api/block-deal')
-    return payload
-
-def nse_marketStatus():
-    payload = nsefetch('https://nseindia.com/api/marketStatus')
-    return payload
-
-def nse_circular(mode="latest"):
-    if(mode=="latest"):
-        payload = nsefetch('https://nseindia.com/api/latest-circular')
-    else:
-        payload = nsefetch('https://www.nseindia.com/api/circulars')
-    return payload
-
-def nse_fiidii(mode="pandas"):
-    try:
-        if(mode=="pandas"):
-            return pd.DataFrame(nsefetch('https://www.nseindia.com/api/fiidiiTradeReact'))
-        else:
-            return nsefetch('https://www.nseindia.com/api/fiidiiTradeReact')
-    except:
-        logger.info("Pandas is not working for some reason.")
-        return nsefetch('https://www.nseindia.com/api/fiidiiTradeReact')
-
-def nsetools_get_quote(symbol):
-    payload = nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
-    for m in range(len(payload['data'])):
-        if(payload['data'][m]['symbol']==symbol.upper()):
-            return payload['data'][m]
-
-
-def nse_index():
-    payload = nsefetch('https://iislliveblob.niftyindices.com/jsonfiles/LiveIndicesWatch.json')
-    payload = pd.DataFrame(payload["data"])
-    return payload
-
-def nse_get_index_list():
-    payload = nsefetch('https://iislliveblob.niftyindices.com/jsonfiles/LiveIndicesWatch.json')
-    payload = pd.DataFrame(payload["data"])
-    return payload["indexName"].tolist()
-
-def nse_get_index_quote(index):
-    payload = nsefetch('https://iislliveblob.niftyindices.com/jsonfiles/LiveIndicesWatch.json')
-    for m in range(len(payload['data'])):
-        if(payload['data'][m]["indexName"] == index.upper()):
-            return payload['data'][m]
-
-def nse_get_advances_declines(mode="pandas"):
-    try:
-        if(mode=="pandas"):
-            positions = nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
-            return pd.DataFrame(positions['data'])
-        else:
-            return nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
-    except:
-        logger.info("Pandas is not working for some reason.")
-        return nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
-
-def nse_get_top_losers():
-    positions = nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
-    df = pd.DataFrame(positions['data'])
-    df = df.sort_values(by="pChange")
-    return df.head(5)
-
-def nse_get_top_gainers():
-    positions = nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
-    df = pd.DataFrame(positions['data'])
-    df = df.sort_values(by="pChange" , ascending = False)
-    return df.head(5)
-
-def nse_get_fno_lot_sizes(symbol="all",mode="list"):
-    url="https://archives.nseindia.com/content/fo/fo_mktlots.csv"
-
-    if(mode=="list"):
-        s=requests.get(url).text
-        res_dict = {}
-        for line in s.split('\n'):
-          if line != '' and re.search(',', line) and (line.casefold().find('symbol') == -1):
-              (code, name) = [x.strip() for x in line.split(',')[1:3]]
-              res_dict[code] = int(name)
-        if(symbol=="all"):
-            return res_dict
-        if(symbol!=""):
-            return res_dict[symbol.upper()]
-
-    if(mode=="pandas"):
-        payload = pd.read_csv(url)
-        if(symbol=="all"):
-            return payload
-        else:
-            payload = payload[(payload.iloc[:, 1] == symbol.upper())]
-            return payload
-
-def whoistheboss():
-    return "subhash"
-
-def indiavix():
-    payload = nsefetch("https://www.nseindia.com/api/allIndices")
-    for x in range(0, len(payload["data"])):
-        if(payload["data"][x]["index"]=="INDIA VIX"):
-            return payload["data"][x]["last"]
-
-def index_info(index):
-    payload = nsefetch("https://www.nseindia.com/api/allIndices")
-    for x in range(0, len(payload["data"])):
-        if(payload["data"][x]["index"]==index):
-            return payload["data"][x]
-
-import math
-from scipy.stats import norm
-
-def black_scholes_dexter(S0,X,t,σ="",r=10,q=0.0,td=365):
-
-  if(σ==""):σ =indiavix()
-
-  S0,X,σ,r,q,t = float(S0),float(X),float(σ/100),float(r/100),float(q/100),float(t/td)
-  #https://unofficed.com/black-scholes-model-options-calculator-google-sheet/
-
-  d1 = (math.log(S0/X)+(r-q+0.5*σ**2)*t)/(σ*math.sqrt(t))
-  #stackoverflow.com/questions/34258537/python-typeerror-unsupported-operand-types-for-float-and-int
-
-  #stackoverflow.com/questions/809362/how-to-calculate-cumulative-normal-distribution
-  Nd1 = (math.exp((-d1**2)/2))/math.sqrt(2*math.pi)
-  d2 = d1-σ*math.sqrt(t)
-  Nd2 = norm.cdf(d2)
-  call_theta =(-((S0*σ*math.exp(-q*t))/(2*math.sqrt(t))*(1/(math.sqrt(2*math.pi)))*math.exp(-(d1*d1)/2))-(r*X*math.exp(-r*t)*norm.cdf(d2))+(q*math.exp(-q*t)*S0*norm.cdf(d1)))/td
-  put_theta =(-((S0*σ*math.exp(-q*t))/(2*math.sqrt(t))*(1/(math.sqrt(2*math.pi)))*math.exp(-(d1*d1)/2))+(r*X*math.exp(-r*t)*norm.cdf(-d2))-(q*math.exp(-q*t)*S0*norm.cdf(-d1)))/td
-  call_premium =math.exp(-q*t)*S0*norm.cdf(d1)-X*math.exp(-r*t)*norm.cdf(d1-σ*math.sqrt(t))
-  put_premium =X*math.exp(-r*t)*norm.cdf(-d2)-math.exp(-q*t)*S0*norm.cdf(-d1)
-  call_delta =math.exp(-q*t)*norm.cdf(d1)
-  put_delta =math.exp(-q*t)*(norm.cdf(d1)-1)
-  gamma =(math.exp(-r*t)/(S0*σ*math.sqrt(t)))*(1/(math.sqrt(2*math.pi)))*math.exp(-(d1*d1)/2)
-  vega = ((1/100)*S0*math.exp(-r*t)*math.sqrt(t))*(1/(math.sqrt(2*math.pi))*math.exp(-(d1*d1)/2))
-  call_rho =(1/100)*X*t*math.exp(-r*t)*norm.cdf(d2)
-  put_rho =(-1/100)*X*t*math.exp(-r*t)*norm.cdf(-d2)
-
-  return call_theta,put_theta,call_premium,put_premium,call_delta,put_delta,gamma,vega,call_rho,put_rho
-
-def equity_history_virgin(symbol,series,start_date,end_date):
-    #url="https://www.nseindia.com/api/historical/cm/equity?symbol="+symbol+"&series=[%22"+series+"%22]&from="+str(start_date)+"&to="+str(end_date)+""
-    url = 'https://www.nseindia.com/api/historical/cm/equity?symbol=' + symbol + '&series=["' + series + '"]&from=' + start_date + '&to=' + end_date
-
-    payload = nsefetch(url)
-    return pd.DataFrame.from_records(payload["data"])
-
-# You shall see beautiful use the logger function.
-def equity_history(symbol,series,start_date,end_date):
-    #We are getting the input in text. So it is being converted to Datetime object from String.
-    start_date = datetime.datetime.strptime(start_date, "%d-%m-%Y")
-    end_date = datetime.datetime.strptime(end_date, "%d-%m-%Y")
-    logging.info("Starting Date: "+str(start_date))
-    logging.info("Ending Date: "+str(end_date))
-
-    #We are calculating the difference between the days
-    diff = end_date-start_date
-    logging.info("Total Number of Days: "+str(diff.days))
-    logging.info("Total FOR Loops in the program: "+str(int(diff.days/40)))
-    logging.info("Remainder Loop: " + str(diff.days-(int(diff.days/40)*40)))
-
-
-    total=pd.DataFrame()
-    for i in range (0,int(diff.days/40)):
-
-        temp_date = (start_date+datetime.timedelta(days=(40))).strftime("%d-%m-%Y")
-        start_date = datetime.datetime.strftime(start_date, "%d-%m-%Y")
-
-        logging.info("Loop = "+str(i))
-        logging.info("====")
-        logging.info("Starting Date: "+str(start_date))
-        logging.info("Ending Date: "+str(temp_date))
-        logging.info("====")
-
-        #total=total.append(equity_history_virgin(symbol,series,start_date,temp_date))
-        #total=total.concat(equity_history_virgin(symbol,series,start_date,temp_date))
-        total = pd.concat([total, equity_history_virgin(symbol, series, start_date, temp_date)])
-
-
-        logging.info("Length of the Table: "+ str(len(total)))
-
-        #Preparation for the next loop
-        start_date = datetime.datetime.strptime(temp_date, "%d-%m-%Y")
-
-
-    start_date = datetime.datetime.strftime(start_date, "%d-%m-%Y")
-    end_date = datetime.datetime.strftime(end_date, "%d-%m-%Y")
-
-    logging.info("End Loop")
-    logging.info("====")
-    logging.info("Starting Date: "+str(start_date))
-    logging.info("Ending Date: "+str(end_date))
-    logging.info("====")
-
-    #total=total.append(equity_history_virgin(symbol,series,start_date,end_date))
-    #total=total.concat(equity_history_virgin(symbol,series,start_date,end_date))
-    total = pd.concat([total, equity_history_virgin(symbol, series, start_date, end_date)])
-
-
-    logging.info("Finale")
-    logging.info("Length of the Total Dataset: "+ str(len(total)))
-    payload = total.iloc[::-1].reset_index(drop=True)
-    return payload
-
-def derivative_history_virgin(symbol,start_date,end_date,instrumentType,expiry_date,strikePrice="",optionType=""):
-
-    instrumentType = instrumentType.lower()
-
-    if(instrumentType=="options"):
-        instrumentType="OPTSTK"
-        if("NIFTY" in symbol): instrumentType="OPTIDX"
-        
-    if(instrumentType=="futures"):
-        instrumentType="FUTSTK"
-        if("NIFTY" in symbol): instrumentType="FUTIDX"
-        
-
-    #if(((instrumentType=="OPTIDX")or (instrumentType=="OPTSTK")) and (expiry_date!="")):
-    if(strikePrice!=""):
-        strikePrice = "%.2f" % strikePrice
-        strikePrice = str(strikePrice)
-
-    nsefetch_url = "https://www.nseindia.com/api/historical/fo/derivatives?&from="+str(start_date)+"&to="+str(end_date)+"&optionType="+optionType+"&strikePrice="+strikePrice+"&expiryDate="+expiry_date+"&instrumentType="+instrumentType+"&symbol="+symbol+""
-    payload = nsefetch(nsefetch_url)
-    logging.info(nsefetch_url)
-    logging.info(payload)
-    return pd.DataFrame.from_records(payload["data"])
-
-def derivative_history(symbol,start_date,end_date,instrumentType,expiry_date,strikePrice="",optionType=""):
-    #We are getting the input in text. So it is being converted to Datetime object from String.
