wiz-trader 0.19.0__tar.gz → 0.21.0__tar.gz

{wiz_trader-0.19.0/src/wiz_trader.egg-info → wiz_trader-0.21.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wiz_trader
-Version: 0.19.0
+Version: 0.21.0
 Summary: A Python SDK for connecting to the Wizzer.
 Home-page: https://bitbucket.org/wizzer-tech/quotes_sdk.git
 Author: Pawan Wagh
@@ -359,6 +359,7 @@ Available constants:
 - Exchanges: `EXCHANGE_NSE`, `EXCHANGE_BSE`, `EXCHANGE_WZR`
 - Segments: `SEGMENT_NSE_CM`, `SEGMENT_BSE_CM`, `SEGMENT_NSE_FO`, `SEGMENT_WZREQ`
 - Instrument types: `INSTRUMENT_TYPE_EQ`, `INSTRUMENT_TYPE_EQLC`, `INSTRUMENT_TYPE_EQMCC`, `INSTRUMENT_TYPE_EQSCC`, `INSTRUMENT_TYPE_BASKET`
+- - Weightage schemes: `WEIGHTAGE_SCHEME_EQUI_WEIGHTED`, `WEIGHTAGE_SCHEME_QUANTITY_WEIGHTED`, `WEIGHTAGE_SCHEME_PRICE_WEIGHTED`, `WEIGHTAGE_SCHEME_MARKET_CAP_WEIGHTED`, `WEIGHTAGE_SCHEME_FLOAT_ADJUSTED_MARKET_CAP_WEIGHTED`, `WEIGHTAGE_SCHEME_FUNDAMENTAL_WEIGHTED`, `WEIGHTAGE_SCHEME_CUSTOM_WEIGHTED`
 
 ### Data Hub Methods
 
@@ -419,6 +420,11 @@ The `get_historical_ohlcv` method supports multiple time intervals for historica
 - **Format**: `YYYY-MM-DD HH:MM:SS`
 - **Example**: `"2024-01-15 09:30:00"`
 
+**New Features in Historical Data API:**
+
+- **Open Interest (`oi`)**: Now supported in the `ohlcv` parameter for futures instruments
+- **Continuous Data**: The `continuous` parameter (for futures only) provides seamless data across multiple contract months when your date range spans multiple months
+
 ## Using Constants
 
 The client provides constants for all intervals:
@@ -513,6 +519,25 @@ monthly_data = client.get_historical_ohlcv(
     ohlcv=["close", "volume"],
     interval=client.INTERVAL_1_MONTH
 )
+
+# Get futures data with open interest
+futures_data = client.get_historical_ohlcv(
+    instruments=["NSE:SBIN25MAYFUT:57515"],
+    start_date="2024-01-01",
+    end_date="2024-03-01",
+    ohlcv=["open", "high", "low", "close", "volume", "oi"],  # Include open interest
+    interval="1d"
+)
+
+# Get continuous futures data across multiple contract months
+continuous_futures = client.get_historical_ohlcv(
+    instruments=["NSE:SBIN25MAYFUT:57515"],
+    start_date="2023-01-01",
+    end_date="2024-12-31",
+    ohlcv=["close", "oi"],
+    interval="1d",
+    continuous=True  # Get seamless data across contract months
+)
 ```
 
 ## Response Structure
@@ -983,6 +1008,18 @@ exit_order = client.place_basket_exit_order(
 
 #### Rebalance Basket
 
+#### Available Weightage Schemes
+
+When creating or rebalancing baskets, you can choose from several weightage schemes:
+
+- **`WEIGHTAGE_SCHEME_EQUI_WEIGHTED`**: Equal weightage for all instruments
+- **`WEIGHTAGE_SCHEME_QUANTITY_WEIGHTED`**: Weighted by quantity
+- **`WEIGHTAGE_SCHEME_PRICE_WEIGHTED`**: Weighted by price
+- **`WEIGHTAGE_SCHEME_MARKET_CAP_WEIGHTED`**: Weighted by market capitalization
+- **`WEIGHTAGE_SCHEME_FLOAT_ADJUSTED_MARKET_CAP_WEIGHTED`**: Weighted by float-adjusted market cap
+- **`WEIGHTAGE_SCHEME_FUNDAMENTAL_WEIGHTED`**: Weighted by fundamental metrics
+- **`WEIGHTAGE_SCHEME_CUSTOM_WEIGHTED`**: Custom weightage scheme
+
 Rebalance a basket with new instruments:
 
