nsepython 2.97__py3-none-any.whl → 2.99__py3-none-any.whl

nsepython/rahu.py

@@ -1,6 +1,6 @@
 import os,sys
-# os.chdir(os.path.dirname(os.path.abspath(__file__)))
-# sys.path.insert(1, os.path.join(sys.path[0], '..'))
+#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
@@ -9,91 +9,297 @@ import random
 import datetime,time
 import logging
 import re
+import io
 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()
+# ---------------------------------------------------------------------------
+# 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)
 
-        if not os.path.exists("cookies.txt"):
-            refresh_cookies()
+    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)
 
-        encoded_url = encode(payload)
-        cmd = f'curl -b cookies.txt "{encoded_url}" {curl_headers}'
-        raw = os.popen(cmd).read()
+        if r.status_code != 200:
+            raise NSEEndpointError(f"nsefetch: HTTP {r.status_code} for {payload}")
 
         try:
-            return json.loads(raw)
+            return r.json()
         except ValueError:
-            refresh_cookies()
-            raw = os.popen(cmd).read()
-            try:
-                return json.loads(raw)
-            except ValueError:
-                return {}
+            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}")
 
-if(mode=='local'):
-    def nsefetch(payload):
 
+# ---------------------------------------------------------------------------
+# 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:
-            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"
-        }
+            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']
+#
+# Round 3: NSE has since added live F&O index-derivative products beyond
+# the original 3 (confirmed live -- getSymbolDerivativesData&symbol=
+# MIDCPNIFTY and &symbol=NIFTYNXT50 both return real, actively-traded
+# CE/PE records right now, 2026-10). nse_quote()'s own `any(x in symbol
+# for x in indices)` substring check already happened to work for these by
+# accident (both names contain the substring "NIFTY"), but fnolist()'s
+# exact-membership check (used by nse_quote_derivatives()) did not, which
+# silently made nse_quote_ltp()/nse_quote_meta() return 0/{} for these
+# symbols instead of real data. Listed explicitly here (not just relying on
+# substring luck) so fnolist() membership works for them too.
+indices = ['NIFTY','FINNIFTY','BANKNIFTY','MIDCPNIFTY','NIFTYNXT50']
 
 def running_status():
     start_now=datetime.datetime.now().replace(hour=9, minute=15, second=0, microsecond=0)
@@ -102,17 +308,10 @@ def running_status():
 
 #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']]
-
+    nselist = indices.copy()
+    for x in range(len(positions['data'])):
+        nselist.append(positions['data'][x]['symbol'])
     return nselist
 
 def nsesymbolpurify(symbol):
@@ -121,15 +320,46 @@ def nsesymbolpurify(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)
+    # 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'):
@@ -138,109 +368,439 @@ def oi_chain_builder(symbol,expiry="latest",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']
+    # 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)
+    # Round 3 bug fix: the membership check below was correctly
+    # case-insensitive (symbol.upper() in fnolist()) but the URL built right
+    # after it used the original, un-uppercased `symbol` -- the live
+    # getSymbolDerivativesData endpoint is itself case-sensitive, so a
+    # lowercase/mixed-case symbol (e.g. "sbin", "banknifty") silently came
+    # back as {'data': [], 'timestamp': ''} (a plausible-looking empty
+    # response, not an error) instead of real data. Uppercase once and reuse
+    # it for both the check and the fetch.
+    symbol_u = symbol.upper()
+    if symbol_u in fnolist():
+        payload = nsefetch('https://www.nseindia.com/api/NextApi/apiClient/GetQuoteApi?functionName=getSymbolDerivativesData&symbol='+symbol_u)
+        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
+    #
+    # section='' (default) already returns the FULL detail in one call --
+    # metaData/secInfo/priceInfo/orderBook/tradeInfo are all present together
+    # in that single payload. Only pass section= for a genuine sub-slice:
+    #   'trade_info'    -- order-book depth / VaR margin slice
+    #   'preOpenMarket' -- the day's 09:00-09:08 IST pre-open auction ladder
+    # Round 3 research (checked against unofficed.com's own docs, the
+    # hi-imcodeman/stock-nse-india reference TS implementation, and this
+    # project's entire GitHub issue history) found no evidence NSE's old API
+    # ever accepted any OTHER section= value -- 'preOpenMarket'/'metadata'/
+    # 'industryInfo'/'info'/'priceInfo'/'securityInfo' were never alternate
+    # query values, just top-level keys inside the un-sectioned response
+    # section='' already returns.
     symbol = nsesymbolpurify(symbol)
+    # Round 3 bug fix: this substring check used to be case-sensitive, so a
+    # lowercase/mixed-case index name (e.g. "banknifty") fell through to the
+    # equity branch below and 404'd (banknifty isn't an equity symbol).
+    symbol_u = symbol.upper()
 
     if(section==""):
-        if any(x in symbol for x in fnolist()):
-            payload = nsefetch('https://www.nseindia.com/api/quote-derivative?symbol='+symbol)
+        if any(x in symbol_u for x in indices):
+            payload = nsefetch('https://www.nseindia.com/api/NextApi/apiClient/GetQuoteApi?functionName=getSymbolDerivativesData&symbol='+symbol_u)
         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)
+            payload = nsefetch('https://www.nseindia.com/api/NextApi/apiClient/GetQuoteApi?functionName=getSymbolData&marketType=N&series=EQ&symbol='+symbol_u)
         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_u)
+        if 'equityResponse' not in payload or not payload['equityResponse']:
+            raise NSEEndpointError(
+                f"nse_quote({symbol!r}, section='trade_info'): no "
+                f"equityResponse in payload -- this section is only "
+                f"meaningful for an equity symbol (not an index/derivative "
+                f"underlying)."
+            )
+        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"),
+            },
+        }
 