-    start_date = datetime.datetime.strptime(start_date, "%d-%m-%Y")
-    end_date = datetime.datetime.strptime(end_date, "%d-%m-%Y")
-    logging.info("Starting Date: "+str(start_date))
-    logging.info("Ending Date: "+str(end_date))
-
-    #We are calculating the difference between the days
-    diff = end_date-start_date
-    logging.info("Total Number of Days: "+str(diff.days))
-    logging.info("Total FOR Loops in the program: "+str(int(diff.days/40)))
-    logging.info("Remainder Loop: " + str(diff.days-(int(diff.days/40)*40)))
-
-
-    total=pd.DataFrame()
-    for i in range (0,int(diff.days/40)):
-
-        temp_date = (start_date+datetime.timedelta(days=(40))).strftime("%d-%m-%Y")
-        start_date = datetime.datetime.strftime(start_date, "%d-%m-%Y")
-
-        logging.info("Loop = "+str(i))
-        logging.info("====")
-        logging.info("Starting Date: "+str(start_date))
-        logging.info("Ending Date: "+str(temp_date))
-        logging.info("====")
-
-        #total=total.append(derivative_history_virgin(symbol,start_date,temp_date,instrumentType,expiry_date,strikePrice,optionType))
-        #total=total.concat([total, derivative_history_virgin(symbol,start_date,temp_date,instrumentType,expiry_date,strikePrice,optionType)])
-        total = pd.concat([total, derivative_history_virgin(symbol, start_date, temp_date, instrumentType, expiry_date, strikePrice, optionType)])
-
-
-        logging.info("Length of the Table: "+ str(len(total)))
-
-        #Preparation for the next loop
-        start_date = datetime.datetime.strptime(temp_date, "%d-%m-%Y")
-
-
-    start_date = datetime.datetime.strftime(start_date, "%d-%m-%Y")
-    end_date = datetime.datetime.strftime(end_date, "%d-%m-%Y")
-
-    logging.info("End Loop")
-    logging.info("====")
-    logging.info("Starting Date: "+str(start_date))
-    logging.info("Ending Date: "+str(end_date))
-    logging.info("====")
-
-    #total=total.append(derivative_history_virgin(symbol,start_date,end_date,instrumentType,expiry_date,strikePrice,optionType))
-    #total = total.concat([total, derivative_history_virgin(symbol,start_date,end_date,instrumentType,expiry_date,strikePrice,optionType)])
-    total = pd.concat([total, derivative_history_virgin(symbol, start_date, end_date, instrumentType, expiry_date, strikePrice, optionType)])
-
-
-
-    logging.info("Finale")
-    logging.info("Length of the Total Dataset: "+ str(len(total)))
-    payload = total.iloc[::-1].reset_index(drop=True)
-    return payload
-
-
-def expiry_history(symbol,start_date="",end_date="",type="options"):
-    if(end_date==""):end_date=end_date
-    nsefetch_url = "https://www.nseindia.com/api/historical/fo/derivatives/meta?&from="+start_date+"&to="+end_date+"&symbol="+symbol+""
-    payload = nsefetch(nsefetch_url)
-
-    #print(payload)
-
-    for key, value in payload['expiryDatesByInstrument'].items():
-      if type.lower() == "options" and "OPT" in key:
-          payload_data = payload['expiryDatesByInstrument'][key]
-          break
-      elif type.lower() == "futures" and "FUT" in key:
-          payload_data =  payload['expiryDatesByInstrument'][key]
-          break
-    
-    # Convert start_date and end_date to datetime objects
-    start_date = datetime.datetime.strptime(start_date, "%d-%m-%Y")
-    end_date = datetime.datetime.strptime(end_date, "%d-%m-%Y")
-
-    # Initialize an empty list to store filtered dates
-    filtered_date_payload = []
-
-    # Initialize a flag to check if the first date after end_date has been added
-    added_after_end_date = False    
-
-    # Iterate through date_payload and filter dates within the range
-    for date_str in payload_data:
-        date_obj = datetime.datetime.strptime(date_str, "%d-%b-%Y")
-        if start_date <= date_obj <= end_date:
-            filtered_date_payload.append(date_str)
-        elif date_obj > end_date and not added_after_end_date:
-            filtered_date_payload.append(date_str)
-            added_after_end_date = True
-    
-    return filtered_date_payload
-
-# # Nifty Indicies Site
-
-niftyindices_headers = {
-    'Connection': 'keep-alive',
-    'sec-ch-ua': '" Not;A Brand";v="99", "Google Chrome";v="91", "Chromium";v="91"',
-    'Accept': 'application/json, text/javascript, */*; q=0.01',
-    'DNT': '1',
-    'X-Requested-With': 'XMLHttpRequest',
-    'sec-ch-ua-mobile': '?0',
-    'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/91.0.4472.77 Safari/537.36',
-    'Content-Type': 'application/json; charset=UTF-8',
-    'Origin': 'https://niftyindices.com',
-    'Sec-Fetch-Site': 'same-origin',
-    'Sec-Fetch-Mode': 'cors',
-    'Sec-Fetch-Dest': 'empty',
-    'Referer': 'https://niftyindices.com/reports/historical-data',
-    'Accept-Language': 'en-US,en;q=0.9,hi;q=0.8',
-}
-
-def index_history(symbol,start_date,end_date):
-    data = {'cinfo': "{'name':'" + symbol + "','startDate':'" + start_date + "','endDate':'" + end_date + "','indexName':'" + symbol + "'}"}
-    payload = requests.post('https://niftyindices.com/Backpage.aspx/getHistoricaldatatabletoString', headers=niftyindices_headers,  json=data).json()
-    payload = json.loads(payload["d"])
-    payload=pd.DataFrame.from_records(payload)
-    return payload
-
-def index_pe_pb_div(symbol,start_date,end_date):
-    data = {'cinfo': "{'name':'" + symbol + "','startDate':'" + start_date + "','endDate':'" + end_date + "','indexName':'" + symbol + "'}"}
-    payload = requests.post('https://niftyindices.com/Backpage.aspx/getpepbHistoricaldataDBtoString', headers=niftyindices_headers,  json=data).json()
-    payload = json.loads(payload["d"])
-    payload=pd.DataFrame.from_records(payload)
-    return payload
-
-def index_total_returns(symbol,start_date,end_date):
-    data = {'cinfo': "{'name':'" + symbol + "','startDate':'" + start_date + "','endDate':'" + end_date + "','indexName':'" + symbol + "'}"}
-    payload = requests.post('https://niftyindices.com/Backpage.aspx/getTotalReturnIndexString', headers=niftyindices_headers,  json=data).json()
-    payload = json.loads(payload["d"])
-    payload=pd.DataFrame.from_records(payload)
-    return payload
-
-def get_bhavcopy(date):
-    date = date.replace("-","")
-    payload=pd.read_csv("https://archives.nseindia.com/products/content/sec_bhavdata_full_"+date+".csv")
-    return payload
-
-def get_bulkdeals():
-    payload=pd.read_csv("https://archives.nseindia.com/content/equities/bulk.csv")
-    return payload
-
-def get_blockdeals():
-    payload=pd.read_csv("https://archives.nseindia.com/content/equities/block.csv")
-    return payload
-
