nsepython 2.95__py3-none-any.whl → 2.98__py3-none-any.whl

nsepython/rahu.py

@@ -1,966 +1,1758 @@
-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'])
+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 io
+import urllib.parse
+
+mode ='local'
+
+# ---------------------------------------------------------------------------
+# Transport
+#
+# NSE's site is fronted by Akamai Bot Manager, which fingerprints the TLS/JA3
+# handshake of the client. A plain `requests.Session()` (or a shelled-out
+# plain `curl`) gets blocked outright (HTTP 403 on the homepage itself) --
+# this is NOT "requests is blocked in India", it's a bot-detection block that
+# has nothing to do with geography. curl_cffi is a requests-compatible
+# Session that impersonates a real Chrome TLS fingerprint, which clears this
+# wall while remaining a pure Python HTTP client (no shell-out, no browser).
+#
+# curl_cffi is therefore the one and only transport nsefetch() uses now. It
+# is a hard dependency (see requirements.txt/setup.py) because it's what
+# makes the large majority of this library's functions work at all against
+# the live site today.
+# ---------------------------------------------------------------------------
+
+try:
+    from curl_cffi.requests import Session as _CurlSession
+    _CURL_CFFI_OK = True
+except ImportError:
+    _CURL_CFFI_OK = False
+
+
+class NSEEndpointError(Exception):
+    """Raised by nsefetch() when NSE's site cannot be reached, or responds
+    with something other than usable JSON (blocked, retired endpoint, rate
+    limited, server error, etc).
+
+    Older versions of this library silently swallowed these failures and
+    returned `{}`, which just pushed the problem one level down into a
+    confusing `KeyError`/`AttributeError` in whatever function called
+    nsefetch() (see github.com/aeron7/nsepython issues #74, #75, and
+    nsepythonserver #6). Raising a descriptive exception here instead makes
+    the real failure visible immediately instead of as a downstream KeyError.
+    """
+    pass
+
+
+_nse_session = None
+_nse_warmed = False
+
+
+def _get_nse_session():
+    """Return the shared, warmed-up curl_cffi session used by nsefetch().
+
+    The warm-up (visiting the homepage, then the option-chain page) is what
+    gets NSE's Akamai Bot Manager to hand out the `nsit`/`_abck`/`ak_bmsc`/
+    `bm_sv` cookies that most JSON API calls expect to see on the request.
+    """
+    global _nse_session, _nse_warmed
+
+    if not _CURL_CFFI_OK:
+        raise ImportError(
+            "nsepython needs curl_cffi to talk to the real nseindia.com site. "
+            "A plain `requests` session (and plain `curl`) gets blocked by "
+            "NSE's Akamai Bot Manager purely on TLS fingerprint, regardless "
+            "of where you are. Install it with: pip install curl_cffi"
+        )
+
+    if _nse_session is None:
+        _nse_session = _CurlSession(impersonate="chrome124")
+
+    if not _nse_warmed:
+        try:
+            _nse_session.get("https://www.nseindia.com", headers=headers, timeout=20)
+            time.sleep(1.2)
+            _nse_session.get("https://www.nseindia.com/option-chain", headers=headers, timeout=20)
+            time.sleep(0.8)
+            _nse_warmed = True
+        except Exception as e:
+            logging.warning("NSE session warm-up failed/partial: %s", e)
+
+    return _nse_session
+
+
+def _equity_stockindices_fallback(session, api_headers):
+    """`/api/equity-stockIndices?index=SECURITIES IN F%26O` -- the F&O
+    securities list used by fnolist()/nsetools_get_quote()/
+    nse_get_advances_declines()/nse_get_top_losers()/nse_get_top_gainers()/
+    nse_custom_function_secfno() -- is a retired route on the live site
+    (confirmed HTTP 404, NSE's own "Resource not found" page, with or
+    without a fully browser-solved Akamai cookie jar).
+
+    `/api/market-data-pre-open?key=FO` carries the same per-symbol pChange/
+    lastPrice/etc information for the F&O universe, so we transparently
+    rewrite the request to that endpoint and reshape its response back into
+    the old `{"data": [{"symbol":..., "pChange":..., ...}]}` shape every
+    existing caller above already expects -- they keep working unchanged.
+    """
+    r = session.get(
+        "https://www.nseindia.com/api/market-data-pre-open?key=FO",
+        headers=api_headers, timeout=30,
+    )
+    if r.status_code != 200:
+        raise NSEEndpointError(
+            f"equity-stockIndices fallback (market-data-pre-open) failed: HTTP {r.status_code}"
+        )
+    try:
+        raw = r.json()
+    except ValueError:
+        raise NSEEndpointError("equity-stockIndices fallback returned a non-JSON body")
+
+    reshaped = []
+    for item in raw.get("data", []):
+        m = item.get("metadata", {}) or {}
+        if not m.get("symbol"):
+            continue
+        reshaped.append({
+            "symbol": m.get("symbol", ""),
+            "pChange": m.get("pChange", 0),
+            "lastPrice": m.get("lastPrice", 0),
+            "change": m.get("change", 0),
+            "previousClose": m.get("previousClose", 0),
+            "yearHigh": m.get("yearHigh", 0),
+            "yearLow": m.get("yearLow", 0),
+            "totalTradedValue": m.get("totalTurnover", 0),
+            "totalTradedVolume": m.get("finalQuantity", 0),
+        })
+    return {"data": reshaped}
+
+
+def nsefetch(payload: str):
+    """Fetch a nseindia.com JSON API URL through a warmed-up curl_cffi
+    session, retrying once with a fresh warm-up if the first attempt looks
+    blocked (stale/expired Akamai cookies), and raising NSEEndpointError
+    (instead of silently returning `{}`) if it still can't get real JSON
+    back. `mode` is kept only for backwards compatibility with older
+    versions of this file; both 'local' and 'vpn' use this same transport
+    now, since the previous mode='vpn' plain-curl/os.popen() implementation
+    was both broken against the current Akamai wall *and* a command-injection
+    risk (see github.com/aeron7/nsepython issue #73).
+    """
+    global _nse_warmed
+
+    session = _get_nse_session()
+    api_headers = dict(headers)
+    api_headers.update({
+        "Accept": "application/json, text/plain, */*",
+        "Referer": "https://www.nseindia.com/option-chain",
+    })
+
+    if "equity-stockIndices" in payload and "SECURITIES" in payload:
+        return _equity_stockindices_fallback(session, api_headers)
+
+    try:
+        r = session.get(payload, headers=api_headers, timeout=30)
+        if r.status_code in (401, 403, 404, 429, 503):
+            # Could just be a stale/expired Akamai cookie jar -- re-warm once
+            # and retry before giving up.
+            _nse_warmed = False
+            session = _get_nse_session()
+            r = session.get(payload, headers=api_headers, timeout=30)
+
+        if r.status_code != 200:
+            raise NSEEndpointError(f"nsefetch: HTTP {r.status_code} for {payload}")
+
+        try:
+            return r.json()
+        except ValueError:
+            raise NSEEndpointError(
+                f"nsefetch: NSE returned a non-JSON body (length={len(r.text)}) for {payload}"
+            )
+    except NSEEndpointError:
+        raise
+    except Exception as e:
+        raise NSEEndpointError(f"nsefetch: request failed for {payload}: {e}")
+
+
+# ---------------------------------------------------------------------------
+# Optional, lazily-imported Playwright cookie-harvest fallback.