-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'):
+    if(section=="preOpenMarket"):
+        # Round 3: NSE's old /api/quote-equity&section=preOpenMarket route
+        # is dead (confirmed HTTP 403, same wall as every other section
+        # value below), but a genuinely live, working replacement exists:
+        # /api/market-data-pre-open?key=ALL returns ALL ~2200 symbols' real
+        # pre-open order-book ladders in one shot. Filter it down to the
+        # requested symbol instead of fabricating anything.
+        #
+        # Caveat (documented, not disguised): this is literally the
+        # 09:00-09:08 IST pre-open auction snapshot, not continuous/live
+        # intraday data -- checked well after market open it will look
+        # "stale" because it reflects that morning's last pre-open auction.
+        # That is the real, live content of this feed, not a bug.
+        payload = nsefetch('https://www.nseindia.com/api/market-data-pre-open?key=ALL')
+        for entry in payload.get('data', []):
+            if entry.get('metadata', {}).get('symbol') == symbol_u:
+                return entry['detail']['preOpenMarket']
+        raise NSEEndpointError(
+            f"nse_quote({symbol!r}, section='preOpenMarket'): {symbol_u} was "
+            f"not found in today's pre-open-market list -- either it isn't a "
+            f"pre-open-eligible series, or today's pre-open session hasn't "
+            f"run/populated yet."
+        )
+
+    # Round 3: every other section value (e.g. the old 'metadata'/
+    # 'industryInfo'/'info'/'priceInfo'/'securityInfo') used to fall through
+    # here and hit the dead /api/quote-equity&section=X route -- a ~5s
+    # double-retry ending in a misleading HTTP 403, for a route that was
+    # never real in the first place. Checked against unofficed.com's own
+    # docs, the hi-imcodeman/stock-nse-india reference implementation, and
+    # this project's full GitHub issue history: NSE's API never accepted
+    # any section value beyond 'trade_info' -- those other names are just
+    # top-level keys inside the un-sectioned response, already returned in
+    # full by nse_quote(symbol) (section=""). Raise immediately and clearly
+    # instead of a slow, confusing network round-trip to a route that was
+    # never real.
+    raise ValueError(
+        f"nse_quote: unsupported section={section!r}; only '' (full quote), "
+        f"'trade_info', and 'preOpenMarket' are supported -- NSE's old "
+        f"quote-equity API never had other section values. section='' "
+        f"already returns the full detail (metaData/secInfo/priceInfo/"
+        f"orderBook/tradeInfo all together)."
+    )
+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_entry_oi(entry):
+    """Round 3 fix: pcr() must accept BOTH option-chain shapes this library
+    can hand it --
+      - the NESTED per-strike shape nse_optionchain_scrapper()/option_chain()
+        return: {'strikePrice','expiryDate','CE':{...},'PE':{...}}
+      - the FLAT per-contract-leg shape nse_quote_derivatives()/nse_quote()
+        (for derivatives) actually return now: each entry IS one leg
+        directly, with optionType=='CE'/'PE' and openInterest at the TOP
+        LEVEL -- there is no nested entry['CE']/entry['PE'] in this shape at
+        all.
+    Before this fix, pcr()'s aggregation loop only ever read entry['CE']/
+    entry['PE'], so feeding it the flat shape matched the target expiry
+    (found_data=True) but silently added 0 to both ce_oi/pe_oi every time,
+    returning a plausible-looking-but-wrong pcr of 0.0 instead of raising.
+    Returns (ce_oi_contribution, pe_oi_contribution) for one entry.
+    """
+    if ('CE' in entry) or ('PE' in entry):
+        ce = entry['CE'].get('openInterest', 0) or 0 if entry.get('CE') else 0
+        pe = entry['PE'].get('openInterest', 0) or 0 if entry.get('PE') else 0
+        return ce, pe
+    if entry.get('optionType') == 'CE':
+        return entry.get('openInterest', 0) or 0, 0
+    if entry.get('optionType') == 'PE':
+        return 0, entry.get('openInterest', 0) or 0
+    return 0, 0
+
+def pcr(payload, inp=0):
     ce_oi = 0
     pe_oi = 0
-    for i in payload['records']['data']:
-        if i['expiryDate'] == payload['records']['expiryDates'][inp]:
+
+    # 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 (covers BOTH the nested per-strike shape and the
+        # flat per-contract-leg shape -- see _pcr_entry_oi() above)
+        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:
+        # Round 3: a payload with neither 'records' nor 'data' isn't a
+        # recognizable option-chain/derivatives shape at all -- returning
+        # 0.0 here used to silently look like "zero put/call OI" instead of
+        # "this isn't option-chain data". Raise clearly instead.
+        raise NSEEndpointError(
+            "pcr(): payload has neither 'records' nor 'data' -- pass the "
+            "output of option_chain()/nse_optionchain_scrapper(), "
+            "nse_quote_derivatives(), or nse_quote() for a derivatives "
+            "symbol."
+        )
+
+    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('underlying')
+                       or (first.get('CE') and first['CE'].get('underlying'))
+                       or (first.get('PE') and first['PE'].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:
-                ce_oi += i['CE']['openInterest']
-                pe_oi += i['PE']['openInterest']
-            except KeyError:
+                c, p = _pcr_entry_oi(i)
+                ce_oi += c
+                pe_oi += p
+            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):
-  payload = nse_quote(symbol)
+  # Round 3 bug fix: this index-routing check was case-sensitive, so e.g.
+  # nse_quote_ltp("banknifty") (no optionType) missed the indices branch,
+  # fell through to the equity getSymbolData endpoint, and 404'd. Checking
+  # against symbol.upper() routes it correctly regardless of case.
+  if(optionType!="-"):
+      payload = nse_quote_derivatives(symbol)
+  else:
+      if any(x in symbol.upper() 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.upper())
+
+  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"
@@ -248,36 +808,68 @@ def nse_quote_ltp(symbol,expiryDate="latest",optionType="-",strikePrice=0):
   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]
+    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!="-"):
-      for i in payload['stocks']:
-        if meta in i['metadata']['instrumentType']:
-          #print(i['metadata'])
+      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['metadata']['expiryDate']==expiryDate):
-                lastPrice = i['metadata']['lastPrice']
+              if(i.get('expiryDate')==expiryDate):
+                lastPrice = i.get('lastPrice')
+                break
 
           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']
+              # 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
 
@@ -292,58 +884,212 @@ def nse_quote_ltp(symbol,expiryDate="latest",optionType="-",strikePrice=0):
 # 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
+  # Round 3 bug fix: case-sensitive index routing (see nse_quote_ltp()).
+  if(optionType!="-"):
+      payload = nse_quote_derivatives(symbol)
+  else:
+      if any(x in symbol.upper() 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.upper())
 
-  #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]
+  metadata = {}
 
-  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]
+  if(optionType=="-"):
+      if 'equityResponse' in payload and len(payload['equityResponse']) > 0:
+          metadata = payload['equityResponse'][0].get('metaData', {})
+      elif 'data' in payload and len(payload['data']) > 0:
+          # Round 3 fix (known gap #2): index/derivative underlyings go
+          # through nse_quote_derivatives()'s flat per-contract-leg shape,
+          # which has no 'equityResponse'/'metaData' at all -- this used to
+          # silently fall through to the {} default, making every index
+          # symbol look like "no data" instead of "wrong shape for this
+          # accessor". There is no equity-style open/high/low/close
+          # snapshot anywhere in this payload for an index (only
+          # underlyingValue/underlying/timestamp per leg), so we return the
+          # real fields that DO exist instead of fabricating the rest.
+          first = payload['data'][0]
+          metadata = {
+              "symbol": first.get('underlying') or symbol.upper(),
+              "underlyingValue": first.get('underlyingValue'),
+              "timestamp": payload.get('timestamp'),
+          }
+      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!="-"):
-      for i in payload['stocks']:
-        if meta in i['metadata']['instrumentType']:
-          #print(i['metadata'])
+      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['metadata']['expiryDate']==expiryDate):
-                metadata = i['metadata']
+              if(i.get('expiryDate')==expiryDate):
+                metadata = i
+                break
 