-#Request from subhash
-## https://unofficed.com/how-to-find-the-beta-of-indian-stocks-using-python/
-def get_beta_df_maker(symbol,days):
-    if("NIFTY" in symbol):
-        end_date = datetime.datetime.now().strftime("%d-%b-%Y")
-        end_date = str(end_date)
-
-        start_date = (datetime.datetime.now()- datetime.timedelta(days=days)).strftime("%d-%b-%Y")
-        start_date = str(start_date)
-
-        df2=index_history(symbol,start_date,end_date)
-        df2["daily_change"]=df2["CLOSE"].astype(float).pct_change()
-        df2=df2[['HistoricalDate','daily_change']]
-        df2 = df2.iloc[1: , :]
-        return df2
-    else:
-        end_date = datetime.datetime.now().strftime("%d-%m-%Y")
-        end_date = str(end_date)
-
-        start_date = (datetime.datetime.now()- datetime.timedelta(days=days)).strftime("%d-%m-%Y")
-        start_date = str(start_date)
-
-        df = equity_history(symbol,"EQ",start_date,end_date)
-
-        df["daily_change"]=df["CH_CLOSING_PRICE"].pct_change()
-        df=df[['CH_TIMESTAMP','daily_change']]
-        df = df.iloc[1: , :] #thispointer.com/drop-first-row-of-pandas-dataframe-3-ways/
-        return df
-
-def getbeta(symbol,days=365,symbol2="NIFTY 50"):
-    return get_beta(symbol,days,symbol2)
-
-def get_beta(symbol,days=365,symbol2="NIFTY 50"):
-    #Default is 248 days. (Input of Subhash)
-    df = get_beta_df_maker(symbol,days)
-    df2 = get_beta_df_maker(symbol2,days)
-
-    x=df["daily_change"].tolist()
-    y=df2["daily_change"].tolist()
-    #stackoverflow.com/questions/42670055/is-there-any-better-way-to-calculate-the-covariance-of-two-lists-than-this
-    mean_x = sum(x) / len(x)
-    mean_y = sum(y) / len(y)
-    covariance = sum((a - mean_x) * (b - mean_y) for (a,b) in zip(x,y)) / len(x)
-
-    mean = sum(y) / len(y)
-    variance = sum((i - mean) ** 2 for i in y) / len(y)
-
-    beta = covariance/variance
-    return round(beta,3)
-
-def nse_preopen(key="NIFTY",type="pandas"):
-    payload = nsefetch("https://www.nseindia.com/api/market-data-pre-open?key="+key+"")
-    if(type=="pandas"):
-        payload = pd.DataFrame(payload['data'])
-        payload  = pd.json_normalize(payload['metadata'])
-        return payload
-    else:
-        return payload
-
-#By Avinash https://forum.unofficed.com/t/nsepython-documentation/376/102?u=dexter
-def nse_preopen_movers(key="FO",filter=1.5):
-    preOpen_gainer=nse_preopen(key)
-    return preOpen_gainer[preOpen_gainer['pChange'] >1.5],preOpen_gainer[preOpen_gainer['pChange'] <-1.5]
-
-# type = "securities"
-# type = "etf"
-# type = "sme"
-#
-# sort = "volume"
-# sort = "value"
-
-def nse_most_active(type="securities",sort="value"):
-    payload = nsefetch("https://www.nseindia.com/api/live-analysis-most-active-"+type+"?index="+sort+"")
-    payload = pd.DataFrame(payload["data"])
-    return payload
-
-
-def nse_eq_symbols():
-    #https://forum.unofficed.com/t/feature-request-stocklist-api/1073/11
-    eq_list_pd = pd.read_csv('https://archives.nseindia.com/content/equities/EQUITY_L.csv')
-    return eq_list_pd['SYMBOL'].tolist()
-
-def nse_price_band_hitters(bandtype="both",view="AllSec"):
-  payload = nsefetch("https://www.nseindia.com/api/live-analysis-price-band-hitter")
-  
-  #bandtype can be upper, lower, both
-  #view can be AllSec,SecGtr20,SecLwr20
-  return pd.DataFrame(payload[bandtype][view]["data"])
-
-def nse_largedeals(mode="bulk_deals"):
-  payload = nsefetch('https://www.nseindia.com/api/snapshot-capital-market-largedeal')
-  if(mode=="bulk_deals"):
-    return pd.DataFrame(payload["BULK_DEALS_DATA"])
-  if(mode=="short_deals"):
-    return pd.DataFrame(payload["SHORT_DEALS_DATA"])
-  if(mode=="block_deals"):
-    return pd.DataFrame(payload["BLOCK_DEALS_DATA"])
-  
-def nse_largedeals_historical(from_date, to_date, mode="bulk_deals"):
-    if mode == "bulk_deals":
-        mode = "bulk-deals"
-    elif mode == "short_deals":
-        mode = "short-selling"
-    elif mode == "block_deals":
-        mode = "block-deals"
-    
-    url='https://www.nseindia.com/api/historical/' + mode + '?from=' + from_date + '&to=' + to_date
-    logging.info("Fetching " + str(url))
-    payload = nsefetch(url)
-    return pd.DataFrame(payload["data"])
-
-#https://forum.unofficed.com/t/feature-request-nse-fno-participant-wise-oi/1179/7
-#print(get_fao_participant_oi("04-06-2021"))
-def get_fao_participant_oi(date):
-    date = date.replace("-","")
-    payload=pd.read_csv("https://archives.nseindia.com/content/nsccl/fao_participant_oi_"+date+".csv")
-    return payload
-
-#https://forum.unofficed.com/t/how-to-check-if-the-market-is-open-today-or-not/1268/1
-def is_market_open(segment = "FO"): #COM,CD,CB,CMOT,COM,FO,IRD,MF,NDM,NTRP,SLBS
-    
-    holiday_json = nse_holidays()[segment]
-
-    # Get today's date in the format 'dd-Mon-yyyy'
-    today_date = datetime.date.today().strftime('%d-%b-%Y')
-
-    # Check if today's date is in the holiday_json
-    for holiday in holiday_json:
-        if holiday['tradingDate'] != today_date:
-            print("FNO Market is open today. Have a Nice Trade!")
-            return True
-        if holiday['tradingDate'] == today_date:
-            print(f"Market is closed today because of {holiday['description']}")
-            return False
-
-def nse_expirydetails_by_symbol(symbol,meta ="Futures",i=0):
-    payload = nse_quote(symbol)
-
-    if(meta=="Futures"):
-      selected_key = next((key for key in payload["expiryDatesByInstrument"] if "futures" in key.lower()), None)
-    if(meta=="Options"):
-      selected_key = next((key for key in payload["expiryDatesByInstrument"] if "options" in key.lower()), None)
-
-    expiry_dates=payload["expiryDatesByInstrument"][selected_key]
-    expiry_dates = [datetime.datetime.strptime(date, "%d-%b-%Y").date() for date in expiry_dates]
-    expiry_dates = [date.strftime("%d-%b-%Y") for date in expiry_dates if date >= datetime.datetime.now().date()]
-    
-    currentExpiry=expiry_dates[i]
-    currentExpiry = datetime.datetime.strptime(currentExpiry,'%d-%b-%Y').date()    
-    dte = (currentExpiry - datetime.datetime.now().date()).days
-    return currentExpiry,dte
-
-def security_wise_archive(from_date, to_date, symbol, series="ALL"):   
-    base_url = "https://www.nseindia.com/api/historical/securityArchives"
-    url = f"{base_url}?from={from_date}&to={to_date}&symbol={symbol.upper()}&dataType=priceVolumeDeliverable&series={series.upper()}"
-    payload = nsefetch(url)
+import os,sys
+# os.chdir(os.path.dirname(os.path.abspath(__file__)))
+# sys.path.insert(1, os.path.join(sys.path[0], '..'))
