Historical data is not fetching for few symbols

Ramesh

Hi Admin,

I was trying to fetch the historical data with 1Min and 5 Mins time frame, however getting message as "No Historical data for this symbol <symbol name>. Also for 5 mins no values any symbol.

AARTIIND
No Historical Data for this symbol : AARTIIND
INDUSINDBK
No Historical Data for this symbol : INDUSINDBK
PEL
date open high low close volume
0 2021-05-03T00:00:00+05:30 1655.10 1715.80 1654.50 1707.35 635596
1 2021-05-04T00:00:00+05:30 1712.00 1726.65 1656.50 1664.55 754058
2 2021-05-05T00:00:00+05:30 1689.00 1733.00 1674.35 1720.90 977858
3 2021-05-06T00:00:00+05:30 1727.95 1730.00 1685.00 1700.10 565595
4 2021-05-07T00:00:00+05:30 1709.00 1713.50 1660.00 1669.65 727400

No Five Min Historical Data for this symbol : TATACHEM
No Five Min Historical Data for this symbol : AARTIIND
No Five Min Historical Data for this symbol : INDUSINDBK
No Five Min Historical Data for this symbol : ASTRAL
No Five Min Historical Data for this symbol : ADANIPORTS

Appreciate your suggestions.

admin

HI @Ramesh Post your request an response here.

Ramesh

@admin I want to fetch historical data for all nifty 50 stock with 1min and 5 min and getting the aboe message. Can you please let me know if i have missed anything?

admin

HI @Ramesh We need your request to evaluate what parameters your are passing in to the historical api.

Ramesh

@admin Please find below request details for one day (not for 1 min)
historicParam = {
"exchange": "NSE",
"symboltoken": "XXXX",
"interval": "ONE_DAY",
"fromdate": fromDate,
"todate": lastDate
}
respdatajson = smartObj.getCandleData(historicParam)

Ramesh

@admin Please find below request details for one day (not for 1 min)
historicParam = {
"exchange": "NSE",
"symboltoken": "XXXX",
"interval": "ONE_DAY",
"fromdate": fromDate,
"todate": lastDate
}
respdatajson = smartObj.getCandleData(historicParam)

webseos

This post is deleted!

webseos

@Ramesh Show full Code

Partial code is not helpful

Code in Python

obj=SmartConnect(api_key="XXX")

#Historic api
print("Get 5 Min OHLC Data for 3045 SBIN EQ")
try:
historicParam={
"exchange": "NSE",
"symboltoken": "3045",
"interval": "FIFTEEN_MINUTE",
"fromdate": "2021-08-10 09:15",
"todate": "2021-08-10 13:16"
}
print(obj.getCandleData(historicParam))
except Exception as e:
print("Historic Api failed: {}".format(e.message))

Output

Get 5 Min OHLC Data for 3045 SBIN EQ

{'status': True, 'message': 'SUCCESS', 'errorcode': '', 'data': [['2021-08-10T09:15:00+05:30', 434.4, 436.4, 433.9, 435.45, 1694733], ['2021-08-10T09:30:00+05:30', 435.65, 435.8, 433.5, 433.65, 1081541], ['2021-08-10T09:45:00+05:30', 433.6, 434.7, 433.0, 433.35, 913274], ['2021-08-10T10:00:00+05:30', 433.3, 433.45, 431.7, 432.35, 869497], ['2021-08-10T10:15:00+05:30', 432.4, 432.4, 430.2, 431.3, 1285541], ['2021-08-10T10:30:00+05:30', 431.25, 431.45, 429.65, 430.2, 1052319], ['2021-08-10T10:45:00+05:30', 430.2, 432.25, 429.5, 431.8, 1296572], ['2021-08-10T11:00:00+05:30', 431.7, 432.8, 431.0, 431.2, 978197], ['2021-08-10T11:15:00+05:30', 431.1, 431.5, 430.7, 430.75, 482722], ['2021-08-10T11:30:00+05:30', 430.75, 431.8, 430.25, 430.5, 710667], ['2021-08-10T11:45:00+05:30', 430.55, 430.7, 429.9, 430.4, 770203], ['2021-08-10T12:00:00+05:30', 430.4, 430.55, 429.6, 430.0, 500362], ['2021-08-10T12:15:00+05:30', 429.95, 430.35, 429.6, 430.15, 433561], ['2021-08-10T12:30:00+05:30', 430.05, 430.25, 428.6, 428.9, 894144], ['2021-08-10T12:45:00+05:30', 428.85, 428.9, 426.5, 427.0, 1954868], ['2021-08-10T13:00:00+05:30', 427.05, 429.0, 426.8, 427.75, 913878], ['2021-08-10T13:15:00+05:30', 427.65, 427.7, 426.7, 426.9, 680186]]}

webseos

@Ramesh said in Historical data is not fetching for few symbols:

