Algo Trading with Zerodha Kite Connect and Python
- Live Trading
- Learning Track
- Prerequisites
- Syllabus
- About author
- Testimonials
- Faqs
Live Trading
- Understand the foundational aspects of algorithmic trading and get an overview of Zerodha's Kite Connect API
- Set up your developer account and get a walkthrough of the login process for Zerodha's KiteConnect API
- Learn how to execute orders. Effectively monitor and manage your live orders, trading positions, and portfolio holdings through the KiteConnect API
- Design a strategy and automate the strategy using two methods, applying websockets and polling.
- Understand and implement different order types

Skills Covered
KiteConnect API
- Retrieve historical data
- Real time data streaming
- Analysing data using Python
Automate Order Types
- Stop loss and Cover Order
- Good till triggered
- One cancels other
- After market order
- Iceberg Order
Market Data
- Equity data
- Futures data
THIS COURSE IS PART OF
The AI Algo Trader Bootcamp
A 4 days live, intensive bootcamp that takes you from trading intuition to AI-driven, backtested, and automated strategies using Python, Machine Learning, and brokers’ API.
At QuantInsti, our mission is to make algorithmic trading knowledge and technology accessible to everyone. Our vision is to empower individuals and institutions, enabling them to harness cutting-edge technology in financial markets, fostering growth and success. We offer comprehensive learning tracks, free fintech tools, hundreds of engaging webinars, and a vast repository of over 500 insightful blogs designed to equip aspiring traders with essential skills and resources.
For over 14 years, we've actively contributed as speakers and industry experts at academic and professional forums globally, helping shape the future of algorithmic trading. This free course exemplifies our commitment to accessibility and empowerment, helping you take your first step into the ever-evolving world of algorithmic trading. We appreciate you joining us on this exciting journey. Happy Learning!
Course Features
- Community
Faculty Support on Community
Interactive Coding ExercisesInteractive Coding Practice
Trade & Learn TogetherTrade and Learn Together
- Get Certified
Get Certified
Prerequisite
A basic understanding of Python, along with knowledge of data manipulation using Pandas and NumPy, is essential. Familiarity with financial markets and trading concepts is helpful, though not mandatory.
Syllabus
- Course IntroductionThis course helps you learn to build your own automated trading system using Zerodha’s Kite Connect API. This section gives a clear overview of the course and its structure as well as answers to common FAQs. You will learn what algorithmic trading is, how it differs from manual trading, and explore basic strategies such as momentum and mean reversion. You will also understand the main ideas behind the three types of algorithmic trading strategies.Introduction to the Course4m 4sCourse Structure2mCourse FAQs2mWhat is Algorithmic Trading3m 5sIdentify the Approach5mCreating an Algo Trading Strategy5mFoundation of Algo Trading5mAlgo Trading Vs Manual Trading4m 7sAdvantage of Algorithmic Trading5mOutperformance of Algorithmic Trader5mEmotion Based Trading5mValue Function in Behavioural Finance5mTypes of Algorithmic Trading Strategies4m 9sSelect the Right Strategy5mStrategy for Divergence5mML Strategies5m
- Zerodha Platform OverviewNow is the time to dive in. Let’s go through the Zerodha ecosystem and its various platforms, focusing on the Kite Connect API. You'll learn how this API lets your code interact directly with Zerodha's trading system to automate your actions.Introduction to Zerodha and Kite Connect3m 16sPrerequisite for Using Kite Connect API5mInstall the Kite Connect Library5mUsing Kite Connect API5mImport KiteConnect Class5mInstalling Python and the kiteconnect Library2mFAQ on Zerodha and Kite Connect API2mTest on Algorithmic Trading and Zerodha Platform10m
- Developer Account SetupReady to connect your code to Zerodha? This section guides you step-by-step through setting up your developer account. You'll also learn how to obtain your API key and API secret, which are needed to begin your automated trading journey.Overview on Account Set Up and Login Flow1m 18sSetting Up a Zerodha Developer Account4m 7sSteps to Set-Up a Developer Account2mTrading on Zerodha account5mClient ID5mType of App5mConnect App5mAdding Credits5mFinding the API Key and API Secret5mFAQ on Zerodha Developer Account Setup2m
- Zerodha Account LoginAfter setting up your account, the next step is to authenticate and login. This section provides a clear, step-by-step walkthrough of Kite authentication and the complete login flow. Gain a thorough understanding of the entire process, preparing you for hands-on implementation.Login to Your Zerodha Account3m 51sPurpose of Access Token5mObtaining API Key and API Secret5mAccess Token Validity5mLogin Process5mObtaining request_token5mIdentify Request Token5mExchange of request_token5m