+
+import requests
+import pandas as pd
+import json
+import random
+import datetime,time
+import logging
+import re
+import urllib.parse
+
+mode ='local'
+
+if mode == "vpn":
+    def nsefetch(payload: str):
+        def encode(url: str) -> str:
+            if "%26" in url or "%20" in url:
+                return url
+            return urllib.parse.quote(url, safe=":/?&=")
+
+        def refresh_cookies():
+            os.popen(f'curl -c cookies.txt "https://www.nseindia.com" {curl_headers}').read()
+            os.popen(f'curl -b cookies.txt -c cookies.txt "https://www.nseindia.com/option-chain" {curl_headers}').read()
+
+        if not os.path.exists("cookies.txt"):
+            refresh_cookies()
+
+        encoded_url = encode(payload)
+        cmd = f'curl -b cookies.txt "{encoded_url}" {curl_headers}'
+        raw = os.popen(cmd).read()
+
+        try:
+            return json.loads(raw)
+        except ValueError:
+            refresh_cookies()
+            raw = os.popen(cmd).read()
+            try:
+                return json.loads(raw)
+            except ValueError:
+                return {}
+
+if(mode=='local'):
+    def nsefetch(payload):
+
+        try:
+            s = requests.Session()
+            s.get("https://www.nseindia.com", headers=headers, timeout=10)
+            s.get("https://www.nseindia.com/option-chain", headers=headers, timeout=10)
+            output = s.get(payload, headers=headers, timeout=10).json()
+        except ValueError:
+            output = {}
+        return output
+
+
+# headers = {
+#     'Connection': 'keep-alive',
+#     'Cache-Control': 'max-age=0',
+#     'DNT': '1',
+#     'Upgrade-Insecure-Requests': '1',
+#     'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/79.0.3945.79 Safari/537.36',
+#     'Sec-Fetch-User': '?1',
+#     'Accept': 'text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.9',
+#     'Sec-Fetch-Site': 'none',
+#     'Sec-Fetch-Mode': 'navigate',
+#     'Accept-Encoding': 'gzip, deflate, br',
+#     'Accept-Language': 'en-US,en;q=0.9,hi;q=0.8',
+# }
+
+#Rahul_Mittal's entry
+headers = {
+            "accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.7",
+            "accept-language": "en-US,en;q=0.9,en-IN;q=0.8,en-GB;q=0.7",
+            "cache-control": "max-age=0",
+            "priority": "u=0, i",
+            "sec-ch-ua": '"Microsoft Edge";v="129", "Not=A?Brand";v="8", "Chromium";v="129"',
+            "sec-ch-ua-mobile": "?0",
+            "sec-ch-ua-platform": '"Windows"',
+            "sec-fetch-dest": "document",
+            "sec-fetch-mode": "navigate",
+            "sec-fetch-site": "none",
+            "sec-fetch-user": "?1",
+            "upgrade-insecure-requests": "1",
+            "user-agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/129.0.0.0 Safari/537.36 Edg/129.0.0.0"
+        }
+
+
+
+#Curl headers
+curl_headers = ''' -H "authority: beta.nseindia.com" -H "cache-control: max-age=0" -H "dnt: 1" -H "upgrade-insecure-requests: 1" -H "user-agent: Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/79.0.3945.117 Safari/537.36" -H "sec-fetch-user: ?1" -H "accept: text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.9" -H "sec-fetch-site: none" -H "sec-fetch-mode: navigate" -H "accept-encoding: gzip, deflate, br" -H "accept-language: en-US,en;q=0.9,hi;q=0.8" --compressed'''
+
+run_time=datetime.datetime.now()
+
+#Constants
+indices = ['NIFTY','FINNIFTY','BANKNIFTY']
+
+def running_status():
+    start_now=datetime.datetime.now().replace(hour=9, minute=15, second=0, microsecond=0)
+    end_now=datetime.datetime.now().replace(hour=15, minute=30, second=0, microsecond=0)
+    return start_now<datetime.datetime.now()<end_now
+
+#Getting FNO Symboles
+def fnolist():
+    # df = pd.read_csv("https://www1.nseindia.com/content/fo/fo_mktlots.csv")
+    # return [x.strip(' ') for x in df.drop(df.index[3]).iloc[:,1].to_list()]
+
+    positions = nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
+
+    nselist=['NIFTY','NIFTYIT','BANKNIFTY']
+
+    i=0
+    for x in range(i, len(positions['data'])):
+        nselist=nselist+[positions['data'][x]['symbol']]
+
+    return nselist
+
+def nsesymbolpurify(symbol):
+    symbol = symbol.replace('&','%26') #URL Parse for Stocks Like M&M Finance
+    return symbol
+
+def nse_optionchain_scrapper(symbol):
+    symbol = nsesymbolpurify(symbol)
+    if any(x in symbol for x in indices):
+        payload = nsefetch('https://www.nseindia.com/api/option-chain-indices?symbol='+symbol)
+    else:
+        payload = nsefetch('https://www.nseindia.com/api/option-chain-equities?symbol='+symbol)
+    return payload
+
+
+def oi_chain_builder(symbol,expiry="latest",oi_mode="full"):
+
+    payload = nse_optionchain_scrapper(symbol)
+
+    if(oi_mode=='compact'):
+        col_names = ['CALLS_OI','CALLS_Chng in OI','CALLS_Volume','CALLS_IV','CALLS_LTP','CALLS_Net Chng','Strike Price','PUTS_OI','PUTS_Chng in OI','PUTS_Volume','PUTS_IV','PUTS_LTP','PUTS_Net Chng']
+    if(oi_mode=='full'):
+        col_names = ['CALLS_Chart','CALLS_OI','CALLS_Chng in OI','CALLS_Volume','CALLS_IV','CALLS_LTP','CALLS_Net Chng','CALLS_Bid Qty','CALLS_Bid Price','CALLS_Ask Price','CALLS_Ask Qty','Strike Price','PUTS_Bid Qty','PUTS_Bid Price','PUTS_Ask Price','PUTS_Ask Qty','PUTS_Net Chng','PUTS_LTP','PUTS_IV','PUTS_Volume','PUTS_Chng in OI','PUTS_OI','PUTS_Chart']
+    oi_data = pd.DataFrame(columns = col_names)
+
+    #oi_row = {'CALLS_OI':0, 'CALLS_Chng in OI':0, 'CALLS_Volume':0, 'CALLS_IV':0, 'CALLS_LTP':0, 'CALLS_Net Chng':0, 'Strike Price':0, 'PUTS_OI':0, 'PUTS_Chng in OI':0, 'PUTS_Volume':0, 'PUTS_IV':0, 'PUTS_LTP':0, 'PUTS_Net Chng':0}
+    oi_row = {'CALLS_OI':0, 'CALLS_Chng in OI':0, 'CALLS_Volume':0, 'CALLS_IV':0, 'CALLS_LTP':0, 'CALLS_Net Chng':0, 'CALLS_Bid Qty':0,'CALLS_Bid Price':0,'CALLS_Ask Price':0,'CALLS_Ask Qty':0,'Strike Price':0, 'PUTS_OI':0, 'PUTS_Chng in OI':0, 'PUTS_Volume':0, 'PUTS_IV':0, 'PUTS_LTP':0, 'PUTS_Net Chng':0,'PUTS_Bid Qty':0,'PUTS_Bid Price':0,'PUTS_Ask Price':0,'PUTS_Ask Qty':0}
+    if(expiry=="latest"):
+        expiry = payload['records']['expiryDates'][0]
+    m=0
+    for m in range(len(payload['records']['data'])):
+        if(payload['records']['data'][m]['expiryDate']==expiry):
+            if(1>0):
+                try:
+                    oi_row['CALLS_OI']=payload['records']['data'][m]['CE']['openInterest']
+                    oi_row['CALLS_Chng in OI']=payload['records']['data'][m]['CE']['changeinOpenInterest']
+                    oi_row['CALLS_Volume']=payload['records']['data'][m]['CE']['totalTradedVolume']
+                    oi_row['CALLS_IV']=payload['records']['data'][m]['CE']['impliedVolatility']
+                    oi_row['CALLS_LTP']=payload['records']['data'][m]['CE']['lastPrice']
+                    oi_row['CALLS_Net Chng']=payload['records']['data'][m]['CE']['change']
+                    if(oi_mode=='full'):
+                        oi_row['CALLS_Bid Qty']=payload['records']['data'][m]['CE']['bidQty']
+                        oi_row['CALLS_Bid Price']=payload['records']['data'][m]['CE']['bidprice']
+                        oi_row['CALLS_Ask Price']=payload['records']['data'][m]['CE']['askPrice']
+                        oi_row['CALLS_Ask Qty']=payload['records']['data'][m]['CE']['askQty']
+                except KeyError:
+                    oi_row['CALLS_OI'], oi_row['CALLS_Chng in OI'], oi_row['CALLS_Volume'], oi_row['CALLS_IV'], oi_row['CALLS_LTP'],oi_row['CALLS_Net Chng']=0,0,0,0,0,0
+                    if(oi_mode=='full'):
+                        oi_row['CALLS_Bid Qty'],oi_row['CALLS_Bid Price'],oi_row['CALLS_Ask Price'],oi_row['CALLS_Ask Qty']=0,0,0,0
+                    pass
+
+                oi_row['Strike Price']=payload['records']['data'][m]['strikePrice']
+
+                try:
+                    oi_row['PUTS_OI']=payload['records']['data'][m]['PE']['openInterest']
+                    oi_row['PUTS_Chng in OI']=payload['records']['data'][m]['PE']['changeinOpenInterest']
+                    oi_row['PUTS_Volume']=payload['records']['data'][m]['PE']['totalTradedVolume']
+                    oi_row['PUTS_IV']=payload['records']['data'][m]['PE']['impliedVolatility']
+                    oi_row['PUTS_LTP']=payload['records']['data'][m]['PE']['lastPrice']
+                    oi_row['PUTS_Net Chng']=payload['records']['data'][m]['PE']['change']
+                    if(oi_mode=='full'):
+                        oi_row['PUTS_Bid Qty']=payload['records']['data'][m]['PE']['bidQty']
+                        oi_row['PUTS_Bid Price']=payload['records']['data'][m]['PE']['bidprice']
+                        oi_row['PUTS_Ask Price']=payload['records']['data'][m]['PE']['askPrice']
+                        oi_row['PUTS_Ask Qty']=payload['records']['data'][m]['PE']['askQty']