           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']
+              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']
+    # Round 3 bug fix (new finding, highest severity found this round): this
+    # function unconditionally indexed payload['records'] -- the pre-rewrite
+    # legacy NSE shape. option_chain()/nse_optionchain_scrapper() (this
+    # library's OWN current option-chain source, since round 1) return
+    # {'data': [...], 'timestamp': ...} instead -- 'records' doesn't exist
+    # anywhere in the live code path any more, so this function could never
+    # succeed with real data produced by this library: every call crashed
+    # with KeyError('records'), unconditionally.
+    if 'records' in payload:
+        # Legacy shape, kept for any caller handing in an old-style cached
+        # payload captured before this library's rewrite.
+        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()]
+        if inp >= len(expiry_dates):
+            raise NSEEndpointError(
+                f"nse_optionchain_ltp(): requested expiry index {inp} is out "
+                f"of range -- only {len(expiry_dates)} future expiries found."
+            )
+        expiryDate = expiry_dates[inp]
+        for x in range(len(payload['records']['data'])):
+            row = payload['records']['data'][x]
+            if (row['strikePrice'] == strikePrice) and (row['expiryDate'] == expiryDate):
+                leg = row[optionType]
+                if(intent==""): return leg['lastPrice']
+                if(intent=="sell"): return leg['bidprice']
+                if(intent=="buy"): return leg['askPrice']
+        return None
+
+    if 'data' in payload:
+        # Current shape: option_chain()/nse_optionchain_scrapper()'s flat
+        # 'data' list, each entry already grouped per-strike with 'CE'/'PE'
+        # sub-dicts (see nse_optionchain_scrapper()'s combine step) --
+        # strikePrice/expiryDate live on the outer entry, the price fields
+        # live inside entry[optionType].
+        data_list = payload['data']
+
+        def _parse_exp(d):
+            try:
+                if "-" in d and d.split("-")[1].isdigit():
+                    return datetime.datetime.strptime(d, "%d-%m-%Y").date()
+                return datetime.datetime.strptime(d, "%d-%b-%Y").date()
+            except Exception:
+                return None
+
+        unique_dates = sorted(
+            {e.get('expiryDate') for e in data_list if e.get('expiryDate')},
+            key=lambda d: _parse_exp(d) or datetime.date.max,
+        )
+        today = datetime.datetime.now().date()
+        future_dates = [d for d in unique_dates if (_parse_exp(d) or today) >= today]
+        if inp >= len(future_dates):
+            raise NSEEndpointError(
+                f"nse_optionchain_ltp(): requested expiry index {inp} is out "
+                f"of range -- only {len(future_dates)} future expiries found "
+                f"in this payload."
+            )
+        expiryDate = future_dates[inp]
+
+        try:
+            target_strike = float(str(strikePrice).strip())
+        except Exception:
+            target_strike = None
+
+        for entry in data_list:
+            if entry.get('expiryDate') != expiryDate:
+                continue
+            try:
+                entry_strike = float(str(entry.get('strikePrice')).strip())
+            except Exception:
+                continue
+            if target_strike is not None and entry_strike != target_strike:
+                continue
+            if 'optionType' in entry and 'CE' not in entry and 'PE' not in entry:
+                # Flat per-leg shape (nse_quote_derivatives()/nse_quote()'s
+                # getSymbolDerivativesData output): each list entry IS one
+                # CE or PE leg directly (entry['optionType'] == 'CE'/'PE',
+                # price fields on the entry itself) rather than one entry
+                # per strike holding both legs nested under entry['CE']/
+                # entry['PE']. Round-3 bug (confirmed live, fixed here):
+                # entry.get(optionType) always returned None for this shape
+                # since there's no such nested key on a flat leg.
+                if entry.get('optionType') != optionType:
+                    continue
+                leg = entry
+            else:
+                leg = entry.get(optionType)
+            if not leg:
+                continue
+            if intent == "":
+                return leg.get('lastPrice')
+            if intent == "sell":
+                # The live getSymbolDerivativesData-backed payload carries
+                # no bid/ask order-book fields at all (confirmed live) --
+                # only the legacy 'records' shape had bidprice/askPrice.
+                # This is a genuine data-availability gap, not a lookup
+                # bug: returns None rather than guessing a price.
+                return leg.get('buyPrice1', leg.get('bidprice'))
+            if intent == "buy":
+                return leg.get('sellPrice1', leg.get('askPrice'))
+        return None
+
+    raise NSEEndpointError(
+        "nse_optionchain_ltp(): payload has neither 'records' nor 'data' -- "
+        "pass the output of option_chain()/nse_optionchain_scrapper() "
+        "directly."
+    )
 
 def nse_eq(symbol):
     symbol = nsesymbolpurify(symbol)
@@ -355,8 +1101,20 @@ def nse_eq(symbol):
                 payload = nsefetch('https://www.nseindia.com/api/quote-derivative?symbol='+symbol)
         except:
             pass
-    except KeyError:
-        print("Getting Error While Fetching.")
+    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
 
 
@@ -370,8 +1128,18 @@ def nse_fno(symbol):
                 payload = nsefetch('https://www.nseindia.com/api/quote-equity?symbol='+symbol)
         except KeyError:
             pass
-    except KeyError:
-        print("Getting Error While Fetching.")
+    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):
@@ -384,10 +1152,22 @@ def option_chain(symbol):
     return nse_optionchain_scrapper(symbol)
 
 def nse_holidays(type="trading"):
+    # Round 3 bug fix: these were two independent `if`s with no `else`, so
+    # any type other than exactly "trading"/"clearing" left `payload` never
+    # assigned, and `return payload` blew up with an unrelated-looking
+    # UnboundLocalError instead of a clear "invalid type" message. Confirmed
+    # live that NSE's own /api/holiday-master endpoint only accepts these
+    # two type values (anything else comes back HTTP 200 with a zero-length
+    # body) -- so raise a clear, descriptive error for anything else.
     if(type=="clearing"):
         payload = nsefetch('https://www.nseindia.com/api/holiday-master?type=clearing')
-    if(type=="trading"):
+    elif(type=="trading"):
         payload = nsefetch('https://www.nseindia.com/api/holiday-master?type=trading')
+    else:
+        raise ValueError(
+            f"nse_holidays: invalid type={type!r} -- NSE's holiday-master "
+            f"API only supports type='trading' or type='clearing'."
+        )
     return payload
 
 def holiday_master(type="trading"):
@@ -411,19 +1191,31 @@ 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
+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()
 
-    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
+    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"):
@@ -442,8 +1234,22 @@ def nse_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://nseindia.com/api/latest-circular')
+        payload = nsefetch('https://www.nseindia.com/api/circulars')
     else:
         payload = nsefetch('https://www.nseindia.com/api/circulars')
     return payload
@@ -465,21 +1271,30 @@ def nsetools_get_quote(symbol):
             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():
-    payload = nsefetch('https://iislliveblob.niftyindices.com/jsonfiles/LiveIndicesWatch.json')
-    payload = pd.DataFrame(payload["data"])
-    return payload
+    return pd.DataFrame(_nse_index_data())
 
 def nse_get_index_list():
-    payload = nsefetch('https://iislliveblob.niftyindices.com/jsonfiles/LiveIndicesWatch.json')
-    payload = pd.DataFrame(payload["data"])
-    return payload["indexName"].tolist()
+    return pd.DataFrame(_nse_index_data())["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]
+    for row in _nse_index_data():
+        if row["indexName"] == index.upper():
+            return row
 
 def nse_get_advances_declines(mode="pandas"):
     try:
@@ -505,10 +1320,19 @@ def nse_get_top_gainers():
     return df.head(5)
 
 def nse_get_fno_lot_sizes(symbol="all",mode="list"):
-    url="https://archives.nseindia.com/content/fo/fo_mktlots.csv"
+    # 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=requests.get(url).text
+        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):
@@ -520,7 +1344,7 @@ def nse_get_fno_lot_sizes(symbol="all",mode="list"):
             return res_dict[symbol.upper()]
 
     if(mode=="pandas"):
-        payload = pd.read_csv(url)
+        payload = pd.read_csv(io.StringIO(_nse_fetch_csv_text(url)))
         if(symbol=="all"):
             return payload
         else:
@@ -552,6 +1376,22 @@ def black_scholes_dexter(S0,X,t,σ="",r=10,q=0.0,td=365):
   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/
 