 ```python
@@ -991,6 +1028,23 @@ rebalance_response = client.rebalance_basket(
     trading_symbol="/MY_BASKET",
     instruments=["NSE:SBIN:3045", "NSE:HDFCBANK:1333", "NSE:TCS:2953"]
 )
+
+# Full Rebalance with market cap weighting & execution of all orders at market price
+client.rebalance_basket(
+    trading_symbol="/MY_BASKET",
+    instruments=["NSE:SBIN:3045", "NSE:HDFCBANK:1333"],
+    execution_policy=client.REBALANCE_FULL,
+    order_type=client.ORDER_TYPE_MARKET,
+    weightage_scheme=client.WEIGHTAGE_SCHEME_MARKET_CAP_WEIGHTED
+)
+
+# Entry-only rebalance with price weighting
+client.rebalance_basket(
+    trading_symbol="/MY_BASKET",
+    instruments=["NSE:SBIN:3045", "NSE:HDFCBANK:1333"],
+    execution_policy=client.REBALANCE_ENTRY_ONLY,
+    weightage_scheme=client.WEIGHTAGE_SCHEME_EQUI_WEIGHTED
+)
 ```
 
 ### Instrument Management
@@ -1574,6 +1628,58 @@ def visualize_option_chain(identifier, expiry):
 visualize_option_chain("NSE:NIFTY 50:26000", "2025-05-30")
 ```
 
+#### Get Futures List
+
+Fetch available futures contracts for an instrument:
+
+```python
+# Get futures for an equity stock
+sbin_futures = client.get_futures_list("NSE:SBIN:3045")
+print(f"Found {len(sbin_futures)} futures contracts for SBIN")
+for future in sbin_futures:
+    print(f"{future['tradingSymbol']} - Expiry: {future['expiry']} ({future['contract']})")
+
+# Get futures for an index
+nifty_futures = client.get_futures_list("NSE:NIFTY 50:26000")
+print(f"Found {len(nifty_futures)} futures contracts for NIFTY 50")
+for future in nifty_futures:
+    print(f"{future['tradingSymbol']} - Expiry: {future['expiry']} ({future['contract']})")
+```
+
+#### Response Structure for Futures List
+
+The `get_futures_list` method returns a list of dictionaries, each representing a futures contract:
+
+```python
+[
+    {
+        # Exchange where the future is traded
+        "exchange": "NSE",
+        
+        # Trading symbol of the futures contract
+        "tradingSymbol": "SBIN25MAYFUT",
+        
+        # Exchange token for the futures contract
+        "exchangeToken": 57515,
+        
+        # Complete identifier for the futures contract
+        "identifier": "NSE:SBIN25MAYFUT:57515",
+        
+        # Expiry date in YYYY-MM-DD format
+        "expiry": "2025-05-29",
+        
+        # Contract type (near_month, mid_month, far_month)
+        "contract": "near_month"
+    },
+    # Additional futures contracts...
+]
+```
+
+The `contract` field indicates the type of futures contract:
+- **`near_month`**: Current month's futures contract
+- **`mid_month`**: Next month's futures contract  
+- **`far_month`**: Month after next futures contract
+
 ### Wizzer Client Examples
 