+                except KeyError:
+                    oi_row['PUTS_OI'], oi_row['PUTS_Chng in OI'], oi_row['PUTS_Volume'], oi_row['PUTS_IV'], oi_row['PUTS_LTP'],oi_row['PUTS_Net Chng']=0,0,0,0,0,0
+                    if(oi_mode=='full'):
+                        oi_row['PUTS_Bid Qty'],oi_row['PUTS_Bid Price'],oi_row['PUTS_Ask Price'],oi_row['PUTS_Ask Qty']=0,0,0,0
+            else:
+                logging.info(m)
+
+            if(oi_mode=='full'):
+                oi_row['CALLS_Chart'],oi_row['PUTS_Chart']=0,0
+            #oi_data = oi_data.append(oi_row, ignore_index=True)
+            #oi_data = pd.concat([oi_data, oi_row], ignore_index=True)
+            oi_data = pd.concat([oi_data, pd.DataFrame([oi_row])], ignore_index=True)
+
+
+
+            oi_data['time_stamp']=payload['records']['timestamp']
+    return oi_data,float(payload['records']['underlyingValue']),payload['records']['timestamp']
+
+
+def nse_quote(symbol,section=""):
+    #https://forum.unofficed.com/t/nsetools-get-quote-is-not-fetching-delivery-data-and-delivery-can-you-include-this-as-part-of-feature-request/1115/4
+    symbol = nsesymbolpurify(symbol)
+
+    if(section==""):
+        if any(x in symbol for x in fnolist()):
+            payload = nsefetch('https://www.nseindia.com/api/quote-derivative?symbol='+symbol)
+        else:
+            payload = nsefetch('https://www.nseindia.com/api/quote-equity?symbol='+symbol)
+        return payload
+
+    if(section!=""):
+        payload = nsefetch('https://www.nseindia.com/api/quote-equity?symbol='+symbol+'&section='+section)
+        return payload
+
+
+def nse_expirydetails(payload,i=0): #Can make problem. Use nse_expirydetails_by_symbol()
+
+    expiry_dates = payload['records']['expiryDates']
+    expiry_dates = [datetime.datetime.strptime(date, "%d-%b-%Y").date() for date in expiry_dates]
+    expiry_dates = [date.strftime("%d-%b-%Y") for date in expiry_dates if date >= datetime.datetime.now().date()]
+    currentExpiry=expiry_dates[i]    
+    currentExpiry = datetime.datetime.strptime(currentExpiry,'%d-%b-%Y').date()  # converting json datetime to alice datetime
+    date_today = run_time.strftime('%Y-%m-%d')  # required to remove hh:mm:ss
+    date_today = datetime.datetime.strptime(date_today,'%Y-%m-%d').date()
+    dte = (currentExpiry - date_today).days
+    return currentExpiry,dte
+
+def pcr(payload,inp='0'):
+    ce_oi = 0
+    pe_oi = 0
+    for i in payload['records']['data']:
+        if i['expiryDate'] == payload['records']['expiryDates'][inp]:
+            try:
+                ce_oi += i['CE']['openInterest']
+                pe_oi += i['PE']['openInterest']
+            except KeyError:
+                pass
+    return pe_oi / ce_oi
+
+#forum.unofficed.com/t/unable-to-find-nse-quote-meta-api/702/4
+#Refer https://forum.unofficed.com/t/changed-the-nse-quote-ltp-function/1276
+def nse_quote_ltp(symbol,expiryDate="latest",optionType="-",strikePrice=0):
+  payload = nse_quote(symbol)
+
+  meta = "Options"
+  if(optionType=="Fut"): meta = "Futures"
+  if(optionType=="PE"):optionType="Put"
+  if(optionType=="CE"):optionType="Call"
+
+  if(expiryDate=="latest") or (expiryDate=="next"):
+
+    if(meta=="Futures"):
+      selected_key = next((key for key in payload["expiryDatesByInstrument"] if "futures" in key.lower()), None)
+    if(meta=="Options"):
+      selected_key = next((key for key in payload["expiryDatesByInstrument"] if "options" in key.lower()), None)
+
+    expiry_dates=payload["expiryDatesByInstrument"][selected_key]
+    expiry_dates = [datetime.datetime.strptime(date, "%d-%b-%Y").date() for date in expiry_dates]
+    expiry_dates = [date.strftime("%d-%b-%Y") for date in expiry_dates if date >= datetime.datetime.now().date()]
+    if(expiryDate=="latest"): expiryDate=expiry_dates[0]
+    if(expiryDate=="next"): expiryDate=expiry_dates[1]
+  
+
+  if(optionType!="-"):
+      for i in payload['stocks']:
+        if meta in i['metadata']['instrumentType']:
+          #print(i['metadata'])
+          if(optionType=="Fut"):
+              if(i['metadata']['expiryDate']==expiryDate):
+                lastPrice = i['metadata']['lastPrice']
+
+          if((optionType=="Put")or(optionType=="Call")):
+              if (i['metadata']["expiryDate"]==expiryDate):
+                if (i['metadata']["optionType"]==optionType):
+                  if (i['metadata']["strikePrice"]==strikePrice):
+                    #print(i['metadata'])
+                    lastPrice = i['metadata']['lastPrice']
+
+  if(optionType=="-"):
+      lastPrice = payload['underlyingValue']
+
+  return lastPrice
+
+# print(nse_quote_ltp("RELIANCE"))
+# print(nse_quote_ltp("RELIANCE","latest","Fut"))
+# print(nse_quote_ltp("RELIANCE","next","Fut"))
+# print(nse_quote_ltp("BANKNIFTY","latest","PE",32000))
+# print(nse_quote_ltp("BANKNIFTY","next","PE",32000))
+# print(nse_quote_ltp("BANKNIFTY","10-Jun-2021","PE",32000))
+# print(nse_quote_ltp("BANKNIFTY","17-Jun-2021","PE",32000))
+# print(nse_quote_ltp("RELIANCE","latest","PE",2300))
+# print(nse_quote_ltp("RELIANCE","next","PE",2300))
+
+def nse_quote_meta(symbol,expiryDate="latest",optionType="-",strikePrice=0):
+  payload = nse_quote(symbol)
+  #https://stackoverflow.com/questions/7961363/removing-duplicates-in-lists
+  #https://stackoverflow.com/questions/19199984/sort-a-list-in-python
+
+  #BankNIFTY and NIFTY has weekly options. Using this Jugaad which has primary base of assumption that Reliance will not step out of FNO.
+  #forum.unofficed.com/t/unable-to-find-nse-quote-meta-api/702/4
+  if((symbol in indices) and (optionType=="Fut")):
+    dates = expiry_list("RELIANCE","list")
+    if(expiryDate=="latest"): expiryDate=dates[0]
+    if(expiryDate=="next"): expiryDate=dates[1]
+
+  if(expiryDate=="latest") or (expiryDate=="next"):
+    dates=list(set((payload["expiryDates"])))
+    dates.sort(key = lambda date: datetime.datetime.strptime(date, '%d-%b-%Y'))
+    if(expiryDate=="latest"): expiryDate=dates[0]
+    if(expiryDate=="next"): expiryDate=dates[1]
+
+  meta = "Options"
+  if(optionType=="Fut"): meta = "Futures"
+  if(optionType=="PE"):optionType="Put"
+  if(optionType=="CE"):optionType="Call"
+
+  if(optionType!="-"):
+      for i in payload['stocks']:
+        if meta in i['metadata']['instrumentType']:
+          #print(i['metadata'])
+          if(optionType=="Fut"):
+              if(i['metadata']['expiryDate']==expiryDate):
+                metadata = i['metadata']
+
+          if((optionType=="Put")or(optionType=="Call")):
+              if (i['metadata']["expiryDate"]==expiryDate):
+                if (i['metadata']["optionType"]==optionType):
+                  if (i['metadata']["strikePrice"]==strikePrice):
+                    #print(i['metadata'])
+                    metadata = i['metadata']
+
+  if(optionType=="-"):
+      metadata = i['metadata']
+
+  return metadata
+
+def nse_optionchain_ltp(payload,strikePrice,optionType,inp=0,intent=""):
+    expiry_dates = payload['records']['expiryDates']
+    expiry_dates = [datetime.datetime.strptime(date, "%d-%b-%Y").date() for date in expiry_dates]
+    expiry_dates = [date.strftime("%d-%b-%Y") for date in expiry_dates if date >= datetime.datetime.now().date()]
+    expiryDate=expiry_dates[inp]
+    for x in range(len(payload['records']['data'])):
+      if((payload['records']['data'][x]['strikePrice']==strikePrice) & (payload['records']['data'][x]['expiryDate']==expiryDate)):
+          if(intent==""): return payload['records']['data'][x][optionType]['lastPrice']
+          if(intent=="sell"): return payload['records']['data'][x][optionType]['bidprice']
+          if(intent=="buy"): return payload['records']['data'][x][optionType]['askPrice']
+
+def nse_eq(symbol):
+    symbol = nsesymbolpurify(symbol)
+    try:
+        payload = nsefetch('https://www.nseindia.com/api/quote-equity?symbol='+symbol)
+        try:
+            if(payload['error']=={}):
+                print("Please use nse_fno() function to reduce latency.")
+                payload = nsefetch('https://www.nseindia.com/api/quote-derivative?symbol='+symbol)
+        except:
+            pass
+    except KeyError:
+        print("Getting Error While Fetching.")
+    return payload
+
+
+def nse_fno(symbol):
+    symbol = nsesymbolpurify(symbol)
+    try:
+        payload = nsefetch('https://www.nseindia.com/api/quote-derivative?symbol='+symbol)
+        try:
+            if(payload['error']=={}):
+                print("Please use nse_eq() function to reduce latency.")
+                payload = nsefetch('https://www.nseindia.com/api/quote-equity?symbol='+symbol)
+        except KeyError:
+            pass
+    except KeyError:
+        print("Getting Error While Fetching.")