+  # Round 3 bug fix: t=0 (an option literally expiring today, a completely
+  # normal real-world input given NSE's weekly expiries) used to raise a
+  # raw, uncaught ZeroDivisionError from sigma*sqrt(t) in d1's denominator.
+  # This is a genuine math-domain limit of the Black-Scholes formula (it's
+  # undefined at t=0), not an NSE-API issue -- so raise a clear, descriptive
+  # error pointing the caller at intrinsic value instead of a bare
+  # ZeroDivisionError.
+  if t <= 0:
+      raise ValueError(
+          f"black_scholes_dexter: t={t*td:g} days to expiry must be > 0 -- "
+          f"Black-Scholes delta/gamma/theta/vega are undefined at t=0 (an "
+          f"option expiring today). Use intrinsic value "
+          f"(max(S0-X,0) for a call / max(X-S0,0) for a put) directly "
+          f"instead for a same-day expiry."
+      )
+
   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
 
@@ -574,7 +1414,13 @@ def black_scholes_dexter(S0,X,t,σ="",r=10,q=0.0,td=365):
 
 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
+    # 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"])
@@ -654,7 +1500,10 @@ def derivative_history_virgin(symbol,start_date,end_date,instrumentType,expiry_d
         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+""
+    # /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)
@@ -719,12 +1568,15 @@ def derivative_history(symbol,start_date,end_date,instrumentType,expiry_date,str
 
 
 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+""
+    # 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)
 
+    payload_data = None
     for key, value in payload['expiryDatesByInstrument'].items():
       if type.lower() == "options" and "OPT" in key:
           payload_data = payload['expiryDatesByInstrument'][key]
@@ -732,7 +1584,20 @@ def expiry_history(symbol,start_date="",end_date="",type="options"):
       elif type.lower() == "futures" and "FUT" in key:
           payload_data =  payload['expiryDatesByInstrument'][key]
           break
-    
+
+    if payload_data is None:
+        return []
+
+    # Round 3 bug fix: calling this with its own documented defaults (no
+    # dates -- expiry_history("NIFTY")) used to crash unconditionally with
+    # `ValueError: time data '' does not match format '%d-%m-%Y'`, because
+    # start_date/end_date default to "" but got passed straight into
+    # strptime with no blank-check. Confirmed live that the endpoint itself
+    # already handles blank from/to by returning the full unfiltered expiry
+    # list -- so short-circuit and return that directly instead of crashing.
+    if start_date == "" or end_date == "":
+        return payload_data
+
     # 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")
@@ -741,7 +1606,7 @@ def expiry_history(symbol,start_date="",end_date="",type="options"):
     filtered_date_payload = []
 
     # Initialize a flag to check if the first date after end_date has been added
-    added_after_end_date = False    
+    added_after_end_date = False
 
     # Iterate through date_payload and filter dates within the range
     for date_str in payload_data:
@@ -751,62 +1616,163 @@ def expiry_history(symbol,start_date="",end_date="",type="options"):
         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 = {
-    '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',
+    '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',
-    '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',
+    'sec-ch-ua-platform': '"Windows"',
 }
 
-def index_history(symbol,start_date,end_date):
+_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 + "'}"}
-    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
+    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):
-    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
+    return _niftyindices_fetch("getpepbHistoricaldataDBtoString", symbol, start_date, end_date)
 
 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
+    return _niftyindices_fetch("getTotalReturnIndexString", symbol, start_date, end_date)
 
 def get_bhavcopy(date):
     date = date.replace("-","")
-    payload=pd.read_csv("https://archives.nseindia.com/products/content/sec_bhavdata_full_"+date+".csv")
+    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("https://archives.nseindia.com/content/equities/bulk.csv")
+    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("https://archives.nseindia.com/content/equities/block.csv")
+    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):
@@ -841,11 +1807,32 @@ def getbeta(symbol,days=365,symbol2="NIFTY 50"):
 
 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)
+    # 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)
@@ -854,12 +1841,26 @@ def get_beta(symbol,days=365,symbol2="NIFTY 50"):
     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
@@ -868,8 +1869,13 @@ def nse_preopen(key="NIFTY",type="pandas"):
 
 #By Avinash https://forum.unofficed.com/t/nsepython-documentation/376/102?u=dexter
 def nse_preopen_movers(key="FO",filter=1.5):
+    # Round 3 bug fix: the body hardcoded the literal 1.5/-1.5 thresholds
+    # instead of using the `filter` parameter at all -- any caller passing
+    # a custom threshold (nse_preopen_movers(key="FO", filter=50)) got
+    # silently ignored and always got the same 1.5% cutoff back, with no
+    # error or warning.
     preOpen_gainer=nse_preopen(key)
-    return preOpen_gainer[preOpen_gainer['pChange'] >1.5],preOpen_gainer[preOpen_gainer['pChange'] <-1.5]
+    return preOpen_gainer[preOpen_gainer['pChange'] >filter],preOpen_gainer[preOpen_gainer['pChange'] <-filter]
 
 # type = "securities"
 # type = "etf"
@@ -886,7 +1892,8 @@ def nse_most_active(type="securities",sort="value"):
 
 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')
+    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"):
@@ -904,16 +1911,42 @@ def nse_largedeals(mode="bulk_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":
-        mode = "bulk-deals"
+        option_type = "bulk_deals"
     elif mode == "short_deals":
-        mode = "short-selling"
+        option_type = "short_selling"
     elif mode == "block_deals":
-        mode = "block-deals"
-    
-    url='https://www.nseindia.com/api/historical/' + mode + '?from=' + from_date + '&to=' + to_date
+        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"])
@@ -922,45 +1955,748 @@ def nse_largedeals_historical(from_date, to_date, mode="bulk_deals"):
 #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")
+    # Round 3 bug fix: this CSV has a title/caption row as line 1
+    # ('""Participant wise Open Interest...""') with the REAL header on
+    # line 2 -- reading it with no skiprows made pandas parse the caption
+    # as the header and shift the real header row down into the data,
+    # mislabeling every single column (confirmed live on every trading date
+    # tested: columns came out as 'Unnamed: 2', 'Unnamed: 3', etc instead of
+    # 'Future Index Long', 'Total Short Contracts', ...).
+    text = _nse_fetch_csv_text(
+        "https://archives.nseindia.com/content/nsccl/fao_participant_oi_"+date+".csv")
+    payload = pd.read_csv(io.StringIO(text), skiprows=1)
+    # NSE's own header row carries stray trailing whitespace on a couple of
+    # columns (e.g. "Future Stock Short       ") -- strip it so column
+    # lookups by name work as documented.
+    payload.columns = [c.strip() for c in payload.columns]
     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')
 
-    # 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']}")
+        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(symbol)
+    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'])
 