+#
+# For most of the library, curl_cffi's TLS impersonation + the warm-up above
+# is all that's needed -- it is NOT the same as "requests is blocked", and it
+# is NOT, in practice, gated behind a real JS-solved Akamai sensor challenge
+# for the endpoints this library actually calls today (verified live: a
+# fully browser-solved cookie jar makes zero difference to the handful of
+# genuinely-retired routes like /api/quote-equity or /api/equity-stockIndices
+# -- they are simply dead/404, not JS-walled).
+#
+# This helper exists as a best-effort escape hatch for the rarer case where
+# NSE *does* flip an endpoint to require a cookie only a real browser's JS
+# engine can produce -- curl_cffi never executes JavaScript, so it cannot
+# solve that kind of challenge itself. It is intentionally NOT imported at
+# module load time and NOT wired automatically into nsefetch(): it is slow
+# (it launches a real headless browser), and for the specific endpoints this
+# library has found still blocked as of this writing (the historical
+# bulk/block/short-deals and securityArchives routes), the block looks like a
+# server-side 503/retirement rather than a missing-JS-cookie problem, so
+# there's no evidence a browser visit would fix them either. Call
+# nse_harvest_playwright_cookies() yourself, once, near the start of your
+# script if you want to try it against an endpoint you believe is genuinely
+# JS-walled; it injects the solved cookies into the same shared session
+# nsefetch() uses for every call after that.
+# ---------------------------------------------------------------------------
+
+def nse_harvest_playwright_cookies(url="https://www.nseindia.com/option-chain", timeout_ms=45000):
+    """Launch a real headless Chromium (via Playwright), let it naturally
+    pass NSE's Akamai Bot Manager JS sensor challenge by visiting `url`, then
+    copy its solved cookie jar into the shared curl_cffi session nsefetch()
+    uses. Optional, best-effort, and NOT required for the vast majority of
+    this library's functions.
+
+    Requires: pip install playwright && playwright install chromium
+    """
+    try:
+        from playwright.sync_api import sync_playwright
+    except ImportError as e:
+        raise ImportError(
+            "nse_harvest_playwright_cookies() needs Playwright to drive a "
+            "real browser. Install it with: pip install playwright && "
+            "playwright install chromium"
+        ) from e
+
+    session = _get_nse_session()
+    harvested = {}
+    with sync_playwright() as p:
+        browser = p.chromium.launch(headless=True)
+        try:
+            page = browser.new_page(user_agent=headers["User-Agent"])
+            page.goto("https://www.nseindia.com", timeout=timeout_ms)
+            page.wait_for_timeout(2000)
+            page.goto(url, timeout=timeout_ms)
+            page.wait_for_timeout(2000)
+            for c in page.context.cookies():
+                harvested[c["name"]] = c["value"]
+        finally:
+            browser.close()
+
+    for name, value in harvested.items():
+        try:
+            session.cookies.set(name, value, domain=".nseindia.com")
+        except Exception:
+            pass
+
+    global _nse_warmed
+    _nse_warmed = True  # don't let the next nsefetch() stomp these with a plain re-warm
+    return harvested
+
+
+def _nse_fetch_csv_text(url: str) -> str:
+    """Fetch a plain-text/CSV archive file through the shared curl_cffi
+    session (so these also benefit from the TLS-impersonation fix and don't
+    rely on plain `requests`/`pd.read_csv`'s bare urllib fetch, which
+    confirmed-live testing shows just hangs/times out against
+    nsearchives.nseindia.com, and is the less reliable of the two archive
+    hosts generally as NSE tightens Akamai enforcement over time)."""
+    session = _get_nse_session()
+    r = session.get(url, headers=headers, timeout=30)
+    if r.status_code != 200:
+        raise NSEEndpointError(f"nsefetch (csv): HTTP {r.status_code} for {url}")
+    return r.text
+
+
+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',
+}
+
+#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():
+    positions = nsefetch('https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O')
+    nselist = indices.copy()
+    for x in range(len(positions['data'])):
+        nselist.append(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)
+    # Using getSymbolDerivativesData as it provides all expiries and strikes in one go
+    url = f'https://www.nseindia.com/api/NextApi/apiClient/GetQuoteApi?functionName=getSymbolDerivativesData&symbol={symbol}'
+    payload = nsefetch(url)
+    
+    # Transformation to match the "data" structure expected by pcr and other functions
+    if payload and 'data' in payload:
+        new_data = []
+        # Group by strikePrice and expiryDate to create a combined CE/PE structure if possible,
+        # or just provide the raw list if the consumers can handle it.
+        # The current pcr() handles a list of entries where each has CE/PE keys OR is the entry itself.
+        
+        # Actually, let's restructure it to be more compatible with the expected 'data' format:
+        # a list of dictionaries, each having 'strikePrice', 'expiryDate', 'CE', 'PE'.
+        combined = {}
+        for entry in payload['data']:
+            sp = entry.get('strikePrice')
+            ed = entry.get('expiryDate')
+            ot = entry.get('optionType')
+            if not sp or not ed or ot == 'XX': continue
+            
+            key = (sp, ed)
+            if key not in combined:
+                combined[key] = {'strikePrice': sp, 'expiryDate': ed, 'CE': None, 'PE': None}
+            
+            combined[key][ot] = entry
+            
+        payload['data'] = list(combined.values())
+        
+    return payload
+
+
+def oi_chain_builder(symbol,expiry="latest",oi_mode="full"):
+
+    if expiry == "latest":
+        dates = expiry_list(symbol, type="list")
+        if dates:
+            expiry = dates[0]
+        else:
+            return pd.DataFrame(), 0.0, ""
+
+    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)
+
+    # We will populate these dynamically
+    rows_list = []
+    
+    if 'expiryDates' not in payload:
+        # Fallback for new API structure
+        if(expiry=="latest"):
+            expiry = expiry_list(symbol, type="list")[0]
+        data_list = payload['data']
+    else:
+        # Legacy structure support
+        if(expiry=="latest"):
+            expiry = payload['records']['expiryDates'][0]
+        data_list = payload['records']['data']
+
+    for m in range(len(data_list)):
+        current_expiry_str = data_list[m].get('expiryDates') or data_list[m].get('expiryDate')
+        try:
+            # Convert both to date objects for robust comparison
+            if "-" in current_expiry_str:
+                parts = current_expiry_str.split("-")
+                if parts[1].isdigit(): fmt = "%d-%m-%Y"
+                else: fmt = "%d-%b-%Y"
+                curr_date = datetime.datetime.strptime(current_expiry_str, fmt).date()
+                
+                parts_exp = expiry.split("-")
+                if parts_exp[1].isdigit(): fmt_exp = "%d-%m-%Y"
+                else: fmt_exp = "%d-%b-%Y"
+                exp_date = datetime.datetime.strptime(expiry, fmt_exp).date()
+                match = (curr_date == exp_date)
+            else:
+                match = (current_expiry_str == expiry)
+        except:
+            match = (current_expiry_str == expiry)
+
+        if match:
+            oi_row = {col: 0 for col in col_names}
+            oi_row['Strike Price'] = data_list[m]['strikePrice']
+
+            for side in ['CE', 'PE']:
+                prefix = f"{'CALLS' if side == 'CE' else 'PUTS'}_"
+                if side in data_list[m] and data_list[m][side] is not None:
+                    d = data_list[m][side]
+                    oi_row[prefix + 'OI'] = d.get('openInterest', 0)
+                    oi_row[prefix + 'Chng in OI'] = d.get('changeinOpenInterest', 0)
+                    oi_row[prefix + 'Volume'] = d.get('totalTradedVolume', 0)
+                    oi_row[prefix + 'IV'] = d.get('impliedVolatility', 0)
+                    oi_row[prefix + 'LTP'] = d.get('lastPrice', 0)
+                    oi_row[prefix + 'Net Chng'] = d.get('change', 0)
+                    
+                    if oi_mode == 'full':
+                        # New API key mapping
+                        oi_row[prefix + 'Bid Qty'] = d.get('buyQuantity1', d.get('bidQty', 0))
+                        oi_row[prefix + 'Bid Price'] = d.get('buyPrice1', d.get('bidprice', 0))
+                        oi_row[prefix + 'Ask Price'] = d.get('sellPrice1', d.get('askPrice', 0))
+                        oi_row[prefix + 'Ask Qty'] = d.get('sellQuantity1', d.get('askQty', 0))
+                        oi_row[prefix + 'Chart'] = 0
+
+            rows_list.append(oi_row)
+
+    oi_data = pd.DataFrame(rows_list)
+    timestamp = payload.get('timestamp', payload.get('records', {}).get('timestamp', ''))
+    underlyingValue = payload.get('underlyingValue', payload.get('records', {}).get('underlyingValue', 0))
+
+    # github.com/aeron7/nsepython issue #80: the current getSymbolDerivativesData
+    # payload carries no top-level (or 'records') underlyingValue at all -- it
+    # only lives inside each individual CE/PE leaf record. Dig it out of there
+    # if the top-level lookup above came back empty.