+    return payload
+
+def quote_equity(symbol):
+    return nse_eq(symbol)
+
+def quote_derivative(symbol):
+    return nse_fno(symbol)
+
+def option_chain(symbol):
+    return nse_optionchain_scrapper(symbol)
+
+def nse_holidays(type="trading"):
+    if(type=="clearing"):
+        payload = nsefetch('https://www.nseindia.com/api/holiday-master?type=clearing')
+    if(type=="trading"):
+        payload = nsefetch('https://www.nseindia.com/api/holiday-master?type=trading')
+    return payload
+
+def holiday_master(type="trading"):
+    return nse_holidays(type)
+
+def nse_results(index="equities",period="Quarterly"):
+    if(index=="equities") or (index=="debt") or (index=="sme"):
+        if(period=="Quarterly") or (period=="Annual")or (period=="Half-Yearly")or (period=="Others"):
+            payload = nsefetch('https://www.nseindia.com/api/corporates-financial-results?index='+index+'&period='+period)
+            return pd.json_normalize(payload)
+        else:
+            print("Give Correct Period Input")
+    else:
+        print("Give Correct Index Input")
+
+def nse_events():
+    output = nsefetch('https://www.nseindia.com/api/event-calendar')
+    return pd.json_normalize(output)
+
+def nse_past_results(symbol):
+    symbol = nsesymbolpurify(symbol)
+    return nsefetch('https://www.nseindia.com/api/results-comparision?symbol='+symbol)
+
+def expiry_list(symbol,type="list"):
+    logging.info("Getting Expiry List of: "+ symbol)
+
+    if(type!="list"):
+        payload = nse_optionchain_scrapper(symbol)
+        payload = pd.DataFrame({'Date':payload['records']['expiryDates']})
+        return payload
+
+    if(type=="list"):
+        payload = nse_quote(symbol)
+        dates=list(set((payload["expiryDates"])))
+        dates.sort(key = lambda date: datetime.datetime.strptime(date, '%d-%b-%Y'))
+        return dates
+
+
+def nse_custom_function_secfno(symbol,attribute="lastPrice"):
+    positions = nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
+    endp = len(positions['data'])
+    for x in range(0, endp):
+        if(positions['data'][x]['symbol']==symbol.upper()):
+            return positions['data'][x][attribute]
+
+def nse_blockdeal():
+    payload = nsefetch('https://nseindia.com/api/block-deal')
+    return payload
+
+def nse_marketStatus():
+    payload = nsefetch('https://nseindia.com/api/marketStatus')
+    return payload
+
+def nse_circular(mode="latest"):
+    if(mode=="latest"):
+        payload = nsefetch('https://nseindia.com/api/latest-circular')
+    else:
+        payload = nsefetch('https://www.nseindia.com/api/circulars')
+    return payload
+
+def nse_fiidii(mode="pandas"):
+    try:
+        if(mode=="pandas"):
+            return pd.DataFrame(nsefetch('https://www.nseindia.com/api/fiidiiTradeReact'))
+        else:
+            return nsefetch('https://www.nseindia.com/api/fiidiiTradeReact')
+    except:
+        logger.info("Pandas is not working for some reason.")
+        return nsefetch('https://www.nseindia.com/api/fiidiiTradeReact')
+
+def nsetools_get_quote(symbol):
+    payload = nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
+    for m in range(len(payload['data'])):
+        if(payload['data'][m]['symbol']==symbol.upper()):
+            return payload['data'][m]
+
+
+def nse_index():
+    payload = nsefetch('https://iislliveblob.niftyindices.com/jsonfiles/LiveIndicesWatch.json')
+    payload = pd.DataFrame(payload["data"])
+    return payload
+
+def nse_get_index_list():
+    payload = nsefetch('https://iislliveblob.niftyindices.com/jsonfiles/LiveIndicesWatch.json')
+    payload = pd.DataFrame(payload["data"])
+    return payload["indexName"].tolist()
+
+def nse_get_index_quote(index):
+    payload = nsefetch('https://iislliveblob.niftyindices.com/jsonfiles/LiveIndicesWatch.json')
+    for m in range(len(payload['data'])):
+        if(payload['data'][m]["indexName"] == index.upper()):
+            return payload['data'][m]
+
+def nse_get_advances_declines(mode="pandas"):
+    try:
+        if(mode=="pandas"):
+            positions = nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
+            return pd.DataFrame(positions['data'])
+        else:
+            return nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
+    except:
+        logger.info("Pandas is not working for some reason.")
+        return nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
+
+def nse_get_top_losers():
+    positions = nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
+    df = pd.DataFrame(positions['data'])
+    df = df.sort_values(by="pChange")
+    return df.head(5)
+
+def nse_get_top_gainers():
+    positions = nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
+    df = pd.DataFrame(positions['data'])
+    df = df.sort_values(by="pChange" , ascending = False)
+    return df.head(5)
+
+def nse_get_fno_lot_sizes(symbol="all",mode="list"):
+    url="https://archives.nseindia.com/content/fo/fo_mktlots.csv"
+
+    if(mode=="list"):
+        s=requests.get(url).text
+        res_dict = {}
+        for line in s.split('\n'):
+          if line != '' and re.search(',', line) and (line.casefold().find('symbol') == -1):
+              (code, name) = [x.strip() for x in line.split(',')[1:3]]
+              res_dict[code] = int(name)
+        if(symbol=="all"):
+            return res_dict
+        if(symbol!=""):
+            return res_dict[symbol.upper()]
+
+    if(mode=="pandas"):
+        payload = pd.read_csv(url)
+        if(symbol=="all"):
+            return payload
+        else:
+            payload = payload[(payload.iloc[:, 1] == symbol.upper())]
+            return payload
+
+def whoistheboss():
+    return "subhash"
+
+def indiavix():
+    payload = nsefetch("https://www.nseindia.com/api/allIndices")
+    for x in range(0, len(payload["data"])):
+        if(payload["data"][x]["index"]=="INDIA VIX"):
+            return payload["data"][x]["last"]
+
+def index_info(index):
+    payload = nsefetch("https://www.nseindia.com/api/allIndices")
+    for x in range(0, len(payload["data"])):
+        if(payload["data"][x]["index"]==index):
+            return payload["data"][x]
+
+import math
+from scipy.stats import norm
+
+def black_scholes_dexter(S0,X,t,σ="",r=10,q=0.0,td=365):
+
+  if(σ==""):σ =indiavix()
+
+  S0,X,σ,r,q,t = float(S0),float(X),float(σ/100),float(r/100),float(q/100),float(t/td)
+  #https://unofficed.com/black-scholes-model-options-calculator-google-sheet/
+
+  d1 = (math.log(S0/X)+(r-q+0.5*σ**2)*t)/(σ*math.sqrt(t))
+  #stackoverflow.com/questions/34258537/python-typeerror-unsupported-operand-types-for-float-and-int
+
+  #stackoverflow.com/questions/809362/how-to-calculate-cumulative-normal-distribution
+  Nd1 = (math.exp((-d1**2)/2))/math.sqrt(2*math.pi)
+  d2 = d1-σ*math.sqrt(t)
+  Nd2 = norm.cdf(d2)
+  call_theta =(-((S0*σ*math.exp(-q*t))/(2*math.sqrt(t))*(1/(math.sqrt(2*math.pi)))*math.exp(-(d1*d1)/2))-(r*X*math.exp(-r*t)*norm.cdf(d2))+(q*math.exp(-q*t)*S0*norm.cdf(d1)))/td
+  put_theta =(-((S0*σ*math.exp(-q*t))/(2*math.sqrt(t))*(1/(math.sqrt(2*math.pi)))*math.exp(-(d1*d1)/2))+(r*X*math.exp(-r*t)*norm.cdf(-d2))-(q*math.exp(-q*t)*S0*norm.cdf(-d1)))/td
+  call_premium =math.exp(-q*t)*S0*norm.cdf(d1)-X*math.exp(-r*t)*norm.cdf(d1-σ*math.sqrt(t))
+  put_premium =X*math.exp(-r*t)*norm.cdf(-d2)-math.exp(-q*t)*S0*norm.cdf(-d1)
+  call_delta =math.exp(-q*t)*norm.cdf(d1)
+  put_delta =math.exp(-q*t)*(norm.cdf(d1)-1)
+  gamma =(math.exp(-r*t)/(S0*σ*math.sqrt(t)))*(1/(math.sqrt(2*math.pi)))*math.exp(-(d1*d1)/2)
+  vega = ((1/100)*S0*math.exp(-r*t)*math.sqrt(t))*(1/(math.sqrt(2*math.pi))*math.exp(-(d1*d1)/2))
+  call_rho =(1/100)*X*t*math.exp(-r*t)*norm.cdf(d2)
+  put_rho =(-1/100)*X*t*math.exp(-r*t)*norm.cdf(-d2)
+
+  return call_theta,put_theta,call_premium,put_premium,call_delta,put_delta,gamma,vega,call_rho,put_rho
+
+def equity_history_virgin(symbol,series,start_date,end_date):
+    #url="https://www.nseindia.com/api/historical/cm/equity?symbol="+symbol+"&series=[%22"+series+"%22]&from="+str(start_date)+"&to="+str(end_date)+""
+    url = 'https://www.nseindia.com/api/historical/cm/equity?symbol=' + symbol + '&series=["' + series + '"]&from=' + start_date + '&to=' + end_date
+
+    payload = nsefetch(url)
+    return pd.DataFrame.from_records(payload["data"])
+
+# You shall see beautiful use the logger function.
+def equity_history(symbol,series,start_date,end_date):
+    #We are getting the input in text. So it is being converted to Datetime object from String.
