zerodha-data-fetcher 1.0.0

A Python package for fetching historical data from Zerodha API

Zerodha Data Fetcher

A Python package for fetching historical data from Zerodha API with advanced features like rate limiting, authentication management, and parallel data fetching.

Features

• 🚀 Fast Parallel Data Fetching: Concurrent requests with intelligent rate limiting
• 🔐 Automatic Authentication: Handles login, 2FA, and token management
• 📊 Multiple Data Formats: Support for minute, daily, and other timeframes
• 🛡️ Error Handling: Robust error handling with retry mechanisms
• 🔍 Symbol Search: Built-in instrument search and validation
• ⚙️ Configurable: Flexible configuration via environment variables or parameters

Installation

pip install zerodha-data-fetcher

Quick Start

1. Set up environment variables

Create a .env file in your project root:

ZERODHA_USER_ID=your_user_id
ZERODHA_PASSWORD=your_password
ZERODHA_USER_TYPE=individual
ZERODHA_TOTP_SECRET=your_totp_secret

2. Basic Usage

from zerodha_data_fetcher import ZerodhaDataFetcher
from datetime import date, timedelta

# Initialize the fetcher
fetcher = ZerodhaDataFetcher(requests_per_second=2)

# Fetch historical data
end_date = date.today()
start_date = end_date - timedelta(days=30)

# Using symbol (recommended)
data = fetcher.fetch_historical_data(
    ticker_token="RELIANCE",
    start_date=start_date,
    end_date=end_date,
    timeframe="minute"
)

# Using instrument token
data = fetcher.fetch_historical_data(
    ticker_token=408065,  # HDFC Bank
    start_date=start_date,
    end_date=end_date,
    timeframe="minute"
)

print(data.head())

3. Advanced Usage

# Custom configuration
fetcher = ZerodhaDataFetcher(
    requests_per_second=3,
    token_expiry_hours=6,
    user_id="custom_user_id",  # Override env var
    password="custom_password"  # Override env var
)

# Search for symbols
results = fetcher.search_symbols("HDFC", limit=5)
print(results)

# Get instrument info
info = fetcher.get_instrument_info("RELIANCE")
print(info)

Configuration

Environment Variables

Variable	Description	Required
ZERODHA_USER_ID	Your Zerodha user ID	Yes
ZERODHA_PASSWORD	Your Zerodha password	Yes
ZERODHA_USER_TYPE	Account type (individual/corporate)	Yes
ZERODHA_TOTP_SECRET	TOTP secret for 2FA	Yes
ZERODHA_KEYRING_TOKEN_KEY	Keyring token key	No
ZERODHA_KEYRING_ENCRYPTION_KEY	Keyring encryption key	No

Parameters

• requests_per_second: API rate limit (1-10, default: 2)
• token_expiry_hours: Token validity period (default: 6)
• timeframe: Data timeframe ('minute', 'day', etc.)

API Reference

ZerodhaDataFetcher

Main class for fetching historical data.

Methods

• fetch_historical_data(ticker_token, start_date, end_date, timeframe='minute'): Fetch historical data
• search_symbols(partial_name, limit=10): Search for trading symbols
• get_instrument_info(symbol): Get instrument information

Error Handling

The package includes comprehensive error handling:

from zerodha_data_fetcher.utils.exceptions import (
    ZerodhaAPIError,
    AuthenticationError,
    InvalidTickerError,
    DataFetchError
)

try:
    data = fetcher.fetch_historical_data("INVALID", start_date, end_date)
except InvalidTickerError as e:
    print(f"Invalid ticker: {e}")
except AuthenticationError as e:
    print(f"Auth failed: {e}")
except DataFetchError as e:
    print(f"Data fetch failed: {e}")

Contributing

1. Fork the repository
2. Create a feature branch
3. Make your changes
4. Add tests
5. Submit a pull request

License

This project is licensed under the MIT License - see the LICENSE file for details.

Disclaimer

This package is for educational and research purposes. Please ensure compliance with Zerodha's terms of service and applicable regulations when using this package.

Support

• 📖 Documentation
• 🐛 Bug Reports
• 💬 Discussions