 #### Market Data and Analysis Example

{wiz_trader-0.19.0 → wiz_trader-0.21.0}/README.md

@@ -332,6 +332,7 @@ Available constants:
 - Exchanges: `EXCHANGE_NSE`, `EXCHANGE_BSE`, `EXCHANGE_WZR`
 - Segments: `SEGMENT_NSE_CM`, `SEGMENT_BSE_CM`, `SEGMENT_NSE_FO`, `SEGMENT_WZREQ`
 - Instrument types: `INSTRUMENT_TYPE_EQ`, `INSTRUMENT_TYPE_EQLC`, `INSTRUMENT_TYPE_EQMCC`, `INSTRUMENT_TYPE_EQSCC`, `INSTRUMENT_TYPE_BASKET`
+- - Weightage schemes: `WEIGHTAGE_SCHEME_EQUI_WEIGHTED`, `WEIGHTAGE_SCHEME_QUANTITY_WEIGHTED`, `WEIGHTAGE_SCHEME_PRICE_WEIGHTED`, `WEIGHTAGE_SCHEME_MARKET_CAP_WEIGHTED`, `WEIGHTAGE_SCHEME_FLOAT_ADJUSTED_MARKET_CAP_WEIGHTED`, `WEIGHTAGE_SCHEME_FUNDAMENTAL_WEIGHTED`, `WEIGHTAGE_SCHEME_CUSTOM_WEIGHTED`
 
 ### Data Hub Methods
 
@@ -392,6 +393,11 @@ The `get_historical_ohlcv` method supports multiple time intervals for historica
 - **Format**: `YYYY-MM-DD HH:MM:SS`
 - **Example**: `"2024-01-15 09:30:00"`
 
+**New Features in Historical Data API:**
+
+- **Open Interest (`oi`)**: Now supported in the `ohlcv` parameter for futures instruments
+- **Continuous Data**: The `continuous` parameter (for futures only) provides seamless data across multiple contract months when your date range spans multiple months
+
 ## Using Constants
 
 The client provides constants for all intervals:
@@ -486,6 +492,25 @@ monthly_data = client.get_historical_ohlcv(
     ohlcv=["close", "volume"],
     interval=client.INTERVAL_1_MONTH
 )
+
+# Get futures data with open interest
+futures_data = client.get_historical_ohlcv(
+    instruments=["NSE:SBIN25MAYFUT:57515"],
+    start_date="2024-01-01",
+    end_date="2024-03-01",
+    ohlcv=["open", "high", "low", "close", "volume", "oi"],  # Include open interest
+    interval="1d"
+)
+
+# Get continuous futures data across multiple contract months
+continuous_futures = client.get_historical_ohlcv(
+    instruments=["NSE:SBIN25MAYFUT:57515"],
+    start_date="2023-01-01",
+    end_date="2024-12-31",
+    ohlcv=["close", "oi"],
+    interval="1d",
+    continuous=True  # Get seamless data across contract months
+)
 ```
 
 ## Response Structure
@@ -956,6 +981,18 @@ exit_order = client.place_basket_exit_order(
 
 #### Rebalance Basket
 
+#### Available Weightage Schemes
+
+When creating or rebalancing baskets, you can choose from several weightage schemes:
+
+- **`WEIGHTAGE_SCHEME_EQUI_WEIGHTED`**: Equal weightage for all instruments
+- **`WEIGHTAGE_SCHEME_QUANTITY_WEIGHTED`**: Weighted by quantity
+- **`WEIGHTAGE_SCHEME_PRICE_WEIGHTED`**: Weighted by price
+- **`WEIGHTAGE_SCHEME_MARKET_CAP_WEIGHTED`**: Weighted by market capitalization
+- **`WEIGHTAGE_SCHEME_FLOAT_ADJUSTED_MARKET_CAP_WEIGHTED`**: Weighted by float-adjusted market cap
+- **`WEIGHTAGE_SCHEME_FUNDAMENTAL_WEIGHTED`**: Weighted by fundamental metrics
+- **`WEIGHTAGE_SCHEME_CUSTOM_WEIGHTED`**: Custom weightage scheme
+
 Rebalance a basket with new instruments:
 