+    if not underlyingValue and data_list:
+        for entry in data_list:
+            for side in ('CE', 'PE'):
+                leaf = entry.get(side)
+                if leaf and leaf.get('underlyingValue'):
+                    underlyingValue = leaf['underlyingValue']
+                    break
+            if underlyingValue:
+                break
+
+    oi_data['time_stamp'] = timestamp
+    return oi_data, float(underlyingValue or 0), timestamp
+
+
+def nse_quote_derivatives(symbol):
+    symbol = nsesymbolpurify(symbol)
+    if symbol.upper() in fnolist():
+        payload = nsefetch('https://www.nseindia.com/api/NextApi/apiClient/GetQuoteApi?functionName=getSymbolDerivativesData&symbol='+symbol)
+        return payload
+    else:
+        return {"error": f"{symbol} is not in derivatives list."}
+
+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 indices):
+            payload = nsefetch('https://www.nseindia.com/api/NextApi/apiClient/GetQuoteApi?functionName=getSymbolDerivativesData&symbol='+symbol)
+        else:
+            payload = nsefetch('https://www.nseindia.com/api/NextApi/apiClient/GetQuoteApi?functionName=getSymbolData&marketType=N&series=EQ&symbol='+symbol)
+        return payload
+
+    if(section=="trade_info"):
+        # The old /api/quote-equity?section=trade_info route is dead on the
+        # live site (confirmed HTTP 403, even through the fully-warmed
+        # curl_cffi session round 1 built). But every category of data the
+        # old endpoint used to return is already present, just reshuffled,
+        # inside the NEW working GetQuoteApi?functionName=getSymbolData
+        # response this function's section=="" branch already fetches --
+        # confirmed field-by-field against the real, documented old
+        # response shape (EquityTradeInfo: marketDeptOrderBook.{bid,ask,
+        # tradeInfo,valueAtRisk} + securityWiseDP), so this is a pure
+        # remap/slice of data already being fetched, not a new network call.
+        #
+        # Two small fidelity gaps versus the old route, both because the
+        # source data for them no longer exists anywhere in the new
+        # response (not a mapping oversight):
+        #   - noBlockDeals/bulkBlockDeals: the new endpoint carries no
+        #     block-deal info at all -> defaulted to True/[] (i.e. "no
+        #     block deals known"), not derived from a live block-deal
+        #     check. Use nse_blockdeal()/get_blockdeals() directly if you
+        #     need real block-deal data.
+        #   - securityWiseDP.seriesRemarks: no equivalent field exists in
+        #     the new response -> always None, same as it is for most
+        #     symbols on the old route anyway.
+        payload = nsefetch('https://www.nseindia.com/api/NextApi/apiClient/GetQuoteApi?functionName=getSymbolData&marketType=N&series=EQ&symbol='+symbol)
+        eq = payload['equityResponse'][0]
+        ob = eq.get('orderBook', {})
+        md = eq.get('metaData', {})
+        ti = eq.get('tradeInfo', {})
+        pi = eq.get('priceInfo', {})
+        si = eq.get('secInfo', {})
+
+        bid = [{"price": ob.get(f"buyPrice{i}"), "quantity": ob.get(f"buyQuantity{i}")} for i in range(1, 6)]
+        ask = [{"price": ob.get(f"sellPrice{i}"), "quantity": ob.get(f"sellQuantity{i}")} for i in range(1, 6)]
+
+        return {
+            "noBlockDeals": True,
+            "bulkBlockDeals": [],
+            "marketDeptOrderBook": {
+                "totalBuyQuantity": ob.get("totalBuyQuantity"),
+                "totalSellQuantity": ob.get("totalSellQuantity"),
+                "open": md.get("open"),
+                "bid": bid,
+                "ask": ask,
+                "tradeInfo": {
+                    "totalTradedVolume": ti.get("totalTradedVolume"),
+                    "totalTradedValue": ti.get("totalTradedValue"),
+                    "totalMarketCap": ti.get("totalMarketCap"),
+                    "ffmc": ti.get("ffmc"),
+                    "impactCost": ti.get("impactCost"),
+                    "cmDailyVolatility": pi.get("cmDailyVolatility"),
+                    "cmAnnualVolatility": pi.get("cmAnnualVolatility"),
+                    "marketLot": ti.get("marketLot"),
+                    "activeSeries": ti.get("series"),
+                },
+                "valueAtRisk": {
+                    "securityVar": si.get("securityvar"),
+                    "indexVar": si.get("indexvar"),
+                    "varMargin": si.get("varMargin"),
+                    "extremeLossMargin": si.get("extremelossMargin"),
+                    "adhocMargin": si.get("adhocMargin"),
+                    "applicableMargin": si.get("applicableMargin"),
+                },
+            },
+            "securityWiseDP": {
+                "quantityTraded": ti.get("quantitytraded"),
+                "deliveryQuantity": ti.get("deliveryquantity"),
+                "deliveryToTradedQuantity": ti.get("deliveryToTradedQuantity"),
+                "seriesRemarks": None,
+                "secWiseDelPosDate": ti.get("secwisedelposdate"),
+            },
+        }
+
+    if(section!=""):
+        # Any other section value (e.g. the old "preOpenMarket") still hits
+        # the dead /api/quote-equity&section= route -- not yet remapped to
+        # a working source. Only trade_info was confirmed+fixed this round.