-    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'])
+# ---------------------------------------------------------------------------
+# NSE's official, no-auth MCP (Model Context Protocol) servers
+#
+# NSE India publishes its own free, no-API-key-required MCP servers
+# (https://www.nseindia.com/nse-mcp) -- two streamable-HTTP endpoints:
+#
+#   "bhavcopy" -- https://mcp.nseindia.in/bhavcopy/cm/mcp
+#       ("nse-bhavcopy-redis-mcp", 21 tools): historical/derived data --
+#       stock & index history, valuations, corporate actions, comparisons,
+#       moving averages, 52-week range, market mood/breadth, symbol search.
+#
+#   "cmmkt" -- https://mcp.nseindia.in/cmmkt/mcp
+#       ("cm-market-mcp", 15 tools): live cash-market data -- live quotes,
+#       gainers/losers, live index values, equity/SME/bond/call-auction
+#       stock lists.
+#
+# This is a genuinely different, independent path into NSE data from the
+# rest of this module: it is NSE's own hosted service, not a scrape of
+# nseindia.com through curl_cffi's Akamai-impersonation transport, so it is
+# unaffected by Akamai Bot Manager entirely and is often the more reliable
+# choice when it covers the data you need. It still reuses this module's
+# shared curl_cffi session (_get_nse_session()) purely for cheap connection
+# pooling / one consistent TLS-fingerprint story -- the MCP calls themselves
+# need no cookies, no warm-up, and no auth of any kind.
+#
+# Protocol notes (streamable-HTTP MCP, JSON-RPC 2.0):
+#   - POST an "initialize" request first; the response carries a
+#     "Mcp-Session-Id" (or "mcp-session-id") header that must be echoed back
+#     as a header on every subsequent request for that session.
+#   - A "notifications/initialized" notification should follow (no response
+#     body expected) before calling any tool.
+#   - "tools/call" responses come back either as plain JSON or as an
+#     SSE-framed body (Content-Type: text/event-stream) shaped like
+#     "event:message\ndata:{...}\n\n" -- both are handled below.
+#   - The actual tool result is nested at result.content[0].text, which is
+#     itself a JSON string in practice for every tool checked so far.
+#   - A small number of tools (confirmed: nse_get_gainers / nse_get_losers
+#     on the cmmkt server) currently come back with isError=false but an
+#     inner {"error": "..."} payload -- a live bug on NSE's own server side
+#     ("Failed to parse cached data: ArrayList cannot be cast to Map").
+#     That is treated the same as any other failure here: raised as
+#     NSEEndpointError rather than silently handed back as "data".
+# ---------------------------------------------------------------------------
+
+_NSE_MCP_SERVERS = {
+    "bhavcopy": "https://mcp.nseindia.in/bhavcopy/cm/mcp",
+    "cmmkt": "https://mcp.nseindia.in/cmmkt/mcp",
+}
+
+_NSE_MCP_CLIENT_VERSION = "2.98"
+
+# Lightweight session-id cache, keyed by server URL, so repeated calls to the
+# same MCP server don't re-run the "initialize" handshake every time.
+_nse_mcp_session_cache = {}
+
+
+def _nse_mcp_parse_response(r):
+    """Parse one MCP HTTP response body, which comes back as either plain
+    JSON or an SSE-framed body (Content-Type: text/event-stream) shaped like
+    "event:message\\ndata:{...}\\n\\n". Returns the decoded JSON-RPC envelope
+    dict either way.
+    """
+    ctype = r.headers.get("content-type", "") or ""
+    if "text/event-stream" in ctype:
+        data_lines = [
+            line[len("data:"):].strip()
+            for line in r.text.splitlines()
+            if line.startswith("data:")
+        ]
+        if not data_lines:
+            raise NSEEndpointError("nse_mcp: empty SSE response body")
+        try:
+            return json.loads("".join(data_lines))
+        except ValueError:
+            raise NSEEndpointError("nse_mcp: malformed SSE JSON payload")
+
+    try:
+        return r.json()
+    except ValueError:
+        # A server occasionally mislabels which framing it used -- scan for
+        # "data:" lines regardless of the declared content-type before
+        # giving up.
+        data_lines = [
+            line[len("data:"):].strip()
+            for line in r.text.splitlines()
+            if line.startswith("data:")
+        ]
+        if data_lines:
+            try:
+                return json.loads("".join(data_lines))
+            except ValueError:
+                pass
+        raise NSEEndpointError(
+            f"nse_mcp: non-JSON, non-SSE response body (content-type={ctype!r})"
+        )
+
+
+def _nse_mcp_initialize(server_url):
+    """Run the MCP "initialize" handshake (+ "notifications/initialized")
+    against server_url and return the Mcp-Session-Id NSE's server hands
+    back (or "" if the server doesn't issue one). Retries up to 3 times --
+    the bhavcopy endpoint has been observed to 502 on a cold first request.
+    """
+    session = _get_nse_session()
+    mcp_headers = {
+        "Content-Type": "application/json",
+        "Accept": "application/json, text/event-stream",
+    }
+    init_body = {
+        "jsonrpc": "2.0",
+        "id": 1,
+        "method": "initialize",
+        "params": {
+            "protocolVersion": "2024-11-05",
+            "capabilities": {},
+            "clientInfo": {"name": "nsepython", "version": _NSE_MCP_CLIENT_VERSION},
+        },
+    }
+
+    last_exc = None
+    for attempt in range(3):
+        try:
+            r = session.post(server_url, headers=mcp_headers, json=init_body, timeout=30)
+        except Exception as e:
+            last_exc = NSEEndpointError(f"nse_mcp initialize: request failed for {server_url}: {e}")
+            continue
+
+        if r.status_code == 200:
+            session_id = r.headers.get("mcp-session-id") or r.headers.get("Mcp-Session-Id") or ""
+            notify_headers = dict(mcp_headers)
+            if session_id:
+                notify_headers["Mcp-Session-Id"] = session_id
+            try:
+                session.post(
+                    server_url, headers=notify_headers,
+                    json={"jsonrpc": "2.0", "method": "notifications/initialized"},
+                    timeout=15,
+                )
+            except Exception:
+                pass  # fire-and-forget notification; failure here is harmless
+            return session_id
+
+        last_exc = NSEEndpointError(
+            f"nse_mcp initialize: HTTP {r.status_code} for {server_url}"
+        )
+
+    raise last_exc or NSEEndpointError(f"nse_mcp initialize: failed for {server_url}")
+
+
+def _nse_mcp_get_session_id(server_url, force_new=False):
+    """Return a cached Mcp-Session-Id for server_url, initializing (and
+    caching) one if there isn't one yet or force_new is requested.
+    """
+    if not force_new and server_url in _nse_mcp_session_cache:
+        return _nse_mcp_session_cache[server_url]
+    session_id = _nse_mcp_initialize(server_url)
+    _nse_mcp_session_cache[server_url] = session_id
+    return session_id
+
+
+def _nse_mcp_call(server_url, tool_name, arguments=None):
+    """Call one tool on an NSE-official MCP server and return its parsed
+    result payload.
+
+    Handles the initialize/session-id handshake (with a small cache keyed