 ```python
@@ -964,6 +1001,23 @@ rebalance_response = client.rebalance_basket(
     trading_symbol="/MY_BASKET",
     instruments=["NSE:SBIN:3045", "NSE:HDFCBANK:1333", "NSE:TCS:2953"]
 )
+
+# Full Rebalance with market cap weighting & execution of all orders at market price
+client.rebalance_basket(
+    trading_symbol="/MY_BASKET",
+    instruments=["NSE:SBIN:3045", "NSE:HDFCBANK:1333"],
+    execution_policy=client.REBALANCE_FULL,
+    order_type=client.ORDER_TYPE_MARKET,
+    weightage_scheme=client.WEIGHTAGE_SCHEME_MARKET_CAP_WEIGHTED
+)
+
+# Entry-only rebalance with price weighting
+client.rebalance_basket(
+    trading_symbol="/MY_BASKET",
+    instruments=["NSE:SBIN:3045", "NSE:HDFCBANK:1333"],
+    execution_policy=client.REBALANCE_ENTRY_ONLY,
+    weightage_scheme=client.WEIGHTAGE_SCHEME_EQUI_WEIGHTED
+)
 ```
 
 ### Instrument Management
@@ -1547,6 +1601,58 @@ def visualize_option_chain(identifier, expiry):
 visualize_option_chain("NSE:NIFTY 50:26000", "2025-05-30")
 ```
 
+#### Get Futures List
+
+Fetch available futures contracts for an instrument:
+
+```python
+# Get futures for an equity stock
+sbin_futures = client.get_futures_list("NSE:SBIN:3045")
+print(f"Found {len(sbin_futures)} futures contracts for SBIN")
+for future in sbin_futures:
+    print(f"{future['tradingSymbol']} - Expiry: {future['expiry']} ({future['contract']})")
+
+# Get futures for an index
+nifty_futures = client.get_futures_list("NSE:NIFTY 50:26000")
+print(f"Found {len(nifty_futures)} futures contracts for NIFTY 50")
+for future in nifty_futures:
+    print(f"{future['tradingSymbol']} - Expiry: {future['expiry']} ({future['contract']})")
+```
+
+#### Response Structure for Futures List
+
+The `get_futures_list` method returns a list of dictionaries, each representing a futures contract:
+
+```python
+[
+    {
+        # Exchange where the future is traded
+        "exchange": "NSE",
+        
+        # Trading symbol of the futures contract
+        "tradingSymbol": "SBIN25MAYFUT",
+        
+        # Exchange token for the futures contract
+        "exchangeToken": 57515,
+        
+        # Complete identifier for the futures contract
+        "identifier": "NSE:SBIN25MAYFUT:57515",
+        
+        # Expiry date in YYYY-MM-DD format
+        "expiry": "2025-05-29",
+        
+        # Contract type (near_month, mid_month, far_month)
+        "contract": "near_month"
+    },
+    # Additional futures contracts...
+]
+```
+
+The `contract` field indicates the type of futures contract:
+- **`near_month`**: Current month's futures contract
+- **`mid_month`**: Next month's futures contract  
+- **`far_month`**: Month after next futures contract
+
 ### Wizzer Client Examples
 
 #### Market Data and Analysis Example

{wiz_trader-0.19.0 → wiz_trader-0.21.0}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "wiz_trader"
-version = "0.19.0"
+version = "0.21.0"
 description = "A Python SDK for connecting to the Wizzer."
 readme = "README.md"
 authors = [

{wiz_trader-0.19.0 → wiz_trader-0.21.0}/setup.py

@@ -2,7 +2,7 @@ from setuptools import setup, find_packages
 
 setup(
   name='wiz_trader',
-  version='0.19.0',
+  version='0.21.0',
   description='A Python SDK for connecting to the Wizzer.',
   long_description=open('README.md').read() if open('README.md') else "",
   long_description_content_type='text/markdown',

{wiz_trader-0.19.0 → wiz_trader-0.21.0}/src/wiz_trader/__init__.py

@@ -3,6 +3,6 @@
 from .quotes import QuotesClient
 from .apis import WizzerClient
 
-__version__ = "0.19.0"
+__version__ = "0.21.0"
 