+        payload = nsefetch('https://www.nseindia.com/api/quote-equity?symbol='+symbol+'&section='+section)
+        return payload
+def nse_expirydetails(payload, i=0, symbol=None):
+    expiry_dates = []
+    if 'records' in payload:
+        expiry_dates = payload['records']['expiryDates']
+    elif 'expiryDates' in payload:
+        expiry_dates = payload['expiryDates']
+    elif 'data' in payload:
+        unique_dates = set()
+        for entry in payload['data']:
+            if 'expiryDate' in entry:
+                unique_dates.add(entry['expiryDate'])
+        expiry_dates = sorted(list(unique_dates), key=lambda x: datetime.datetime.strptime(x, "%d-%b-%Y"))
+
+    # Filter future dates
+    future_expiry_dates = []
+    if expiry_dates:
+        temp_dates = [datetime.datetime.strptime(date, "%d-%b-%Y").date() for date in expiry_dates]
+        future_expiry_dates = sorted([date.strftime("%d-%b-%Y") for date in temp_dates if date >= datetime.datetime.now().date()], key=lambda x: datetime.datetime.strptime(x, "%d-%b-%Y"))
+
+    # Fallback to expiry_list if i is out of range and we can determine the symbol
+    if i >= len(future_expiry_dates):
+        if not symbol and 'data' in payload and len(payload['data']) > 0:
+            # Try to extract symbol from payload data
+            first_entry = payload['data'][0]
+            symbol = first_entry.get('symbol')
+            if not symbol:
+                if 'CE' in first_entry and first_entry['CE']:
+                    symbol = first_entry['CE'].get('underlying')
+                elif 'PE' in first_entry and first_entry['PE']:
+                    symbol = first_entry['PE'].get('underlying')
+        
+        if symbol:
+            dates = expiry_list(symbol, type="list")
+            if dates:
+                # Filter future dates from expiry_list as well
+                temp_dates = [datetime.datetime.strptime(date, "%d-%b-%Y").date() for date in dates]
+                future_expiry_dates = sorted([date.strftime("%d-%b-%Y") for date in temp_dates if date >= datetime.datetime.now().date()], key=lambda x: datetime.datetime.strptime(x, "%d-%b-%Y"))
+
+    if i >= len(future_expiry_dates):
+        return None, None
+
+    currentExpiry = future_expiry_dates[i]
+    currentExpiry_dt = datetime.datetime.strptime(currentExpiry, '%d-%b-%Y').date()
+    date_today = run_time.date()
+    dte = (currentExpiry_dt - date_today).days
+    return currentExpiry_dt, dte
+def pcr(payload, inp=0):
+    ce_oi = 0
+    pe_oi = 0
+    
+    # Identify the data and expiry dates based on structure
+    if 'records' in payload:
+        # Legacy structure
+        data_list = payload['records']['data']
+        expiry_dates = payload['records']['expiryDates']
+    elif 'data' in payload:
+        # New structure
+        data_list = payload['data']
+        # Extract unique sorted expiry dates from data
+        unique_dates = set()
+        for entry in data_list:
+            ed = entry.get('expiryDate') or entry.get('expiryDates')
+            if ed:
+                unique_dates.add(ed)
+        expiry_dates = sorted(list(unique_dates), key=lambda x: datetime.datetime.strptime(x, "%d-%m-%Y") if "-" in x and x.split("-")[1].isdigit() else datetime.datetime.strptime(x, "%d-%b-%Y"))
+    else:
+        # If payload is empty or unknown, we can't proceed without fetching
+        # But we need a symbol. Try to get it from payload if possible.
+        return 0.0
+
+    if not expiry_dates or inp >= len(expiry_dates):
+        # Requested index is outside the current payload's scope.
+        # Check if we can fetch more data for this specific symbol.
+        symbol = payload.get('symbol') or payload.get('records', {}).get('symbol')
+        if not symbol and 'data' in payload and len(payload['data']) > 0:
+             first = payload['data'][0]
+             symbol = first.get('symbol') or (first.get('CE') and first['CE'].get('underlying'))
+        
+        if symbol and inp > 0:
+            # Fetch all expiries to find the target one
+            all_expiries = expiry_list(symbol, type="list")
+            if inp < len(all_expiries):
+                target = all_expiries[inp]
+                # Fetch specific expiry data using getOptionChainData
+                url = f'https://www.nseindia.com/api/NextApi/apiClient/GetQuoteApi?functionName=getOptionChainData&symbol={nsesymbolpurify(symbol)}&params=expiryDate={target}'
+                new_payload = nsefetch(url)
+                if new_payload and 'data' in new_payload:
+                    for entry in new_payload['data']:
+                        ce_oi += entry.get('CE', {}).get('openInterest', 0) if entry.get('CE') else 0
+                        pe_oi += entry.get('PE', {}).get('openInterest', 0) if entry.get('PE') else 0
+                    if ce_oi > 0: return pe_oi / ce_oi
+        return 0.0
+        
+    target_expiry = expiry_dates[inp]
+    
+    found_data = False
+    for i in data_list:
+        curr_exp = i.get('expiryDate') or i.get('expiryDates')
+        if curr_exp == target_expiry:
+            found_data = True
+            try:
+                if 'CE' in i and i['CE']:
+                    ce_oi += i['CE'].get('openInterest', 0)
+                if 'PE' in i and i['PE']:
+                    pe_oi += i['PE'].get('openInterest', 0)
+            except (KeyError, TypeError):
+                pass
+    
+    # If we didn't find any data for the target expiry in the payload,
+    # it means the payload was filtered (e.g. by the scrapper). Fetch it now.