+    by server_url so repeat calls don't re-initialize every time), both
+    plain-JSON and SSE response framing, and the nested
+    result.content[0].text tool-result convention (itself JSON-encoded for
+    every tool checked so far). Raises NSEEndpointError -- never returns
+    `{}` -- on any transport failure, JSON-RPC error, MCP tool-level error,
+    or an application-level {"error": ...} payload the tool itself reports.
+    """
+    arguments = arguments or {}
+    session = _get_nse_session()
+    mcp_headers = {
+        "Content-Type": "application/json",
+        "Accept": "application/json, text/event-stream",
+    }
+
+    data = None
+    last_exc = None
+    for attempt in (1, 2):
+        try:
+            session_id = _nse_mcp_get_session_id(server_url, force_new=(attempt == 2))
+        except NSEEndpointError as e:
+            last_exc = e
+            continue
+
+        call_headers = dict(mcp_headers)
+        if session_id:
+            call_headers["Mcp-Session-Id"] = session_id
+
+        body = {
+            "jsonrpc": "2.0",
+            "id": 3,
+            "method": "tools/call",
+            "params": {"name": tool_name, "arguments": arguments},
+        }
+        try:
+            r = session.post(server_url, headers=call_headers, json=body, timeout=30)
+        except Exception as e:
+            last_exc = NSEEndpointError(f"nse_mcp_call({tool_name}): request failed: {e}")
+            continue
+
+        if r.status_code in (401, 403, 404, 409, 502, 503) and attempt == 1:
+            # Could be a stale/expired session id, or the transient 502 seen
+            # on the bhavcopy endpoint's first request -- drop the cached
+            # session and retry once with a fresh initialize.
+            last_exc = NSEEndpointError(
+                f"nse_mcp_call({tool_name}): HTTP {r.status_code} from {server_url}"
+            )
+            _nse_mcp_session_cache.pop(server_url, None)
+            continue
+
+        if r.status_code != 200:
+            raise NSEEndpointError(
+                f"nse_mcp_call({tool_name}): HTTP {r.status_code} from {server_url}"
+            )
+
+        data = _nse_mcp_parse_response(r)
+        last_exc = None
+        break
+
+    if data is None:
+        raise last_exc or NSEEndpointError(
+            f"nse_mcp_call({tool_name}): failed against {server_url}"
+        )
+
+    if data.get("error"):
+        raise NSEEndpointError(
+            f"nse_mcp_call({tool_name}): JSON-RPC error: {data['error']}"
+        )
+
+    result = data.get("result") or {}
+    content = result.get("content") or []
+    if not content:
+        raise NSEEndpointError(
+            f"nse_mcp_call({tool_name}): empty/missing content in response: {result}"
+        )
+
+    text = content[0].get("text", "")
+    try:
+        payload = json.loads(text)
+    except (ValueError, TypeError):
+        payload = text  # plain text/markdown tool result -- hand it back as-is
+
+    if result.get("isError"):
+        raise NSEEndpointError(
+            f"nse_mcp_call({tool_name}): tool reported an error: {payload}"
+        )
+
+    if isinstance(payload, dict) and "error" in payload:
+        # Seen live on nse_get_gainers/nse_get_losers: isError=false but an
+        # inner application-level error from NSE's own server. Don't hand
+        # this back as if it were usable data.
+        raise NSEEndpointError(
+            f"nse_mcp_call({tool_name}): NSE's MCP server reported an application "
+            f"error for this call: {payload['error']}"
+        )
+
+    return payload
+
+
+def nse_mcp_call(server, tool_name, **kwargs):
+    """Call ANY tool on NSE's own official, no-auth MCP servers by name --
+    a generic escape hatch for a tool this module doesn't have a named
+    wrapper for (yet), or any new tool NSE adds to either server in future.
+
+    `server` is "bhavcopy" (historical/derived data) or "cmmkt" (live
+    market data). `kwargs` become the tool's `arguments` object, passed
+    straight through to NSE's MCP endpoint -- see nse_mcp_list_tools() for
+    each tool's name, description and accepted arguments.
+
+    Backed by NSE's own official, no-auth MCP server, not the
+    Akamai-affected nseindia.com scrape path the rest of this module uses --
+    a notably more reliable route when it covers the data you need.
+    """
+    server_url = _NSE_MCP_SERVERS.get(server)
+    if server_url is None:
+        raise NSEEndpointError(
+            f"nse_mcp_call: unknown server {server!r}, expected 'bhavcopy' or 'cmmkt'"
+        )
+    return _nse_mcp_call(server_url, tool_name, kwargs)
+
+
+def nse_mcp_list_tools(server=""):
+    """Return NSE's own live tools/list response -- name, description and
+    full inputSchema -- for one MCP server ("bhavcopy" or "cmmkt"), or both
+    (as a dict keyed by server name) when `server` is omitted/empty.
+
+    Always asks the server live rather than returning a hardcoded copy, so
+    this stays accurate if/when NSE changes either server's toolset.
+    """
+    if server:
+        if server not in _NSE_MCP_SERVERS:
+            raise NSEEndpointError(
+                f"nse_mcp_list_tools: unknown server {server!r}, expected 'bhavcopy' or 'cmmkt'"
+            )
+        servers = {server: _NSE_MCP_SERVERS[server]}
+    else:
+        servers = _NSE_MCP_SERVERS
+
+    session = _get_nse_session()
+    out = {}
+    for name, url in servers.items():
+        session_id = _nse_mcp_get_session_id(url)
+        mcp_headers = {
+            "Content-Type": "application/json",
+            "Accept": "application/json, text/event-stream",
+        }
+        if session_id:
+            mcp_headers["Mcp-Session-Id"] = session_id
+        body = {"jsonrpc": "2.0", "id": 2, "method": "tools/list", "params": {}}
+        r = session.post(url, headers=mcp_headers, json=body, timeout=30)
+        if r.status_code != 200:
+            raise NSEEndpointError(f"nse_mcp_list_tools({name}): HTTP {r.status_code}")
+        data = _nse_mcp_parse_response(r)
+        if data.get("error"):
+            raise NSEEndpointError(f"nse_mcp_list_tools({name}): JSON-RPC error: {data['error']}")
+        out[name] = (data.get("result") or {}).get("tools", [])
+
+    return out[server] if server else out
+
+
+def _nse_mcp_records(payload, key):
+    """Return payload[key] (a list of record-dicts) as a DataFrame, or an
+    empty DataFrame if the key is absent -- the same "list field on a dict
+    payload becomes a DataFrame" convention used throughout this file.
+    """
+    rows = payload.get(key) if isinstance(payload, dict) else None
+    return pd.DataFrame(rows if rows else [])
+
+
+# ---------------------------------------------------------------------------
+# Named wrappers -- "bhavcopy" server (nse-bhavcopy-redis-mcp, 21 tools)
+# ---------------------------------------------------------------------------
+
+def nse_mcp_get_top_by_volume(date="today", n=10, sort_by="volume"):
+    """Get the top N most actively traded NSE stocks on a date, sorted by
+    'volume' (traded quantity) or 'value' (turnover in Rs). Backed by NSE's
+    own official no-auth MCP server (bhavcopy)."""