 __all__ = ["QuotesClient", "WizzerClient"]

{wiz_trader-0.19.0 → wiz_trader-0.21.0}/src/wiz_trader/apis/client.py

@@ -151,6 +151,15 @@ class WizzerClient:
   INTERVAL_1_HOUR = "1h"
   INTERVAL_1_DAY = "1d"
   INTERVAL_1_MONTH = "1M"
+  
+  # Constants for weightage schemes
+  WEIGHTAGE_SCHEME_EQUI_WEIGHTED = "equi_weighted"
+  WEIGHTAGE_SCHEME_QUANTITY_WEIGHTED = "quantity_weighted"
+  WEIGHTAGE_SCHEME_PRICE_WEIGHTED = "price_weighted"
+  WEIGHTAGE_SCHEME_MARKET_CAP_WEIGHTED = "market_cap_weighted"
+  WEIGHTAGE_SCHEME_FLOAT_ADJUSTED_MARKET_CAP_WEIGHTED = "float_adjusted_market_cap_weighted"
+  WEIGHTAGE_SCHEME_FUNDAMENTAL_WEIGHTED = "fundamental_weighted"
+  WEIGHTAGE_SCHEME_CUSTOM_WEIGHTED = "custom_weighted"
 
   # URIs to various API endpoints
   _routes = {
@@ -187,7 +196,8 @@ class WizzerClient:
     # Instrument & asset class endpoints
     "instrument.metrics": "/instruments/metrics",
     "instrument.option_chain": "/instruments/options/chain",
-    "instrument.expiry_list": "/instruments/options/chain/expirylist"
+    "instrument.expiry_list": "/instruments/options/chain/expirylist",
+    "instrument.future_list": "/instruments/futures/list"
   }
   
   def __init__(
@@ -320,7 +330,8 @@ class WizzerClient:
     start_date: str, 
     end_date: str, 
     ohlcv: List[str],
-    interval: str = "1d"
+    interval: str = "1d",
+    continuous: bool = False
   ) -> List[Dict[str, Any]]:
     """
     Get historical OHLCV data for specified instruments.
@@ -331,19 +342,26 @@ class WizzerClient:
                        For intraday intervals: YYYY-MM-DD HH:MM:SS format.
       end_date (str): End date. For daily/monthly intervals: YYYY-MM-DD format.
                      For intraday intervals: YYYY-MM-DD HH:MM:SS format.
-      ohlcv (List[str]): List of OHLCV fields to retrieve (open, high, low, close, volume).
+      ohlcv (List[str]): List of OHLCV fields to retrieve. 
+        Valid values: "open", "high", "low", "close", "volume", "oi" (open interest - F&O only).
       interval (str, optional): Data interval. Options:
         - Intraday: "1m", "2m", "3m", "5m", "10m", "15m", "30m", "45m", "1h"
         - Daily: "1d" (default)
         - Monthly: "1M" (last trading day of month)
         
         Use constants like client.INTERVAL_5_MINUTES, client.INTERVAL_1_DAY, etc.
+      continuous (bool, optional): Only relevant for futures. If True, returns continuous data across 
+        multiple contract months to form a seamless data stream. Defaults to False.
 
     Returns:
       List[Dict[str, Any]]: Historical data for requested instruments.
       
-      Note: For daily/monthly intervals, the 'date' field contains YYYY-MM-DD.
-            For intraday intervals, the 'date' field contains YYYY-MM-DD HH:MM:SS.
+      Note:
+      - For daily/monthly intervals, the 'date' field contains YYYY-MM-DD.
+      - For intraday intervals, the 'date' field contains YYYY-MM-DD HH:MM:SS.
+      - The "oi" (open interest) field is only applicable for F&O instruments
+      - The "continuous" parameter is only relevant for futures instruments and allows you to get
+        backdated data across multiple contract months for a seamless time series
 
