Reputation: 51
Using python, I am trying to extract the options chain data table published publicly by NSE exchange on https://www.nseindia.com/option-chain
Tried to use requests session as well as selenium, but somehow the website is not allowing to extract data using bot.
Below are the attempts done:
Is there anything obvious that i am missing ? Or website will make all attempts to block automated extraction of data from website using selenium/requests + python? Either case, how do i extract this data?
Below is my current code: ( to get table contents from https://www.nseindia.com/option-chain)
from selenium import webdriver
from selenium.webdriver.chrome.options import Options
opts = Options()
opts.add_argument("user-agent=Mozilla/5.0 (Windows NT 6.3; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/44.0.2403.157 Safari/537.36")
opts.add_argument("Accept-Language=en-US,en;q=0.5")
opts.add_argument("Accept=text/html")
driver = webdriver.Chrome(executable_path="C:\\chromedriver.exe",chrome_options=opts)
#driver.get('https://www.nseindia.com/api/csrf-token')
driver.get('https://www.nseindia.com/')
#driver.get('https://www.nseindia.com/api/option-chain-indices?symbol=NIFTY')
driver.get('https://www.nseindia.com/option-chain')
Upvotes: 1
Views: 1396
Reputation: 195613
The data is loaded via Javascript from external URL. But you need first to load cookies visiting other URL:
import json
import requests
from bs4 import BeautifulSoup
symbol = 'NIFTY'
headers = {'User-Agent': 'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:80.0) Gecko/20100101 Firefox/80.0'}
url = 'https://www.nseindia.com/api/option-chain-indices?symbol=' + symbol
with requests.session() as s:
# load cookies:
s.get('https://www.nseindia.com/get-quotes/derivatives?symbol=' + symbol, headers=headers)
# get data:
data = s.get(url, headers=headers).json()
# print data to screen:
print(json.dumps(data, indent=4))
Prints:
{
"records": {
"expiryDates": [
"03-Sep-2020",
"10-Sep-2020",
"17-Sep-2020",
"24-Sep-2020",
"01-Oct-2020",
"08-Oct-2020",
"15-Oct-2020",
"22-Oct-2020",
"29-Oct-2020",
"26-Nov-2020",
"31-Dec-2020",
"25-Mar-2021",
"24-Jun-2021",
"30-Dec-2021",
"30-Jun-2022",
"29-Dec-2022",
"29-Jun-2023"
],
"data": [
{
"strikePrice": 4600,
"expiryDate": "31-Dec-2020",
"PE": {
"strikePrice": 4600,
"expiryDate": "31-Dec-2020",
"underlying": "NIFTY",
"identifier": "OPTIDXNIFTY31-12-2020PE4600.00",
"openInterest": 19,
"changeinOpenInterest": 0,
"pchangeinOpenInterest": 0,
"totalTradedVolume": 0,
"impliedVolatility": 0,
"lastPrice": 31,
"change": 0,
"pChange": 0,
"totalBuyQuantity": 10800,
"totalSellQuantity": 0,
"bidQty": 900,
"bidprice": 3.05,
"askQty": 0,
"askPrice": 0,
"underlyingValue": 11647.6
}
},
{
"strikePrice": 5000,
"expiryDate": "31-Dec-2020",
...and so on.
Upvotes: 1