+    if not found_data:
+        symbol = payload.get('symbol') or payload.get('records', {}).get('symbol')
+        if symbol:
+            url = f'https://www.nseindia.com/api/NextApi/apiClient/GetQuoteApi?functionName=getOptionChainData&symbol={nsesymbolpurify(symbol)}&params=expiryDate={target_expiry}'
+            new_payload = nsefetch(url)
+            if new_payload and 'data' in new_payload:
+                for entry in new_payload['data']:
+                    ce_oi += entry.get('CE', {}).get('openInterest', 0) if entry.get('CE') else 0
+                    pe_oi += entry.get('PE', {}).get('openInterest', 0) if entry.get('PE') else 0
+
+    if ce_oi == 0:
+        return 0.0
+        
+    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):
+  if(optionType!="-"):
+      payload = nse_quote_derivatives(symbol)
+  else:
+      if any(x in symbol for x in indices):
+          payload = nse_quote_derivatives(symbol)
+      else:
+          payload = nsefetch('https://www.nseindia.com/api/NextApi/apiClient/GetQuoteApi?functionName=getSymbolData&marketType=N&series=EQ&symbol='+symbol)
+
+  lastPrice = 0
+
+  if(optionType=="-"):
+    if 'equityResponse' in payload and len(payload['equityResponse']) > 0:
+        lastPrice = payload['equityResponse'][0]['orderBook']['lastPrice']
+    elif 'data' in payload and len(payload['data']) > 0:
+        # For indices, underlyingValue in derivative payload is the current index LTP
+        lastPrice = payload['data'][0].get('underlyingValue')
+    return lastPrice
+
+  meta = "Options"
+  if(optionType=="Fut"): meta = "Futures"
+  if(optionType=="PE"):optionType="Put"
+  if(optionType=="CE"):optionType="Call"
+
+  if(expiryDate=="latest") or (expiryDate=="next"):
+    i = 0 if expiryDate=="latest" else 1
+    expiry_dates = []
+    
+    # Extract from new FNO payload structure
+    if 'data' in payload:
+        unique_dates = set()
+        for entry in payload['data']:
+            if 'expiryDate' in entry:
+                it = entry.get('instrumentType', '')
+                if (meta == "Futures" and "FUT" in it) or (meta == "Options" and "OPT" in it):
+                    unique_dates.add(entry['expiryDate'])
+        expiry_dates = sorted(list(unique_dates), key=lambda x: datetime.datetime.strptime(x, "%d-%b-%Y"))
+    
+    # Filter future dates
+    future_expiry_dates = []
+    if expiry_dates:
+        temp_dates = [datetime.datetime.strptime(date, "%d-%b-%Y").date() for date in expiry_dates]
+        future_expiry_dates = sorted([date.strftime("%d-%b-%Y") for date in temp_dates if date >= datetime.datetime.now().date()], key=lambda x: datetime.datetime.strptime(x, "%d-%b-%Y"))
+
+    # Fallback to expiry_list
+    if i >= len(future_expiry_dates):
+        dates = expiry_list(symbol, type="list")
+        if dates:
+            temp_dates = [datetime.datetime.strptime(date, "%d-%b-%Y").date() for date in dates]
+            future_expiry_dates = sorted([date.strftime("%d-%b-%Y") for date in temp_dates if date >= datetime.datetime.now().date()], key=lambda x: datetime.datetime.strptime(x, "%d-%b-%Y"))
+    
+    if i < len(future_expiry_dates):
+        expiryDate = future_expiry_dates[i]
+  
+
+  if(optionType!="-"):
+      data_list = payload.get('data', [])
+      for i in data_list:
+        # Check instrument type in identifier or metadata if present
+        if meta == "Futures":
+            is_match = "FUT" in i.get('instrumentType', '')
+        else:
+            is_match = "OPT" in i.get('instrumentType', '')
+            
+        if is_match:
+          if(optionType=="Fut"):
+              if(i.get('expiryDate')==expiryDate):
+                lastPrice = i.get('lastPrice')
+                break
+
+          if((optionType=="Put")or(optionType=="Call")):
+              # Some APIs have optionType as 'PE'/'CE' or 'Put'/'Call'
+              p_opt_type = i.get('optionType')
+              if p_opt_type == "PE": p_opt_type = "Put"
+              if p_opt_type == "CE": p_opt_type = "Call"
+              
+              if (i.get("expiryDate")==expiryDate):
+                if (p_opt_type==optionType):
+                  # strikePrice in payload is often string with padding
+                  try:
+                      p_strike = float(str(i.get("strikePrice")).strip())
+                  except:
+                      p_strike = 0
+                      
+                  if (p_strike==float(strikePrice)):
+                    lastPrice = i.get('lastPrice')
+                    break
+
+  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):
+  if(optionType!="-"):
+      payload = nse_quote_derivatives(symbol)
+  else:
+      if any(x in symbol for x in indices):
+          payload = nse_quote_derivatives(symbol)
+      else:
+          payload = nsefetch('https://www.nseindia.com/api/NextApi/apiClient/GetQuoteApi?functionName=getSymbolData&marketType=N&series=EQ&symbol='+symbol)
+
+  metadata = {}
+
+  if(optionType=="-"):
+      if 'equityResponse' in payload and len(payload['equityResponse']) > 0:
+          metadata = payload['equityResponse'][0].get('metaData', {})
+      return metadata
+
+  meta = "Options"
+  if(optionType=="Fut"): meta = "Futures"
+  if(optionType=="PE"):optionType="Put"
+  if(optionType=="CE"):optionType="Call"
+
+  if(expiryDate=="latest") or (expiryDate=="next"):
+    i = 0 if expiryDate=="latest" else 1
+    expiry_dates = []
+    if 'data' in payload:
+        unique_dates = set()
+        for entry in payload['data']:
+            if 'expiryDate' in entry:
+                it = entry.get('instrumentType', '')
+                if (meta == "Futures" and "FUT" in it) or (meta == "Options" and "OPT" in it):
+                    unique_dates.add(entry['expiryDate'])
+        expiry_dates = sorted(list(unique_dates), key=lambda x: datetime.datetime.strptime(x, "%d-%b-%Y"))
+    
+    future_expiry_dates = []
+    if expiry_dates:
+        temp_dates = [datetime.datetime.strptime(date, "%d-%b-%Y").date() for date in expiry_dates]
+        future_expiry_dates = sorted([date.strftime("%d-%b-%Y") for date in temp_dates if date >= datetime.datetime.now().date()], key=lambda x: datetime.datetime.strptime(x, "%d-%b-%Y"))
+
+    if i >= len(future_expiry_dates):
+        dates = expiry_list(symbol, type="list")
+        if dates:
+            temp_dates = [datetime.datetime.strptime(date, "%d-%b-%Y").date() for date in dates]
+            future_expiry_dates = sorted([date.strftime("%d-%b-%Y") for date in temp_dates if date >= datetime.datetime.now().date()], key=lambda x: datetime.datetime.strptime(x, "%d-%b-%Y"))
+    
+    if i < len(future_expiry_dates):
+        expiryDate = future_expiry_dates[i]
+    
+    # print(f"DEBUG: Calculated expiryDate={expiryDate}, meta={meta}, optionType={optionType}")
+
+  if(optionType!="-"):
+      data_list = payload.get('data', [])
+      # print(f"DEBUG: Searching in {len(data_list)} items")
+      for i in data_list:
+        if meta == "Futures":
+            is_match = "FUT" in i.get('instrumentType', '')
+        else:
+            is_match = "OPT" in i.get('instrumentType', '')
+            
+        if is_match:
+          if(optionType=="Fut"):
+              if(i.get('expiryDate')==expiryDate):
+                metadata = i
+                break
+
+          if((optionType=="Put")or(optionType=="Call")):
+              p_opt_type = i.get('optionType')
+              if p_opt_type == "PE": p_opt_type = "Put"
+              if p_opt_type == "CE": p_opt_type = "Call"
+              
+              if (i.get("expiryDate")==expiryDate):
+                if (p_opt_type==optionType):
+                  try:
+                      p_strike = float(str(i.get("strikePrice")).strip())
+                  except:
+                      p_strike = 0
+                      
+                  if (p_strike==float(strikePrice)):
+                    metadata = i
+                    break
+
+  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, NSEEndpointError):
+        # /api/quote-equity is retired on the live site (confirmed HTTP 403,
+        # Akamai/WAF "Access Denied" page, as of 2026) with no indication it
+        # is coming back. The newer NextApi GetQuoteApi endpoint carries the
+        # same underlying data (just in a different JSON shape - data lives
+        # under payload['equityResponse'][0] instead of payload['priceInfo']/
+        # payload['info']) so we fall back to that instead of returning {}.