     Raises:
       ValueError: If datetime format doesn't match the interval requirements.
@@ -369,6 +387,10 @@ class WizzerClient:
       "ohlcv": ohlcv,
       "interval": interval
     }
+    
+    # Add continuous parameter if specified
+    if continuous:
+      data["continuous"] = continuous
 
     logger.debug("Fetching historical OHLCV with data: %s", data)
     response = self._make_request("POST", endpoint, json=data)
@@ -1296,7 +1318,8 @@ class WizzerClient:
         instruments: List[str],
         execution_policy: str,
         order_type: str = None,
-        product: str = None
+        product: str = None,
+        weightage_scheme: str = None
     ) -> Dict[str, Any]:
         """
         Rebalance a basket with new instruments.
@@ -1310,16 +1333,35 @@ class WizzerClient:
               Options: ORDER_TYPE_MARKET, ORDER_TYPE_LIMIT
           product (str, optional): Product type to use for rebalance orders.
               Options: PRODUCT_CNC, PRODUCT_MIS
+          weightage_scheme (str, optional): Weightage scheme for rebalancing. Options:
+              WEIGHTAGE_SCHEME_EQUI_WEIGHTED, WEIGHTAGE_SCHEME_QUANTITY_WEIGHTED, 
+              WEIGHTAGE_SCHEME_PRICE_WEIGHTED, WEIGHTAGE_SCHEME_MARKET_CAP_WEIGHTED,
+              WEIGHTAGE_SCHEME_FLOAT_ADJUSTED_MARKET_CAP_WEIGHTED, 
+              WEIGHTAGE_SCHEME_FUNDAMENTAL_WEIGHTED, WEIGHTAGE_SCHEME_CUSTOM_WEIGHTED
             
         Returns:
           Dict[str, Any]: Rebalance response.
         """
-        endpoint = "/baskets/rebalance"
+        endpoint = self._routes["basket.rebalance"]
         
         # Validate execution policy
         valid_execution_policies = [self.REBALANCE_FULL, self.REBALANCE_ENTRY_ONLY, self.REBALANCE_EXIT_ONLY]
         if execution_policy not in valid_execution_policies:
             raise ValueError(f"execution_policy must be one of {valid_execution_policies}")
+          
+        # Validate weightage scheme if provided
+        if weightage_scheme:
+            valid_weightage_schemes = [
+                self.WEIGHTAGE_SCHEME_EQUI_WEIGHTED, 
+                self.WEIGHTAGE_SCHEME_QUANTITY_WEIGHTED,
+                self.WEIGHTAGE_SCHEME_PRICE_WEIGHTED, 
+                self.WEIGHTAGE_SCHEME_MARKET_CAP_WEIGHTED,
+                self.WEIGHTAGE_SCHEME_FLOAT_ADJUSTED_MARKET_CAP_WEIGHTED,
+                self.WEIGHTAGE_SCHEME_FUNDAMENTAL_WEIGHTED, 
+                self.WEIGHTAGE_SCHEME_CUSTOM_WEIGHTED
+            ]
+            if weightage_scheme not in valid_weightage_schemes:
+                raise ValueError(f"weightage_scheme must be one of {valid_weightage_schemes}")
         
         # Build the basic request payload
         data = {
@@ -1348,10 +1390,14 @@ class WizzerClient:
             
             if order_policies:
                 data["policies"]["orders"] = order_policies
+                
+        # Add weightage scheme if specified
+        if weightage_scheme:
+            data["policies"]["weightageScheme"] = weightage_scheme
         
         logger.debug("Rebalancing basket %s with instruments: %s, policy: %s, order settings: %s", 
                     trading_symbol, instruments, execution_policy, 
-                    {"order_type": order_type, "product": product})
+                    {"order_type": order_type, "product": product, "weightage_scheme": weightage_scheme})
         
         return self._make_request("POST", endpoint, json=data)
     
@@ -1526,6 +1572,31 @@ class WizzerClient:
 
       logger.debug("Fetching option expiry list for %s", identifier)
       return self._make_request("POST", endpoint, json=data)
+    
+  def get_futures_list(self, identifier: str) -> List[Dict[str, Any]]:
+    """
+    Get available futures contracts for an instrument.
+    
+    Args:
+      identifier (str): Instrument identifier (e.g., "NSE:SBIN:3045" or "NSE:NIFTY 50:26000").
+        
+    Returns:
+      List[Dict[str, Any]]: List of available futures contracts with expiry dates and contract types.
+      
+    Example:
+      # Get futures for a stock
+      sbin_futures = client.get_futures_list("NSE:SBIN:3045")
+      for future in sbin_futures:
+          print(f"{future['tradingSymbol']} - {future['expiry']} ({future['contract']})")
+          
+      # Get futures for an index
+      nifty_futures = client.get_futures_list("NSE:NIFTY 50:26000")
+    """
+    endpoint = self._routes["instrument.future_list"]
+    data = {"identifier": identifier}
+    
+    logger.debug("Fetching futures list for: %s", identifier)
+    return self._make_request("POST", endpoint, json=data)
 