AARTIIND

Please type your code sample witout API Key and User/Password ,make them ***** or XXXX

Without code sample its useless to address problems

webseos

@admin Full Code required, I sense request frequency problematic

Ramesh

@webseos please find below code

import json
from datetime import datetime, timedelta
from time import strftime
import time

package import statement

from smartapi import SmartConnect

symbolslist = [['IDEA','1111'],['ADANIENT','2222'],['GAIL','3333']] # 157 symbols

API_KEY = ""
SEC_KEY = ""

CLIENT_ID = ""
PASSSWORD = ""

feedToken = None
userProfile = None
smartObj = None

days_to_subtract = 100 # Specify in terms days
days_to_subtract_hours = 50 # Specify in terms days
days_to_subtract_5mins = 5 # Specify in terms days

def smartApiInitialization():
try:
global feedToken
global userProfile
global smartObj
handleLoggerInitialization()
createKPIBackupFile()

    # import smartapi.smartExceptions(for smartExceptions)
    # create object of call
    smartObj =SmartConnect(api_key=API_KEY)
    # login api call
    data = smartObj.generateSession(CLIENT_ID ,PASSSWORD)
    refreshToken= data['data']['refreshToken']

    # fetch the feedtoken
    feedToken =smartObj.getfeedToken()
    # fetch User Profile
    userProfile= smartObj.getProfile(refreshToken)

except Exception as ex:
    logging.error("Exception in smartApiInitialization method : {}".format(str(ex)))
    print("Exception in smartApiInitialization method : {}".format(str(ex)))

def smartAppLogout():
try:
global smartObj

    logout = smartObj.terminateSession(CLIENT_ID)
    print("Logout Successfull")
    logging.info("Logout Successfull")

except Exception as ex:
    print("Exception in smartAppLogout method : {}".format(str(ex)))
    logging.error("Exception in smartAppLogout method : {}".format(str(ex)))

def getDayHistoricalData():

try:
    global smartObj
    global days_to_subtract
    global symbolslist

    lastDate = datetime.today()
    fromDate = lastDate - timedelta(days=days_to_subtract)
    lastDate = lastDate.strftime("%Y-%m-%d %H:%M")
    fromDate = fromDate.strftime("%Y-%m-%d %H:%M")

    for symbol in symbolslist :
        print(symbol)
        historicParam = {
            "exchange": "NSE",
            "symboltoken": symbol[1],
            "interval": "ONE_DAY",
            "fromdate": fromDate,
            "todate": lastDate
        }
        respdatajson = smartObj.getCandleData(historicParam)

        #print(respdatajson)
        respdata = respdatajson['data']
        if len(respdata) == 0:
            print("No Historical Data for this symbol : {}".format(symbol))
            logging.info("No Historical Data for this symbol : {}".format(symbol))
            time.sleep(2)
            continue
        df = pd.DataFrame(respdata)
        print(df.head()
        
        time.sleep(2)

except Exception as ex:
    print("Exception in getHistoricalData method : {}".format(str(ex)))
    logging.error("Exception in getHistoricalData method : {}".format(str(ex)))

if name == 'main':
smartApiInitialization()
getDayHistoricalData()

smartAppLogout()

Ramesh

@webseos said in Historical data is not fetching for few symbols:

PI Key and User/Password ,make them ***** or XXXX

have already shared the code, please do let me know if you need more details

webseos

@Ramesh

**I shall suggest you to look at this line

respdatajson = smartObj.getCandleData(historicParam)**

This will take time, so your program should wait to get response. After getting candles ohlc data rest of code will proceed.

just like AJAX synchronous call to server. So just think about it and let me know what you think

By the way the following 2 functions , I dont know what they were doing

handleLoggerInitialization()
createKPIBackupFile()

** Also I did not understand these lines, what is pd, df.head() doing what

df = pd.DataFrame(respdata)
print(df.head()

Ramesh

@webseos I'm getting data for few symbols and not for others, please see below response, where getting data for GAIL and not for TATACHEM and AARTIIND. Please guide