+    payload = nse_mcp_call("bhavcopy", "get_top_by_volume", date=date, n=n, sortBy=sort_by)
+    return _nse_mcp_records(payload, "stocks")
+
+
+def nse_mcp_get_top_movers(date="today", n=10, direction="gain"):
+    """Get the top N gaining ('gain') or losing ('loss') NSE stocks on a
+    date, with OHLCV details. Backed by NSE's own official no-auth MCP
+    server (bhavcopy)."""
+    payload = nse_mcp_call("bhavcopy", "get_top_movers", date=date, n=n, direction=direction)
+    return _nse_mcp_records(payload, "stocks")
+
+
+def nse_mcp_nse_lookup_symbol(query):
+    """Look up NSE ticker symbols by partial name or keyword (ticker list
+    only, no price data). Backed by NSE's own official no-auth MCP server
+    (bhavcopy)."""
+    payload = nse_mcp_call("bhavcopy", "nse_lookup_symbol", query=query)
+    return payload.get("symbols", []) if isinstance(payload, dict) else payload
+
+
+def nse_mcp_get_market_mood(date="today"):
+    """Get a factual read of NSE market mood for a day: India VIX level and
+    trend, index/stock advance-decline breadth, and benchmark changes.
+    Backed by NSE's own official no-auth MCP server (bhavcopy)."""
+    return nse_mcp_call("bhavcopy", "get_market_mood", date=date)
+
+
+def nse_mcp_get_index_valuation(index_name, months=24, date="today"):
+    """Get an NSE index's valuation ratios (P/E, P/B, dividend yield) and
+    where today's value sits within its own recent range. Backed by NSE's
+    own official no-auth MCP server (bhavcopy)."""
+    return nse_mcp_call(
+        "bhavcopy", "get_index_valuation", indexName=index_name, months=months, date=date
+    )
+
+
+def nse_mcp_get_market_breadth(date="today"):
+    """Get overall NSE market breadth for a trading date: advances,
+    declines, unchanged, A/D ratio, total volume. Backed by NSE's own
+    official no-auth MCP server (bhavcopy)."""
+    return nse_mcp_call("bhavcopy", "get_market_breadth", date=date)
+
+
+def nse_mcp_get_corporate_actions(symbol, from_date="", to_date=""):
+    """Fetch actual NSE corporate action events (splits/bonus/dividends/
+    other) for a stock, with exact ex-dates and adjustment factors. Backed
+    by NSE's own official no-auth MCP server (bhavcopy)."""
+    payload = nse_mcp_call(
+        "bhavcopy", "get_corporate_actions", symbol=symbol, fromDate=from_date, toDate=to_date
+    )
+    return _nse_mcp_records(payload, "actions")
+
+
+def nse_mcp_compare_indices(index_names, months=6, date="today"):
+    """Compare 2 to 10 NSE indices side by side: return, annualised
+    volatility, max drawdown and current valuation. Backed by NSE's own
+    official no-auth MCP server (bhavcopy)."""
+    payload = nse_mcp_call(
+        "bhavcopy", "compare_indices", indexNames=index_names, months=months, date=date
+    )
+    return _nse_mcp_records(payload, "indices")
+
+
+def nse_mcp_get_index_movers(date="today", period="1D", n=10, scope="equity"):
+    """Get the top gaining and top losing NSE indices for a day or period
+    (1D/1W/1M/3M/6M/1Y) -- useful for sector/theme rotation. Backed by NSE's
+    own official no-auth MCP server (bhavcopy). Returns the raw dict (both
+    a 'gainers' and a 'losers' list) since the result isn't a single table."""
+    return nse_mcp_call(
+        "bhavcopy", "get_index_movers", date=date, period=period, n=n, scope=scope
+    )
+
+
+def nse_mcp_get_ltp_by_date(symbol, date="today"):
+    """Return the last traded (close) price for an NSE symbol on a date
+    (previous trading day's price if the date is a non-trading day). Backed
+    by NSE's own official no-auth MCP server (bhavcopy)."""
+    return nse_mcp_call("bhavcopy", "get_ltp_by_date", symbol=symbol, date=date)
+
+
+def nse_mcp_get_bulk_quote(symbols):
+    """Get the latest price snapshot (OHLC, prev close, % change, volume)
+    for up to 50 NSE stocks in one call. Backed by NSE's own official
+    no-auth MCP server (bhavcopy)."""
+    payload = nse_mcp_call("bhavcopy", "get_bulk_quote", symbols=symbols)
+    return _nse_mcp_records(payload, "quotes")
+
+
+def nse_mcp_get_volume_analysis(symbol, days=30):
+    """Analyse trading volume trends for an NSE stock over N trading days:
+    average/max/min volume, volume spike days, recent trend. Backed by
+    NSE's own official no-auth MCP server (bhavcopy)."""
+    return nse_mcp_call("bhavcopy", "get_volume_analysis", symbol=symbol, days=days)
+
+
+def nse_mcp_get_stock_history(symbol, months=3, end_date="today"):
+    """Get daily OHLCV price history for an NSE stock (up to 3 months per
+    call; chain calls using the response's next_end_date for longer
+    periods). Backed by NSE's own official no-auth MCP server (bhavcopy)."""
+    payload = nse_mcp_call(
+        "bhavcopy", "get_stock_history", symbol=symbol, months=months, endDate=end_date
+    )
+    return _nse_mcp_records(payload, "data")
+
+
+def nse_mcp_get_index_snapshot(date="today", filter=""):
+    """Get end-of-day values (OHLC, % change, turnover, P/E, P/B, dividend
+    yield) for NSE indices on a date, optionally filtered by a name
+    substring. Backed by NSE's own official no-auth MCP server (bhavcopy)."""
+    payload = nse_mcp_call("bhavcopy", "get_index_snapshot", date=date, filter=filter)
+    return _nse_mcp_records(payload, "indices")
+
+
+def nse_mcp_search_symbols(query):
+    """Search for NSE stock symbols by company name or partial symbol,
+    returning matches with latest close price and % change. Backed by
+    NSE's own official no-auth MCP server (bhavcopy)."""
+    payload = nse_mcp_call("bhavcopy", "search_symbols", query=query)
+    return _nse_mcp_records(payload, "results")
+
+
+def nse_mcp_get_stock_vs_index(symbol, index_name="Nifty 50", months=12, date="today"):
+    """Compare one NSE stock against a benchmark index over a period:
+    return of each, outperformance, beta and correlation (stock return is
+    already corporate-action adjusted). Backed by NSE's own official
+    no-auth MCP server (bhavcopy)."""
+    return nse_mcp_call(
+        "bhavcopy", "get_stock_vs_index",
+        symbol=symbol, indexName=index_name, months=months, date=date,
+    )
+
+
+def nse_mcp_compare_stocks(symbols, months=6):
+    """Compare up to 10 NSE stocks side by side over a period: % return
+    (ranked best to worst) and max drawdown per stock. Backed by NSE's own
+    official no-auth MCP server (bhavcopy)."""
+    payload = nse_mcp_call("bhavcopy", "compare_stocks", symbols=symbols, months=months)
+    return _nse_mcp_records(payload, "stocks")
+
+
+def nse_mcp_get_index_history(index_name, months=3, end_date="today"):
+    """Get daily history (OHLC, % change, turnover, P/E, P/B, dividend
+    yield) for an NSE index, up to 12 months per call; chain calls using
+    next_end_date for longer periods. Backed by NSE's own official no-auth
+    MCP server (bhavcopy)."""
+    payload = nse_mcp_call(
+        "bhavcopy", "get_index_history", indexName=index_name, months=months, endDate=end_date
+    )
+    return _nse_mcp_records(payload, "data")
+
+
+def nse_mcp_moving_average(symbol, days=20):
+    """Calculate the simple moving average (SMA) of close prices for an
+    NSE stock over the last N trading days. Backed by NSE's own official
+    no-auth MCP server (bhavcopy)."""