   def _make_request(
     self, 

{wiz_trader-0.19.0 → wiz_trader-0.21.0/src/wiz_trader.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wiz_trader
-Version: 0.19.0
+Version: 0.21.0
 Summary: A Python SDK for connecting to the Wizzer.
 Home-page: https://bitbucket.org/wizzer-tech/quotes_sdk.git
 Author: Pawan Wagh
@@ -359,6 +359,7 @@ Available constants:
 - Exchanges: `EXCHANGE_NSE`, `EXCHANGE_BSE`, `EXCHANGE_WZR`
 - Segments: `SEGMENT_NSE_CM`, `SEGMENT_BSE_CM`, `SEGMENT_NSE_FO`, `SEGMENT_WZREQ`
 - Instrument types: `INSTRUMENT_TYPE_EQ`, `INSTRUMENT_TYPE_EQLC`, `INSTRUMENT_TYPE_EQMCC`, `INSTRUMENT_TYPE_EQSCC`, `INSTRUMENT_TYPE_BASKET`
+- - Weightage schemes: `WEIGHTAGE_SCHEME_EQUI_WEIGHTED`, `WEIGHTAGE_SCHEME_QUANTITY_WEIGHTED`, `WEIGHTAGE_SCHEME_PRICE_WEIGHTED`, `WEIGHTAGE_SCHEME_MARKET_CAP_WEIGHTED`, `WEIGHTAGE_SCHEME_FLOAT_ADJUSTED_MARKET_CAP_WEIGHTED`, `WEIGHTAGE_SCHEME_FUNDAMENTAL_WEIGHTED`, `WEIGHTAGE_SCHEME_CUSTOM_WEIGHTED`
 
 ### Data Hub Methods
 
@@ -419,6 +420,11 @@ The `get_historical_ohlcv` method supports multiple time intervals for historica
 - **Format**: `YYYY-MM-DD HH:MM:SS`
 - **Example**: `"2024-01-15 09:30:00"`
 
+**New Features in Historical Data API:**
+
+- **Open Interest (`oi`)**: Now supported in the `ohlcv` parameter for futures instruments
+- **Continuous Data**: The `continuous` parameter (for futures only) provides seamless data across multiple contract months when your date range spans multiple months
+
 ## Using Constants
 
 The client provides constants for all intervals:
@@ -513,6 +519,25 @@ monthly_data = client.get_historical_ohlcv(
     ohlcv=["close", "volume"],
     interval=client.INTERVAL_1_MONTH
 )
+
+# Get futures data with open interest
+futures_data = client.get_historical_ohlcv(
+    instruments=["NSE:SBIN25MAYFUT:57515"],
+    start_date="2024-01-01",
+    end_date="2024-03-01",
+    ohlcv=["open", "high", "low", "close", "volume", "oi"],  # Include open interest
+    interval="1d"
+)
+
+# Get continuous futures data across multiple contract months
+continuous_futures = client.get_historical_ohlcv(
+    instruments=["NSE:SBIN25MAYFUT:57515"],
+    start_date="2023-01-01",
+    end_date="2024-12-31",
+    ohlcv=["close", "oi"],
+    interval="1d",
+    continuous=True  # Get seamless data across contract months
+)
 ```
 
 ## Response Structure
@@ -983,6 +1008,18 @@ exit_order = client.place_basket_exit_order(
 
 #### Rebalance Basket
 
+#### Available Weightage Schemes
+
+When creating or rebalancing baskets, you can choose from several weightage schemes:
+
+- **`WEIGHTAGE_SCHEME_EQUI_WEIGHTED`**: Equal weightage for all instruments
+- **`WEIGHTAGE_SCHEME_QUANTITY_WEIGHTED`**: Weighted by quantity
+- **`WEIGHTAGE_SCHEME_PRICE_WEIGHTED`**: Weighted by price
+- **`WEIGHTAGE_SCHEME_MARKET_CAP_WEIGHTED`**: Weighted by market capitalization
+- **`WEIGHTAGE_SCHEME_FLOAT_ADJUSTED_MARKET_CAP_WEIGHTED`**: Weighted by float-adjusted market cap
+- **`WEIGHTAGE_SCHEME_FUNDAMENTAL_WEIGHTED`**: Weighted by fundamental metrics
+- **`WEIGHTAGE_SCHEME_CUSTOM_WEIGHTED`**: Custom weightage scheme
+
 Rebalance a basket with new instruments:
 