TATACHEM
{'status': True, 'message': 'SUCCESS', 'errorcode': '', 'data': []}
No Historical Data for this symbol : TATACHEM
GAIL
{'status': True, 'message': 'SUCCESS', 'errorcode': '', 'data': [['2021-05-04T00:00:00+05:30', 138.5, 145.65, 137.35, 143.75, 31185770], ['2021-05-05T00:00:00+05:30', 147.3, 148.85, 143.0, 145.05, 21912068], ['2021-05-06T00:00:00+05:30', 145.9, 151.85, 145.6, 151.15, 26499738], ['2021-05-07T00:00:00+05:30', 151.3, 152.65, 148.7, 150.25, 18927457], ['2021-05-10T00:00:00+05:30', 150.25, 155.5, 150.25, 154.55, 16390776], ['2021-05-11T00:00:00+05:30', 153.0, 163.5, 152.2, 161.9, 35767570], ['2021-05-12T00:00:00+05:30', 162.6, 165.75, 158.7, 161.05, 26642955], ['2021-05-14T00:00:00+05:30', 161.5, 161.75, 152.15, 152.7, 20845453], ['2021-05-17T00:00:00+05:30', 154.0, 154.8, 150.35, 153.15, 14494672], ['2021-05-18T00:00:00+05:30', 155.0, 158.0, 152.5, 152.8, 14263487], ['2021-05-19T00:00:00+05:30', 152.8, 154.55, 151.3, 152.8, 8993112], ['2021-05-20T00:00:00+05:30', 151.95, 152.3, 146.75, 147.35, 14895731], ['2021-05-21T00:00:00+05:30', 147.6, 150.45, 145.3, 145.75, 17043863], ['2021-05-24T00:00:00+05:30', 146.5, 152.6, 145.9, 151.7, 15732196], ['2021-05-25T00:00:00+05:30', 153.6, 155.75, 151.7, 155.1, 26222882], ['2021-05-26T00:00:00+05:30', 155.0, 155.8, 151.7, 152.1, 8663643], ['2021-05-27T00:00:00+05:30', 152.25, 155.0, 150.55, 152.8, 15013582], ['2021-05-28T00:00:00+05:30', 153.2, 157.4, 152.05, 153.05, 15352282], ['2021-05-31T00:00:00+05:30', 154.0, 161.4, 153.2, 159.95, 48101205], ['2021-06-01T00:00:00+05:30', 160.6, 161.75, 158.0, 160.45, 14125060], ['2021-06-02T00:00:00+05:30', 162.4, 163.45, 157.65, 158.85, 14123542], ['2021-06-03T00:00:00+05:30', 159.8, 162.25, 158.7, 161.05, 11740971], ['2021-06-04T00:00:00+05:30', 161.3, 164.75, 160.3, 162.0, 13443192], ['2021-06-07T00:00:00+05:30', 162.5, 169.9, 162.05, 168.35, 33219121], ['2021-06-08T00:00:00+05:30', 168.2, 169.8, 165.0, 167.8, 16692868], ['2021-06-09T00:00:00+05:30', 170.0, 170.3, 158.3, 162.4, 41513695], ['2021-06-10T00:00:00+05:30', 164.5, 166.0, 160.5, 163.5, 23519675], ['2021-06-11T00:00:00+05:30', 165.0, 167.75, 161.2, 163.75, 23815900], ['2021-06-14T00:00:00+05:30', 164.4, 164.6, 160.1, 163.15, 17059851], ['2021-06-15T00:00:00+05:30', 164.5, 166.2, 162.55, 163.0, 14365617], ['2021-06-16T00:00:00+05:30', 163.3, 165.75, 161.2, 161.75, 12490077], ['2021-06-17T00:00:00+05:30', 161.5, 163.65, 158.7, 160.5, 10112009], ['2021-06-18T00:00:00+05:30', 161.25, 161.95, 152.6, 155.05, 18169757], ['2021-06-21T00:00:00+05:30', 153.0, 156.15, 151.25, 155.25, 13484830], ['2021-06-22T00:00:00+05:30', 157.0, 158.7, 154.9, 155.3, 7859425], ['2021-06-23T00:00:00+05:30', 157.0, 157.0, 152.7, 153.35, 8189214], ['2021-06-24T00:00:00+05:30', 153.9, 154.95, 151.75, 152.25, 8153848], ['2021-06-25T00:00:00+05:30', 153.0, 154.7, 152.25, 153.1, 6551074], ['2021-06-28T00:00:00+05:30', 154.6, 155.15, 152.2, 153.35, 7206825], ['2021-06-29T00:00:00+05:30', 153.45, 153.75, 151.35, 152.0, 