+    return nse_mcp_call("bhavcopy", "moving_average", symbol=symbol, days=days)
+
+
+def nse_mcp_get_52_week_high_low(symbol):
+    """Get the 52-week high/low for an NSE stock, with dates and the
+    current price's position within that range. Backed by NSE's own
+    official no-auth MCP server (bhavcopy)."""
+    return nse_mcp_call("bhavcopy", "get_52_week_high_low", symbol=symbol)
+
+
+def nse_mcp_get_index_performance(index_name, date="today"):
+    """Get an NSE index's price performance: 1-day change plus 1W/1M/3M/6M/
+    1Y/2Y returns and 52-week high/low with distances. Backed by NSE's own
+    official no-auth MCP server (bhavcopy)."""
+    return nse_mcp_call("bhavcopy", "get_index_performance", indexName=index_name, date=date)
+
+
+# ---------------------------------------------------------------------------
+# Named wrappers -- "cmmkt" server (cm-market-mcp, 15 tools)
+# ---------------------------------------------------------------------------
+
+def nse_mcp_cm_get_live_market_data(index="gainers"):
+    """Get live NSE market data for 'gainers' or 'loosers' (NSE's own
+    spelling), refreshed every 5 minutes. Backed by NSE's own official
+    no-auth MCP server (cmmkt)."""
+    return nse_mcp_call("cmmkt", "cm_get_live_market_data", index=index)
+
+
+def nse_mcp_cm_get_equity_stocks(limit=100, symbol_filter=""):
+    """Get latest live data for NSE Capital Market EQUITY-segment stocks
+    (series EQ/BE/BL/BT/IL/IQ), refreshed every minute. Backed by NSE's own
+    official no-auth MCP server (cmmkt)."""
+    payload = nse_mcp_call(
+        "cmmkt", "cm_get_equity_stocks", limit=limit, symbolFilter=symbol_filter
+    )
+    return _nse_mcp_records(payload, "stocks")
+
+
+def nse_mcp_nse_get_losers(limit=10):
+    """Get the top N NSE stocks by % loss, flattened across all indices and
+    sorted ascending. Backed by NSE's own official no-auth MCP server
+    (cmmkt). NOTE: as of this writing NSE's own server has a live bug on
+    this specific tool (confirmed: an internal "ArrayList cannot be cast to
+    Map" exception) -- this raises NSEEndpointError until NSE fixes it; use
+    nse_mcp_nse_get_market_movers() for the same ranking in the meantime."""
+    payload = nse_mcp_call("cmmkt", "nse_get_losers", limit=limit)
+    return _nse_mcp_records(payload, "losers") if isinstance(payload, dict) else payload
+
+
+def nse_mcp_cm_get_call_auction_stocks(limit=100, symbol_filter=""):
+    """Get latest live data for NSE Call Auction session stocks (series
+    CA/CB), refreshed every minute. Backed by NSE's own official no-auth
+    MCP server (cmmkt)."""
+    payload = nse_mcp_call(
+        "cmmkt", "cm_get_call_auction_stocks", limit=limit, symbolFilter=symbol_filter
+    )
+    return _nse_mcp_records(payload, "stocks")
+
+
+def nse_mcp_cm_get_bond_stocks(limit=100, symbol_filter=""):
+    """Get latest live data for NSE BONDS/debt instrument series, refreshed
+    every minute. Backed by NSE's own official no-auth MCP server (cmmkt)."""
+    payload = nse_mcp_call(
+        "cmmkt", "cm_get_bond_stocks", limit=limit, symbolFilter=symbol_filter
+    )
+    return _nse_mcp_records(payload, "stocks")
+
+
+def nse_mcp_cm_get_live_gainers():
+    """Return raw NSE gainers data grouped by index segment (NIFTY,
+    BANKNIFTY, NIFTYNEXT50, allSec, etc.) -- not sorted by % change; use
+    nse_mcp_nse_get_market_movers() for a sorted ranking instead. Backed by
+    NSE's own official no-auth MCP server (cmmkt)."""
+    return nse_mcp_call("cmmkt", "cm_get_live_gainers")
+
+
+def nse_mcp_nse_get_gainers(limit=10):
+    """Get the top N NSE stocks by % gain, flattened across all indices and
+    sorted descending. Backed by NSE's own official no-auth MCP server
+    (cmmkt). NOTE: as of this writing NSE's own server has a live bug on
+    this specific tool (confirmed: an internal "ArrayList cannot be cast to
+    Map" exception) -- this raises NSEEndpointError until NSE fixes it; use
+    nse_mcp_nse_get_market_movers() for the same ranking in the meantime."""
+    payload = nse_mcp_call("cmmkt", "nse_get_gainers", limit=limit)
+    return _nse_mcp_records(payload, "gainers") if isinstance(payload, dict) else payload
+
+
+def nse_mcp_cm_get_data_status():
+    """Check freshness of NSE live gainers/losers market data (last crawl
+    time, crawl interval, Redis TTL). Backed by NSE's own official no-auth
+    MCP server (cmmkt)."""
+    return nse_mcp_call("cmmkt", "cm_get_data_status")
+
+
+def nse_mcp_cm_get_stock_quote(symbol):
+    """Get the latest live quote for one NSE CM stock by exact symbol
+    (works for equity, SME, bond or call-auction segments). Backed by
+    NSE's own official no-auth MCP server (cmmkt)."""
+    return nse_mcp_call("cmmkt", "cm_get_stock_quote", symbol=symbol)
+
+
+def nse_mcp_cm_get_index_quote(index_name):
+    """Get the full live quote for one NSE index by exact name: last
+    value, change, day's OHLC, 52-week range, and 1W/1M/1Y comparisons.
+    Backed by NSE's own official no-auth MCP server (cmmkt)."""
+    return nse_mcp_call("cmmkt", "cm_get_index_quote", indexName=index_name)
+
+
+def nse_mcp_cm_get_sme_stocks(limit=100, symbol_filter=""):
+    """Get latest live data for NSE SME (Small & Medium Enterprises) stocks
+    (series SM/ST), refreshed every minute. Backed by NSE's own official
+    no-auth MCP server (cmmkt)."""
+    payload = nse_mcp_call(
+        "cmmkt", "cm_get_sme_stocks", limit=limit, symbolFilter=symbol_filter
+    )
+    return _nse_mcp_records(payload, "stocks")
+
+
+def nse_mcp_cm_get_live_losers():
+    """Return raw NSE losers data grouped by index segment (NIFTY,
+    BANKNIFTY, NIFTYNEXT50, allSec, etc.) -- not sorted by % change; use
+    nse_mcp_nse_get_market_movers() for a sorted ranking instead. Backed by
+    NSE's own official no-auth MCP server (cmmkt)."""
+    return nse_mcp_call("cmmkt", "cm_get_live_losers")
+
+
+def nse_mcp_cm_get_live_indices(group="", name_filter=""):
+    """Get the latest live values of NSE indices (last, previous close,
+    change, day's OHLC) across six groups (derivatives/broad/sectoral/
+    strategy/thematic/fixed_income), optionally filtered by group and/or a
+    name substring. Backed by NSE's own official no-auth MCP server
+    (cmmkt)."""
+    return nse_mcp_call("cmmkt", "cm_get_live_indices", group=group, nameFilter=name_filter)
+
+
+def nse_mcp_nse_get_market_movers(index_name=None, limit=10):
+    """Get the top N gainers and top N losers (sorted) from all NSE
+    securities, or filtered to one of NIFTY/BANKNIFTY/NIFTYNEXT50. The
+    PRIMARY tool for "top gainers/losers today" style questions. Backed by
+    NSE's own official no-auth MCP server (cmmkt). Returns the raw dict
+    (both a 'gainers' and a 'losers' list) since the result isn't a single
+    table."""
+    return nse_mcp_call(
+        "cmmkt", "nse_get_market_movers", indexName=index_name or "", limit=limit
+    )
+
+
+def nse_mcp_cm_get_allstocks_status():
+    """Check freshness of NSE's all-stocks live data cache: last crawl
+    time, availability, and segment-wise stock counts. Backed by NSE's own
+    official no-auth MCP server (cmmkt)."""
+    return nse_mcp_call("cmmkt", "cm_get_allstocks_status")