 ```python
@@ -991,6 +1028,23 @@ rebalance_response = client.rebalance_basket(
     trading_symbol="/MY_BASKET",
     instruments=["NSE:SBIN:3045", "NSE:HDFCBANK:1333", "NSE:TCS:2953"]
 )
+
+# Full Rebalance with market cap weighting & execution of all orders at market price
+client.rebalance_basket(
+    trading_symbol="/MY_BASKET",
+    instruments=["NSE:SBIN:3045", "NSE:HDFCBANK:1333"],
+    execution_policy=client.REBALANCE_FULL,
+    order_type=client.ORDER_TYPE_MARKET,
+    weightage_scheme=client.WEIGHTAGE_SCHEME_MARKET_CAP_WEIGHTED
+)
+
+# Entry-only rebalance with price weighting
+client.rebalance_basket(
+    trading_symbol="/MY_BASKET",
+    instruments=["NSE:SBIN:3045", "NSE:HDFCBANK:1333"],
+    execution_policy=client.REBALANCE_ENTRY_ONLY,
+    weightage_scheme=client.WEIGHTAGE_SCHEME_EQUI_WEIGHTED
+)
 ```
 
 ### Instrument Management
@@ -1574,6 +1628,58 @@ def visualize_option_chain(identifier, expiry):
 visualize_option_chain("NSE:NIFTY 50:26000", "2025-05-30")
 ```
 
+#### Get Futures List
+
+Fetch available futures contracts for an instrument:
+
+```python
+# Get futures for an equity stock
+sbin_futures = client.get_futures_list("NSE:SBIN:3045")
+print(f"Found {len(sbin_futures)} futures contracts for SBIN")
+for future in sbin_futures:
+    print(f"{future['tradingSymbol']} - Expiry: {future['expiry']} ({future['contract']})")
+
+# Get futures for an index
+nifty_futures = client.get_futures_list("NSE:NIFTY 50:26000")
+print(f"Found {len(nifty_futures)} futures contracts for NIFTY 50")
+for future in nifty_futures:
+    print(f"{future['tradingSymbol']} - Expiry: {future['expiry']} ({future['contract']})")
+```
+
+#### Response Structure for Futures List
+
+The `get_futures_list` method returns a list of dictionaries, each representing a futures contract:
+
+```python
+[
+    {
+        # Exchange where the future is traded
+        "exchange": "NSE",
+        
+        # Trading symbol of the futures contract
+        "tradingSymbol": "SBIN25MAYFUT",
+        
+        # Exchange token for the futures contract
+        "exchangeToken": 57515,
+        
+        # Complete identifier for the futures contract
+        "identifier": "NSE:SBIN25MAYFUT:57515",
+        
+        # Expiry date in YYYY-MM-DD format
+        "expiry": "2025-05-29",
+        
+        # Contract type (near_month, mid_month, far_month)
+        "contract": "near_month"
+    },
+    # Additional futures contracts...
+]
+```
+
+The `contract` field indicates the type of futures contract:
+- **`near_month`**: Current month's futures contract
+- **`mid_month`**: Next month's futures contract  
+- **`far_month`**: Month after next futures contract
+
 ### Wizzer Client Examples
 
 #### Market Data and Analysis Example