+    start_date = datetime.datetime.strptime(start_date, "%d-%m-%Y")
+    end_date = datetime.datetime.strptime(end_date, "%d-%m-%Y")
+    logging.info("Starting Date: "+str(start_date))
+    logging.info("Ending Date: "+str(end_date))
+
+    #We are calculating the difference between the days
+    diff = end_date-start_date
+    logging.info("Total Number of Days: "+str(diff.days))
+    logging.info("Total FOR Loops in the program: "+str(int(diff.days/40)))
+    logging.info("Remainder Loop: " + str(diff.days-(int(diff.days/40)*40)))
+
+
+    total=pd.DataFrame()
+    for i in range (0,int(diff.days/40)):
+
+        temp_date = (start_date+datetime.timedelta(days=(40))).strftime("%d-%m-%Y")
+        start_date = datetime.datetime.strftime(start_date, "%d-%m-%Y")
+
+        logging.info("Loop = "+str(i))
+        logging.info("====")
+        logging.info("Starting Date: "+str(start_date))
+        logging.info("Ending Date: "+str(temp_date))
+        logging.info("====")
+
+        #total=total.append(equity_history_virgin(symbol,series,start_date,temp_date))
+        #total=total.concat(equity_history_virgin(symbol,series,start_date,temp_date))
+        total = pd.concat([total, equity_history_virgin(symbol, series, start_date, temp_date)])
+
+
+        logging.info("Length of the Table: "+ str(len(total)))
+
+        #Preparation for the next loop
+        start_date = datetime.datetime.strptime(temp_date, "%d-%m-%Y")
+
+
+    start_date = datetime.datetime.strftime(start_date, "%d-%m-%Y")
+    end_date = datetime.datetime.strftime(end_date, "%d-%m-%Y")
+
+    logging.info("End Loop")
+    logging.info("====")
+    logging.info("Starting Date: "+str(start_date))
+    logging.info("Ending Date: "+str(end_date))
+    logging.info("====")
+
+    #total=total.append(equity_history_virgin(symbol,series,start_date,end_date))
+    #total=total.concat(equity_history_virgin(symbol,series,start_date,end_date))
+    total = pd.concat([total, equity_history_virgin(symbol, series, start_date, end_date)])
+
+
+    logging.info("Finale")
+    logging.info("Length of the Total Dataset: "+ str(len(total)))
+    payload = total.iloc[::-1].reset_index(drop=True)
+    return payload
+
+def derivative_history_virgin(symbol,start_date,end_date,instrumentType,expiry_date,strikePrice="",optionType=""):
+
+    instrumentType = instrumentType.lower()
+
+    if(instrumentType=="options"):
+        instrumentType="OPTSTK"
+        if("NIFTY" in symbol): instrumentType="OPTIDX"
+        
+    if(instrumentType=="futures"):
+        instrumentType="FUTSTK"
+        if("NIFTY" in symbol): instrumentType="FUTIDX"
+        
+
+    #if(((instrumentType=="OPTIDX")or (instrumentType=="OPTSTK")) and (expiry_date!="")):
+    if(strikePrice!=""):
+        strikePrice = "%.2f" % strikePrice
+        strikePrice = str(strikePrice)
+
+    nsefetch_url = "https://www.nseindia.com/api/historical/fo/derivatives?&from="+str(start_date)+"&to="+str(end_date)+"&optionType="+optionType+"&strikePrice="+strikePrice+"&expiryDate="+expiry_date+"&instrumentType="+instrumentType+"&symbol="+symbol+""
+    payload = nsefetch(nsefetch_url)
+    logging.info(nsefetch_url)
+    logging.info(payload)
+    return pd.DataFrame.from_records(payload["data"])
+
+def derivative_history(symbol,start_date,end_date,instrumentType,expiry_date,strikePrice="",optionType=""):
+    #We are getting the input in text. So it is being converted to Datetime object from String.
+    start_date = datetime.datetime.strptime(start_date, "%d-%m-%Y")
+    end_date = datetime.datetime.strptime(end_date, "%d-%m-%Y")
+    logging.info("Starting Date: "+str(start_date))
+    logging.info("Ending Date: "+str(end_date))
+
+    #We are calculating the difference between the days
+    diff = end_date-start_date
+    logging.info("Total Number of Days: "+str(diff.days))
+    logging.info("Total FOR Loops in the program: "+str(int(diff.days/40)))
+    logging.info("Remainder Loop: " + str(diff.days-(int(diff.days/40)*40)))
+
+
+    total=pd.DataFrame()
+    for i in range (0,int(diff.days/40)):
+
+        temp_date = (start_date+datetime.timedelta(days=(40))).strftime("%d-%m-%Y")
+        start_date = datetime.datetime.strftime(start_date, "%d-%m-%Y")
+
+        logging.info("Loop = "+str(i))
+        logging.info("====")
+        logging.info("Starting Date: "+str(start_date))
+        logging.info("Ending Date: "+str(temp_date))
+        logging.info("====")
+
+        #total=total.append(derivative_history_virgin(symbol,start_date,temp_date,instrumentType,expiry_date,strikePrice,optionType))
+        #total=total.concat([total, derivative_history_virgin(symbol,start_date,temp_date,instrumentType,expiry_date,strikePrice,optionType)])
+        total = pd.concat([total, derivative_history_virgin(symbol, start_date, temp_date, instrumentType, expiry_date, strikePrice, optionType)])
+
+
+        logging.info("Length of the Table: "+ str(len(total)))
+
+        #Preparation for the next loop
+        start_date = datetime.datetime.strptime(temp_date, "%d-%m-%Y")
+
+
+    start_date = datetime.datetime.strftime(start_date, "%d-%m-%Y")
+    end_date = datetime.datetime.strftime(end_date, "%d-%m-%Y")
+
+    logging.info("End Loop")
+    logging.info("====")
+    logging.info("Starting Date: "+str(start_date))
+    logging.info("Ending Date: "+str(end_date))
+    logging.info("====")
+
+    #total=total.append(derivative_history_virgin(symbol,start_date,end_date,instrumentType,expiry_date,strikePrice,optionType))
+    #total = total.concat([total, derivative_history_virgin(symbol,start_date,end_date,instrumentType,expiry_date,strikePrice,optionType)])
+    total = pd.concat([total, derivative_history_virgin(symbol, start_date, end_date, instrumentType, expiry_date, strikePrice, optionType)])
+
+
+
+    logging.info("Finale")
+    logging.info("Length of the Total Dataset: "+ str(len(total)))
+    payload = total.iloc[::-1].reset_index(drop=True)
+    return payload
+
+
+def expiry_history(symbol,start_date="",end_date="",type="options"):
+    if(end_date==""):end_date=end_date
+    nsefetch_url = "https://www.nseindia.com/api/historical/fo/derivatives/meta?&from="+start_date+"&to="+end_date+"&symbol="+symbol+""
+    payload = nsefetch(nsefetch_url)
+
+    #print(payload)
+
+    for key, value in payload['expiryDatesByInstrument'].items():
+      if type.lower() == "options" and "OPT" in key:
+          payload_data = payload['expiryDatesByInstrument'][key]
+          break
+      elif type.lower() == "futures" and "FUT" in key:
+          payload_data =  payload['expiryDatesByInstrument'][key]
+          break
+    
+    # Convert start_date and end_date to datetime objects
+    start_date = datetime.datetime.strptime(start_date, "%d-%m-%Y")
+    end_date = datetime.datetime.strptime(end_date, "%d-%m-%Y")
+
+    # Initialize an empty list to store filtered dates
+    filtered_date_payload = []
+
+    # Initialize a flag to check if the first date after end_date has been added
+    added_after_end_date = False    
+
+    # Iterate through date_payload and filter dates within the range
+    for date_str in payload_data:
+        date_obj = datetime.datetime.strptime(date_str, "%d-%b-%Y")
+        if start_date <= date_obj <= end_date:
+            filtered_date_payload.append(date_str)
+        elif date_obj > end_date and not added_after_end_date:
+            filtered_date_payload.append(date_str)
+            added_after_end_date = True
+    
+    return filtered_date_payload
+
+# # Nifty Indicies Site
+
+niftyindices_headers = {
+    'Connection': 'keep-alive',
+    'sec-ch-ua': '" Not;A Brand";v="99", "Google Chrome";v="91", "Chromium";v="91"',
+    'Accept': 'application/json, text/javascript, */*; q=0.01',
+    'DNT': '1',
+    'X-Requested-With': 'XMLHttpRequest',
+    'sec-ch-ua-mobile': '?0',
+    'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/91.0.4472.77 Safari/537.36',
+    'Content-Type': 'application/json; charset=UTF-8',
+    'Origin': 'https://niftyindices.com',
+    'Sec-Fetch-Site': 'same-origin',
+    'Sec-Fetch-Mode': 'cors',
+    'Sec-Fetch-Dest': 'empty',
+    'Referer': 'https://niftyindices.com/reports/historical-data',
+    'Accept-Language': 'en-US,en;q=0.9,hi;q=0.8',
+}
+
+def index_history(symbol,start_date,end_date):