+        logging.warning(
+            "nse_eq(%s): /api/quote-equity is retired; returning data from "
+            "the newer NextApi quote endpoint instead (see nse_quote() - the "
+            "JSON shape differs from the old quote-equity response).",
+            symbol,
+        )
+        payload = nse_quote(symbol)
+    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, NSEEndpointError):
+        # /api/quote-derivative is likewise retired (confirmed HTTP 404 on
+        # the live site). getSymbolDerivativesData via nse_quote_derivatives()
+        # is the working replacement (different JSON shape: a flat 'data'
+        # list of per-strike CE/PE records instead of records/underlyingValue).
+        logging.warning(
+            "nse_fno(%s): /api/quote-derivative is retired; returning data "
+            "from the newer NextApi derivatives endpoint instead (see "
+            "nse_quote_derivatives() - the JSON shape differs).",
+            symbol,
+        )
+        payload = nse_quote_derivatives(symbol)
+    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=""):
+    logging.info("Getting Expiry List of: " + symbol)
+    symbol = nsesymbolpurify(symbol)
+    url = f'https://www.nseindia.com/api/NextApi/apiClient/GetQuoteApi?functionName=getOptionChainDropdown&symbol={symbol}'
+    payload = nsefetch(url)
+    
+    if not payload or 'expiryDates' not in payload:
+        return [] if type == "list" else pd.DataFrame()
+
+    expiry_dates = payload['expiryDates']
+    
+    # Format dates from DD-MM-YYYY to DD-Mon-YYYY
+    formatted_dates = []
+    for d in expiry_dates:
+        try:
+            dt = datetime.datetime.strptime(d, "%d-%m-%Y")
+            formatted_dates.append(dt.strftime("%d-%b-%Y"))
+        except:
+            formatted_dates.append(d)
+    
+    if type == "list":
+        return formatted_dates
+    else:
+        # If anything other than "list" is provided (like "df", "pandas", or default), return DataFrame
+        return pd.DataFrame({'Date': formatted_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"):
+    # The old mode="latest" path (https://nseindia.com/api/latest-circular,
+    # no `www.`) is dead on the live site: it returns HTTP 200 but a bare
+    # {'error': True, 'status': 500} JSON body -- confirmed this is NOT an
+    # Akamai bot-challenge (no injected script, no 403/503), just NSE's own
+    # "this route doesn't exist" response. NSE renamed the circulars page
+    # itself from /resources/circulars to
+    # /resources/exchange-communication-circulars, and a Playwright network
+    # capture on that live page shows it calling
+    # https://www.nseindia.com/api/circulars?fromDate=DD-MM-YYYY&toDate=DD-MM-YYYY
+    # (with `www.`) -- the SAME URL this function's own mode!="latest"
+    # branch already used and which was independently confirmed live
+    # (zero params defaults to NSE's own last-7-days/150-record window).
+    # Fix: route "latest" to that same working endpoint too, instead of the
+    # dead no-www path.
+    if(mode=="latest"):
+        payload = nsefetch('https://www.nseindia.com/api/circulars')
+    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_data():
+    # iislliveblob.niftyindices.com is a dead host (confirmed live: NXDOMAIN,
+    # twice). /api/allIndices on the main site carries the same live index
+    # quotes (139 indices as of this writing, including pe/pb/dy per index).
+    # Its per-row key is 'index' (e.g. "NIFTY 50"), not the old 'indexName' --
+    # alias it so nse_get_index_list()/nse_get_index_quote() below (and any
+    # external code doing the same lookup) keep working unchanged.
+    payload = nsefetch("https://www.nseindia.com/api/allIndices")
+    rows = payload.get("data", [])
+    for row in rows:
+        row.setdefault("indexName", row.get("index"))
+    return rows
+
+
+def nse_index():
+    return pd.DataFrame(_nse_index_data())
+
+def nse_get_index_list():
+    return pd.DataFrame(_nse_index_data())["indexName"].tolist()
+
+def nse_get_index_quote(index):
+    for row in _nse_index_data():
+        if row["indexName"] == index.upper():
+            return row
+
+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"):
+    # github.com/aeron7/nsepythonserver issue #4 ("lot sizes not working"):
+    # two stacked bugs, confirmed live. (1) archives.nseindia.com silently
+    # redirects this specific file to an unrelated PDF circular these days
+    # (NSE's archives -> nsearchives host migration left a stale redirect on
+    # just this path) -- nsearchives.nseindia.com/content/fo/fo_mktlots.csv
+    # is the real, current location, confirmed live with the exact same CSV
+    # shape. (2) plain `requests.get()` against nsearchives.nseindia.com
+    # hangs to a read-timeout (confirmed live) -- it needs the same
+    # curl_cffi TLS impersonation as the rest of the site now.
+    url="https://nsearchives.nseindia.com/content/fo/fo_mktlots.csv"
+
+    if(mode=="list"):
+        s = _nse_fetch_csv_text(url)
+        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(io.StringIO(_nse_fetch_csv_text(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)+""
+    # NOTE: the original /api/historical/cm/equity route is retired on the
+    # live site (confirmed HTTP 503 as of 2026, even via curl_cffi). NSE's
+    # replacement is /api/historicalOR/cm/equity -- same query params, same
+    # response shape (payload['data'] records with CH_TIMESTAMP/
+    # CH_CLOSING_PRICE/etc), confirmed live, so this is a plain host-path
+    # swap with no downstream parsing changes needed.
+    url = 'https://www.nseindia.com/api/historicalOR/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)
+
+    # /api/historical/fo/derivatives is retired (HTTP 503 live); the
+    # confirmed-working replacement is /api/historicalOR/fo/derivatives with
+    # the same query params and response shape.
+    nsefetch_url = "https://www.nseindia.com/api/historicalOR/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
+    # Same retirement as derivative_history_virgin()/equity_history_virgin()
+    # above -- /api/historical/* is gone, /api/historicalOR/* is the working
+    # replacement with an identical response shape.
+    nsefetch_url = "https://www.nseindia.com/api/historicalOR/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.com is a completely separate host/site from nseindia.com (no
+# Akamai Bot Manager symptoms observed here) -- but it was fully redesigned
+# onto a different CMS at some point: the old ASP.NET WebMethods under
+# `niftyindices.com/Backpage.aspx/*` (returning `{"d": "<json string>"}`) are
+# gone, and POSTing to them now just returns the site's homepage HTML, which
+# is exactly github.com/aeron7/nsepython issue #78's
+# `JSONDecodeError: Expecting value: line 1 column 2 (char 1)`.
+#
+# The working replacement (confirmed live) is `www.niftyindices.com/BackPage/*`
+# (note: `www.` + `BackPage` not `Backpage.aspx`), which wants a short session
+# warm-up first (visiting the historical-data report page) and returns a
+# direct JSON array rather than the old `{"d": "..."}` wrapper.