6406676], ['2021-06-30T00:00:00+05:30', 152.05, 152.55, 149.25, 149.65, 10512615], ['2021-07-01T00:00:00+05:30', 150.7, 153.75, 150.0, 153.0, 12357143], ['2021-07-02T00:00:00+05:30', 153.95, 153.95, 151.0, 151.3, 7467504], ['2021-07-05T00:00:00+05:30', 152.3, 153.65, 151.55, 152.15, 6273400], ['2021-07-06T00:00:00+05:30', 152.7, 155.1, 148.8, 150.35, 12998966], ['2021-07-07T00:00:00+05:30', 149.8, 152.1, 148.55, 149.95, 8210966], ['2021-07-08T00:00:00+05:30', 149.85, 151.1, 148.45, 148.7, 8533698], ['2021-07-09T00:00:00+05:30', 148.7, 149.05, 147.0, 147.15, 6837801], ['2021-07-12T00:00:00+05:30', 148.5, 149.2, 146.5, 146.75, 9767750], ['2021-07-13T00:00:00+05:30', 148.15, 151.4, 147.5, 148.8, 14198854], ['2021-07-14T00:00:00+05:30', 148.0, 149.95, 147.2, 147.85, 6200851], ['2021-07-15T00:00:00+05:30', 148.9, 148.9, 143.9, 144.4, 13149215], ['2021-07-16T00:00:00+05:30', 145.0, 145.2, 143.0, 144.8, 11323698], ['2021-07-19T00:00:00+05:30', 144.8, 148.0, 143.8, 144.35, 13175418], ['2021-07-20T00:00:00+05:30', 144.4, 145.0, 140.75, 142.35, 8956762], ['2021-07-22T00:00:00+05:30', 144.6, 145.2, 141.7, 143.8, 11671203], ['2021-07-23T00:00:00+05:30', 144.0, 145.0, 142.0, 142.4, 7355532], ['2021-07-26T00:00:00+05:30', 142.0, 142.1, 139.7, 141.35, 9260846], ['2021-07-27T00:00:00+05:30', 141.85, 142.0, 138.55, 139.05, 8747495], ['2021-07-28T00:00:00+05:30', 139.9, 139.9, 136.6, 137.85, 9152741], ['2021-07-29T00:00:00+05:30', 138.9, 139.6, 136.95, 137.5, 6949660], ['2021-07-30T00:00:00+05:30', 138.0, 141.8, 137.25, 139.55, 14416176], ['2021-08-02T00:00:00+05:30', 140.95, 143.3, 139.35, 142.85, 7539166], ['2021-08-03T00:00:00+05:30', 143.95, 144.15, 141.85, 143.3, 8902280], ['2021-08-04T00:00:00+05:30', 144.25, 146.2, 141.85, 142.4, 9592503], ['2021-08-05T00:00:00+05:30', 143.0, 145.6, 140.3, 142.9, 19500102], ['2021-08-06T00:00:00+05:30', 147.0, 153.95, 144.9, 148.75, 63506840], ['2021-08-09T00:00:00+05:30', 150.2, 150.5, 145.2, 145.8, 11261259], ['2021-08-10T00:00:00+05:30', 145.9, 148.15, 143.8, 144.85, 14949570], ['2021-08-11T00:00:00+05:30', 145.5, 148.5, 144.5, 144.65, 6378762]]}
date open high low close volume
0 2021-05-04T00:00:00+05:30 138.50 145.65 137.35 143.75 31185770
1 2021-05-05T00:00:00+05:30 147.30 148.85 143.00 145.05 21912068
2 2021-05-06T00:00:00+05:30 145.90 151.85 145.60 151.15 26499738
3 2021-05-07T00:00:00+05:30 151.30 152.65 148.70 150.25 18927457
4 2021-05-10T00:00:00+05:30 150.25 155.50 150.25 154.55 16390776
AARTIIND
{'status': True, 'message': 'SUCCESS', 'errorcode': '', 'data': []}
No Historical Data for this symbol : AARTIIND

admin

HI @Ramesh said in Historical data is not fetching for few symbols:

@admin Please find below request details for one day (not for 1 min)
historicParam = {
"exchange": "NSE",
"symboltoken": "XXXX",
"interval": "ONE_DAY",
"fromdate": fromDate,
"todate": lastDate
}
respdatajson = smartObj.getCandleData(historicParam)

How many days data you are requesting.

Ramesh

@admin Hi trying to get one day time frame data all F&O symbol for a week.