+    data = {'cinfo': "{'name':'" + symbol + "','startDate':'" + start_date + "','endDate':'" + end_date + "','indexName':'" + symbol + "'}"}
+    payload = requests.post('https://niftyindices.com/Backpage.aspx/getHistoricaldatatabletoString', headers=niftyindices_headers,  json=data).json()
+    payload = json.loads(payload["d"])
+    payload=pd.DataFrame.from_records(payload)
+    return payload
+
+def index_pe_pb_div(symbol,start_date,end_date):
+    data = {'cinfo': "{'name':'" + symbol + "','startDate':'" + start_date + "','endDate':'" + end_date + "','indexName':'" + symbol + "'}"}
+    payload = requests.post('https://niftyindices.com/Backpage.aspx/getpepbHistoricaldataDBtoString', headers=niftyindices_headers,  json=data).json()
+    payload = json.loads(payload["d"])
+    payload=pd.DataFrame.from_records(payload)
+    return payload
+
+def index_total_returns(symbol,start_date,end_date):
+    data = {'cinfo': "{'name':'" + symbol + "','startDate':'" + start_date + "','endDate':'" + end_date + "','indexName':'" + symbol + "'}"}
+    payload = requests.post('https://niftyindices.com/Backpage.aspx/getTotalReturnIndexString', headers=niftyindices_headers,  json=data).json()
+    payload = json.loads(payload["d"])
+    payload=pd.DataFrame.from_records(payload)
+    return payload
+
+def get_bhavcopy(date):
+    date = date.replace("-","")
+    payload=pd.read_csv("https://archives.nseindia.com/products/content/sec_bhavdata_full_"+date+".csv")
+    return payload
+
+def get_bulkdeals():
+    payload=pd.read_csv("https://archives.nseindia.com/content/equities/bulk.csv")
+    return payload
+
+def get_blockdeals():
+    payload=pd.read_csv("https://archives.nseindia.com/content/equities/block.csv")
+    return payload
+
+#Request from subhash
+## https://unofficed.com/how-to-find-the-beta-of-indian-stocks-using-python/
+def get_beta_df_maker(symbol,days):
+    if("NIFTY" in symbol):
+        end_date = datetime.datetime.now().strftime("%d-%b-%Y")
+        end_date = str(end_date)
+
+        start_date = (datetime.datetime.now()- datetime.timedelta(days=days)).strftime("%d-%b-%Y")
+        start_date = str(start_date)
+
+        df2=index_history(symbol,start_date,end_date)
+        df2["daily_change"]=df2["CLOSE"].astype(float).pct_change()
+        df2=df2[['HistoricalDate','daily_change']]
+        df2 = df2.iloc[1: , :]
+        return df2
+    else:
+        end_date = datetime.datetime.now().strftime("%d-%m-%Y")
+        end_date = str(end_date)
+
+        start_date = (datetime.datetime.now()- datetime.timedelta(days=days)).strftime("%d-%m-%Y")
+        start_date = str(start_date)
+
+        df = equity_history(symbol,"EQ",start_date,end_date)
+
+        df["daily_change"]=df["CH_CLOSING_PRICE"].pct_change()
+        df=df[['CH_TIMESTAMP','daily_change']]
+        df = df.iloc[1: , :] #thispointer.com/drop-first-row-of-pandas-dataframe-3-ways/
+        return df
+
+def getbeta(symbol,days=365,symbol2="NIFTY 50"):
+    return get_beta(symbol,days,symbol2)
+
+def get_beta(symbol,days=365,symbol2="NIFTY 50"):
+    #Default is 248 days. (Input of Subhash)
+    df = get_beta_df_maker(symbol,days)
+    df2 = get_beta_df_maker(symbol2,days)
+
+    x=df["daily_change"].tolist()
+    y=df2["daily_change"].tolist()
+    #stackoverflow.com/questions/42670055/is-there-any-better-way-to-calculate-the-covariance-of-two-lists-than-this
+    mean_x = sum(x) / len(x)
+    mean_y = sum(y) / len(y)
+    covariance = sum((a - mean_x) * (b - mean_y) for (a,b) in zip(x,y)) / len(x)
+
+    mean = sum(y) / len(y)
+    variance = sum((i - mean) ** 2 for i in y) / len(y)
+
+    beta = covariance/variance
+    return round(beta,3)
+
+def nse_preopen(key="NIFTY",type="pandas"):
+    payload = nsefetch("https://www.nseindia.com/api/market-data-pre-open?key="+key+"")
+    if(type=="pandas"):
+        payload = pd.DataFrame(payload['data'])
+        payload  = pd.json_normalize(payload['metadata'])
+        return payload
+    else:
+        return payload
+
+#By Avinash https://forum.unofficed.com/t/nsepython-documentation/376/102?u=dexter
+def nse_preopen_movers(key="FO",filter=1.5):
+    preOpen_gainer=nse_preopen(key)
+    return preOpen_gainer[preOpen_gainer['pChange'] >1.5],preOpen_gainer[preOpen_gainer['pChange'] <-1.5]
+
+# type = "securities"
+# type = "etf"
+# type = "sme"
+#
+# sort = "volume"
+# sort = "value"
+
+def nse_most_active(type="securities",sort="value"):
+    payload = nsefetch("https://www.nseindia.com/api/live-analysis-most-active-"+type+"?index="+sort+"")
+    payload = pd.DataFrame(payload["data"])
+    return payload
+
+
+def nse_eq_symbols():
+    #https://forum.unofficed.com/t/feature-request-stocklist-api/1073/11
+    eq_list_pd = pd.read_csv('https://archives.nseindia.com/content/equities/EQUITY_L.csv')
+    return eq_list_pd['SYMBOL'].tolist()
+
+def nse_price_band_hitters(bandtype="both",view="AllSec"):
+  payload = nsefetch("https://www.nseindia.com/api/live-analysis-price-band-hitter")
+  
+  #bandtype can be upper, lower, both
+  #view can be AllSec,SecGtr20,SecLwr20
+  return pd.DataFrame(payload[bandtype][view]["data"])
+
+def nse_largedeals(mode="bulk_deals"):
+  payload = nsefetch('https://www.nseindia.com/api/snapshot-capital-market-largedeal')
+  if(mode=="bulk_deals"):
+    return pd.DataFrame(payload["BULK_DEALS_DATA"])
+  if(mode=="short_deals"):
+    return pd.DataFrame(payload["SHORT_DEALS_DATA"])
+  if(mode=="block_deals"):
+    return pd.DataFrame(payload["BLOCK_DEALS_DATA"])
+  
+def nse_largedeals_historical(from_date, to_date, mode="bulk_deals"):
+    if mode == "bulk_deals":
+        mode = "bulk-deals"
+    elif mode == "short_deals":
+        mode = "short-selling"
+    elif mode == "block_deals":
+        mode = "block-deals"
+    
+    url='https://www.nseindia.com/api/historical/' + mode + '?from=' + from_date + '&to=' + to_date
+    logging.info("Fetching " + str(url))
+    payload = nsefetch(url)
+    return pd.DataFrame(payload["data"])
+
+#https://forum.unofficed.com/t/feature-request-nse-fno-participant-wise-oi/1179/7
+#print(get_fao_participant_oi("04-06-2021"))
+def get_fao_participant_oi(date):
+    date = date.replace("-","")
+    payload=pd.read_csv("https://archives.nseindia.com/content/nsccl/fao_participant_oi_"+date+".csv")
+    return payload
+
+#https://forum.unofficed.com/t/how-to-check-if-the-market-is-open-today-or-not/1268/1
+def is_market_open(segment = "FO"): #COM,CD,CB,CMOT,COM,FO,IRD,MF,NDM,NTRP,SLBS
+    
+    holiday_json = nse_holidays()[segment]
+
+    # Get today's date in the format 'dd-Mon-yyyy'
+    today_date = datetime.date.today().strftime('%d-%b-%Y')
+
+    # Check if today's date is in the holiday_json
+    for holiday in holiday_json:
+        if holiday['tradingDate'] != today_date:
+            print("FNO Market is open today. Have a Nice Trade!")
+            return True
+        if holiday['tradingDate'] == today_date:
+            print(f"Market is closed today because of {holiday['description']}")
+            return False
+
+def nse_expirydetails_by_symbol(symbol,meta ="Futures",i=0):
+    payload = nse_quote(symbol)
+
+    if(meta=="Futures"):
+      selected_key = next((key for key in payload["expiryDatesByInstrument"] if "futures" in key.lower()), None)
+    if(meta=="Options"):
+      selected_key = next((key for key in payload["expiryDatesByInstrument"] if "options" in key.lower()), None)
+
+    expiry_dates=payload["expiryDatesByInstrument"][selected_key]
+    expiry_dates = [datetime.datetime.strptime(date, "%d-%b-%Y").date() for date in expiry_dates]
+    expiry_dates = [date.strftime("%d-%b-%Y") for date in expiry_dates if date >= datetime.datetime.now().date()]
+    
+    currentExpiry=expiry_dates[i]
+    currentExpiry = datetime.datetime.strptime(currentExpiry,'%d-%b-%Y').date()    
+    dte = (currentExpiry - datetime.datetime.now().date()).days
+    return currentExpiry,dte
+
+def security_wise_archive(from_date, to_date, symbol, series="ALL"):   
+    base_url = "https://www.nseindia.com/api/historical/securityArchives"
+    url = f"{base_url}?from={from_date}&to={to_date}&symbol={symbol.upper()}&dataType=priceVolumeDeliverable&series={series.upper()}"
+    payload = nsefetch(url)
     return pd.DataFrame(payload['data'])