+
+niftyindices_headers = {
+    'Accept': 'application/json, text/javascript, */*; q=0.01',
+    'Accept-Language': 'en-US,en;q=0.9,hi;q=0.8',
+    'Content-Type': 'application/json; charset=UTF-8',
+    'Origin': 'https://www.niftyindices.com',
+    'Referer': 'https://www.niftyindices.com/reports/historical-data',
+    'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/130.0.0.0 Safari/537.36',
+    'X-Requested-With': 'XMLHttpRequest',
+    'sec-ch-ua': '"Not;A=Brand";v="8", "Chromium";v="130", "Google Chrome";v="130"',
+    'sec-ch-ua-mobile': '?0',
+    'sec-ch-ua-platform': '"Windows"',
+}
+
+_niftyindices_session = None
+_niftyindices_warmed = False
+
+
+def _get_niftyindices_session():
+    global _niftyindices_session, _niftyindices_warmed
+    if _niftyindices_session is None:
+        _niftyindices_session = requests.Session()
+    if not _niftyindices_warmed:
+        try:
+            _niftyindices_session.get(
+                "https://www.niftyindices.com/reports/historical-data",
+                headers=niftyindices_headers, timeout=15,
+            )
+            _niftyindices_warmed = True
+        except Exception as e:
+            logging.warning("niftyindices.com session warm-up failed/partial: %s", e)
+    return _niftyindices_session
+
+
+def _niftyindices_fetch(endpoint, symbol, start_date, end_date):
+    session = _get_niftyindices_session()
+    data = {'cinfo': "{'name':'" + symbol + "','startDate':'" + start_date + "','endDate':'" + end_date + "','indexName':'" + symbol + "'}"}
+    response = session.post(
+        f"https://www.niftyindices.com/BackPage/{endpoint}",
+        headers=niftyindices_headers, json=data, timeout=20,
+    )
+    text = response.text.strip()
+    if text.startswith('<!DOCTYPE') or text.startswith('<html') or text == "":
+        raise NSEEndpointError(
+            f"niftyindices.com/BackPage/{endpoint} returned HTML/empty instead of JSON "
+            f"(HTTP {response.status_code}) -- the site may be down or have changed again."
+        )
+    try:
+        payload = response.json()
+    except ValueError:
+        raise NSEEndpointError(
+            f"niftyindices.com/BackPage/{endpoint}: non-JSON body (HTTP {response.status_code})"
+        )
+    # Old API wrapped the payload as {"d": "<json string>"}; the new one
+    # returns the array directly. Support both so this keeps working if
+    # niftyindices.com ever reverts/mixes the two shapes.
+    if isinstance(payload, dict) and "d" in payload:
+        payload = json.loads(payload["d"])
+    return pd.DataFrame.from_records(payload)
+
+
+def index_history(symbol,start_date,end_date):
+    return _niftyindices_fetch("getHistoricaldatatabletoString", symbol, start_date, end_date)
+
+def index_pe_pb_div(symbol,start_date,end_date):
+    return _niftyindices_fetch("getpepbHistoricaldataDBtoString", symbol, start_date, end_date)
+
+def index_total_returns(symbol,start_date,end_date):
+    return _niftyindices_fetch("getTotalReturnIndexString", symbol, start_date, end_date)
+
+def get_bhavcopy(date):
+    date = date.replace("-","")
+    payload = pd.read_csv(io.StringIO(_nse_fetch_csv_text(
+        "https://archives.nseindia.com/products/content/sec_bhavdata_full_"+date+".csv")))
+    return payload
+
+def get_bulkdeals():
+    payload = pd.read_csv(io.StringIO(_nse_fetch_csv_text(
+        "https://archives.nseindia.com/content/equities/bulk.csv")))
+    return payload
+
+def get_blockdeals():
+    payload = pd.read_csv(io.StringIO(_nse_fetch_csv_text(
+        "https://archives.nseindia.com/content/equities/block.csv")))
+    return payload
+
+def _nse_top_corp_info(symbol):
+    """`/api/top-corp-info?symbol=X&market=equities` bundles a company's
+    latest announcements, corporate actions (bonus/dividend/split/demerger),
+    shareholding pattern history, financial results, and board meetings in
+    one call -- confirmed live and working through curl_cffi+warm-up. This
+    backs both dividend_timeline() and share_holding() below."""
+    symbol = nsesymbolpurify(symbol)
+    return nsefetch(f"https://www.nseindia.com/api/top-corp-info?symbol={symbol}&market=equities")
+
+
+def dividend_timeline(symbol):
+    """github.com/aeron7/nsepython issue #75: documented on
+    unofficed.com/nse-python/ but never actually implemented in the code
+    (calling it raised `AttributeError: module 'nsepython' has no attribute
+    'dividend_timeline'`). Implemented here from `/api/top-corp-info`'s
+    `corporate_actions` list, filtered down to the dividend-purpose entries
+    (that list also contains bonuses/splits/demergers/etc, which this
+    function intentionally excludes to match its name)."""
+    data = _nse_top_corp_info(symbol)
+    actions = (data.get("corporate_actions") or {}).get("data") or []
+    dividends = [a for a in actions if "dividend" in (a.get("purpose") or "").lower()]
+    return pd.DataFrame.from_records(dividends)
+
+
+def share_holding(symbol):
+    """github.com/aeron7/nsepython issue #75: same situation as
+    dividend_timeline() above -- documented but not implemented. Built from
+    `/api/top-corp-info`'s `shareholdings_patterns` data, which is a dict
+    keyed by filing date (e.g. "31-Mar-2026") whose value is a list of
+    {"<category>": "<percent>"} rows (Promoter & Promoter Group / Public /
+    Shares held by Employee Trusts / Total). Flattened here into one row per
+    filing date with a column per category, newest filing first."""
+    data = _nse_top_corp_info(symbol)
+    by_date = (data.get("shareholdings_patterns") or {}).get("data") or {}
+    rows = []
+    for filing_date, categories in by_date.items():
+        row = {"date": filing_date}
+        for entry in categories:
+            for k, v in entry.items():
+                row[k.strip()] = v.strip() if isinstance(v, str) else v
+        rows.append(row)
+    df = pd.DataFrame.from_records(rows)
+    if not df.empty and "date" in df.columns:
+        try:
+            df = df.sort_values(
+                by="date",
+                key=lambda s: pd.to_datetime(s, format="%d-%b-%Y"),
+                ascending=False,
+            ).reset_index(drop=True)
+        except Exception:
+            pass
+    return df
+
+
+#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)
+    # github.com/aeron7/nsepython issue #75: this used to raise a raw
+    # KeyError('data') because equity_history() silently returned {} on a
+    # blocked/retired endpoint. nsefetch() now raises a descriptive
+    # NSEEndpointError instead of swallowing the failure -- surface that
+    # (plus any other unexpected shape problem) as a clear, named error
+    # instead of a bare KeyError, per the issue reporter's own suggestion.
+    try:
+        df = get_beta_df_maker(symbol,days)
+        df2 = get_beta_df_maker(symbol2,days)
+    except NSEEndpointError:
+        raise
+    except Exception as e:
+        raise NSEEndpointError(
+            f"get_beta({symbol!r}, symbol2={symbol2!r}): could not build the "
+            f"daily-change series needed for beta -- {e}"
+        ) from e
+
+    x=df["daily_change"].tolist()
+    y=df2["daily_change"].tolist()
+
+    if not x or not y:
+        raise NSEEndpointError(
+            f"get_beta({symbol!r}, symbol2={symbol2!r}): got no historical "
+            f"price data back for the requested {days}-day window."
+        )
+
+    #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)
+
+    if variance == 0:
+        raise NSEEndpointError(
+            f"get_beta({symbol!r}, symbol2={symbol2!r}): symbol2 had zero "
+            f"price variance over this window, beta is undefined."
+        )
+
+    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"):
+        # NSE's pre-open-market window for most `key` values (e.g. "NIFTY")
+        # is only populated for a few minutes each morning; outside that
+        # window `data` is a legitimate empty list ({"data": [], "msg": "No
+        # Data Found"}), which used to raise a confusing KeyError('metadata')
+        # trying to pull a column out of an empty DataFrame. Return an empty
+        # DataFrame instead.
+        if not payload.get('data'):
+            return pd.DataFrame()
+        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(io.StringIO(_nse_fetch_csv_text(
+        '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"):
+    # The old /api/historical/{bulk-deals,short-selling,block-deals} family is
+    # retired on the live site (confirmed HTTP 503 straight from NSE's origin
+    # -- not an Akamai bot-challenge: the 503 body is a tiny generic Apache
+    # ErrorDocument page returned with a consistent ~20-30ms *origin* timing
+    # on every single attempt, with or without warm-up/referer variations,
+    # which is the signature of a dead backend route rather than a solvable
+    # JS sensor wall).
+    #
+    # Found the real, current replacement by driving NSE's own "Bulk Deals/
+    # Block Deals/ Short Selling Archives" report page
+    # (https://www.nseindia.com/report-detail/display-bulk-and-block-deals)
+    # with Playwright and capturing what it actually calls when you click
+    # Go: `/api/historicalOR/bulk-block-short-deals?optionType=<mode>&from=
+    # ..&to=..` -- same host-prefix swap pattern as equity/derivatives above,
+    # just a different path and param name (`optionType=`, not a path
+    # segment), confirmed live for all three modes. Response shape is the
+    # same `{"data": [...]}` the old endpoint returned, just with a different
+    # (current) NSE column-name scheme:
+    #   bulk_deals/block_deals -> BD_DT_DATE, BD_DT_ORDER, BD_SYMBOL,
+    #                              BD_SCRIP_NAME, BD_CLIENT_NAME, BD_BUY_SELL,
+    #                              BD_QTY_TRD, BD_TP_WATP, BD_REMARKS
+    #   short_deals            -> SS_DATE, SS_DATE_ORDER, SS_SYMBOL, SS_NAME,
+    #                              SS_QTY
+    if mode == "bulk_deals":
+        option_type = "bulk_deals"
+    elif mode == "short_deals":
+        option_type = "short_selling"
+    elif mode == "block_deals":
+        option_type = "block_deals"
+    else:
+        option_type = mode
+
+    url = ('https://www.nseindia.com/api/historicalOR/bulk-block-short-deals'
+           '?optionType=' + option_type + '&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(io.StringIO(_nse_fetch_csv_text(
+        "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
+    # Bug fix: the previous version returned True/False based only on
+    # holiday_json's *first* entry, so it almost always reported "open"
+    # regardless of today's actual date (today is essentially never the
+    # first holiday in the list). Scan the whole list for a match instead.
+    holiday_json = nse_holidays()[segment]
+
+    # Get today's date in the format 'dd-Mon-yyyy'
+    today_date = datetime.date.today().strftime('%d-%b-%Y')
+
+    for holiday in holiday_json:
+        if holiday.get('tradingDate') == today_date:
+            print(f"Market is closed today because of {holiday.get('description')}")
+            return False
+
+    print("FNO Market is open today. Have a Nice Trade!")
+    return True
+
+def nse_expirydetails_by_symbol(symbol,meta ="Futures",i=0):
+    payload = nse_quote_derivatives(symbol)
+    expiry_dates = []
+
+    # Extract from new FNO payload structure
+    if 'data' in payload:
+        unique_dates = set()
+        for entry in payload['data']:
+            if 'expiryDate' in entry:
+                # Filter by meta type if possible, though 'data' usually contains all
+                # To be precise, we can check instrumentType
+                it = entry.get('instrumentType', '')
+                if (meta == "Futures" and "FUT" in it) or (meta == "Options" and "OPT" in it):
+                    unique_dates.add(entry['expiryDate'])
+        expiry_dates = sorted(list(unique_dates), key=lambda x: datetime.datetime.strptime(x, "%d-%b-%Y"))
+
+    # Filter future dates
+    future_expiry_dates = []
+    if expiry_dates:
+        temp_dates = [datetime.datetime.strptime(date, "%d-%b-%Y").date() for date in expiry_dates]
+        future_expiry_dates = sorted([date.strftime("%d-%b-%Y") for date in temp_dates if date >= datetime.datetime.now().date()], key=lambda x: datetime.datetime.strptime(x, "%d-%b-%Y"))
+
+    # Fallback to expiry_list if i is out of range
+    if i >= len(future_expiry_dates):
+        dates = expiry_list(symbol, type="list")
+        if dates:
+            temp_dates = [datetime.datetime.strptime(date, "%d-%b-%Y").date() for date in dates]
+            future_expiry_dates = sorted([date.strftime("%d-%b-%Y") for date in temp_dates if date >= datetime.datetime.now().date()], key=lambda x: datetime.datetime.strptime(x, "%d-%b-%Y"))
+
+    if i >= len(future_expiry_dates):
+        return None, None
+
+    currentExpiry = future_expiry_dates[i]
+    currentExpiry_dt = datetime.datetime.strptime(currentExpiry, '%d-%b-%Y').date()
+    date_today = run_time.date()
+    dte = (currentExpiry_dt - date_today).days
+    return currentExpiry_dt, dte
+
+def security_wise_archive(from_date, to_date, symbol, series="ALL"):
+    # The old /api/historical/securityArchives route is retired on the live
+    # site (confirmed HTTP 503 straight from NSE's origin -- same dead-route
+    # signature as nse_largedeals_historical() above, not a solvable Akamai
+    # challenge: tiny generic Apache ErrorDocument body, consistent fast
+    # origin timing on every attempt regardless of warm-up/referer).
+    #
+    # Found the real, current replacement by driving NSE's own "Security-wise
+    # Archives (Equities)" report page
+    # (https://www.nseindia.com/report-detail/eq_security) with Playwright
+    # and capturing what it actually calls when you click Go:
+    # `/api/historicalOR/generateSecurityWiseHistoricalData?from=..&to=..&
+    # symbol=..&type=..&series=..` -- same host-prefix-swap family as
+    # equity_history()/derivative_history() above, just a different path and
+    # `type=` instead of `dataType=`. Confirmed live: response shape is the
+    # same `{"data": [...]}` with the same CH_*/COP_DELIV_* column names the
+    # old endpoint used (cross-checked against equity_history()'s numbers for
+    # the same symbol/dates -- exact match).
+    base_url = "https://www.nseindia.com/api/historicalOR/generateSecurityWiseHistoricalData"
+    url = f"{base_url}?from={from_date}&to={to_date}&symbol={symbol.upper()}&type=priceVolumeDeliverable&series={series.upper()}"
+    payload = nsefetch(url)
+    return pd.DataFrame(payload['data'])