- API Login & Session ManagementTime to put theory into practice! This section provides practical Python notebooks for implementing Kite authentication and the login flow. You'll also learn how to securely store and reuse your access token, plus find answers to common FAQs related to login error handling.Working with Zerodha Kite Connect2mKiteConnect Authentication5mLogin URL5mRunning the login_url() Method5mAuthentication Issue5mReusing Access Token2m 40sStoring and Reusing the Access Token5mStored access_token5mFetching Funds Details5mReusing access_token on the Same Day5mFAQ on Login Implementation2mTest on Login & Session Management10mQuote Types and Formats2m
- Fetching Market QuotesIn this section, you will be able to authenticate your session and retrieve data from Zerodha Kite.Section Overview of Real-time Market Quotes2mFetching Instruments and Live Quotes4m 14sInstrument Tokens5mQuote Formats5mExchange Coverage5mFetching Full Instrument Lists5mFetching Instrument Data5mFetching Live Quotes with Kite Connect5mInstrument Formatting5mLTP Method Selection5mComprehensive Market Data5mMarket Depth Structure5mMarket Depth Purpose5mManaging API Rate Limits4m 53sAPI Rate Limiting and Optimization Strategies5mFAQs on Real Time Market Quotes2mSummary of Real Time Market Quotes2m
- Historical Data AnalysisIn this section, we will switch gears and look at historical data and how to retrieve itSection Overview: Historical Data Analysis2mFetching Historical Data2m 42sPurpose of Historical Data5mRequired Parameters for Historical Data Retrieval5mData Type Returned by Historical Data5mFinding Instrument Token5mTimeframe for 5-minute Data5mConverting to Higher Timeframes5mFetching and Resampling Historical Data5mDate Range Calculation5mOHLCV Aggregation Rules5m
- Access Historical Derivatives Data and Analysing Open InterestIn this section we take a slight detour and focus on Derivatives and how to access their dataFetching Futures & Options Data With Kite Api3m 13sAccessing Futures Data and Analysing Open Interest5mHistorical Data Parameters5mContract Filtering5mDataFrame Sorting5mUnderstanding Historical Data Availability2mFAQs on Historical Data Analysis2mSummary on Historical Data Analysis2m
- BacktestingDo you think once you have access to data, and a trading idea, should you directly trade it live? If you said no, you are well on the way to think like a systematic trader. In this section, you will understand the need for backtesting.Why Backtest Before You Trade?4m 42sApplying Backtest Insights3mSystematic approach3mStrategy comparison4mFAQs on Backtesting2mSummary on Backtesting5mAdditional Reading on Backtesting2m
- Order ExecutionYou'll learn the key parameters for placing an order and how to execute it directly from a Python script. We'll show you how to place buy or sell orders using the place order method, just as you would manually.Overview on Orders, Positions, and Portfolio Holdings1m 34sOrder Execution2m 46sMarket Order5mBuy Order5mPrice and Trigger Price5mMarket Order5mUnique Identifier for Orders5mProcess Comparison5mMonitoring and Managing Orders3m 31sOpen Orders5mChanges to a Limit Order5mPlacing Your First Trade with Kite Connect5mMonitoring and Managing Orders5mStatus of Orders for the Day5mDifference between Orders and Trades5mFAQs on Order Execution2m
- Trading PositionsOnce your trades are executed they show up as positions. In this section, you'll learn how to effectively monitor these positions, including tracking real-time profit and loss.Understanding Your Trading Positions3m 41sSummary of Trades5mIntraday to Delivery5mParameters for Converting a Position5mNet Position5mManaging Trading Positions with KiteConnect5mPnL of Positions5mFAQ on Trading Positions2m
- Portfolio HoldingsGain insight into your long-term investments! This section teaches you how to fetch and understand the detailed information of your portfolio holdings.Monitoring Portfolio Holdings2m 24sIdentify Holdings5mHoldings Data5mManaging Portfolio Holdings with KiteConnect5mPnL Column5mCalculate Total PnL5mInvested Value5mCorrect Market Value5mFAQ on Portfolio Holdings2mTest on Orders, Positions and Holdings14m
- Need for WebsocketsWe'll explain the difference between polling and WebSockets for fetching market data. You'll learn why WebSockets are essential for receiving instant, real-time price updates for high-frequency trading strategies.Overview on Building an Algorithmic Trading System2m 7sNeed for Websockets4m 18sThe Medium-Frequency Trading Firm5mThe Missed Breakout Trade5mOn-Demand Portfolio Check5mFAQs on Need for Websockets2mSummary of Need for Websockets2m
- Streaming DataLearn how to write the Python code to implement a WebSocket connection and get a live stream of price updates. You'll use callback functions to handle events like connecting and receiving tick data.Streaming Data5m 2sData Modes5mContinuous Streaming Behaviour5mFunctions Explained Callback5mWebSocket Lifecycle5mStreaming Live Market Data5mTick Reception & Debugging5mTick Data Modes5mWebSocket Lifecycle5mCallback Timing5mFAQs on Streaming Data2mSummary on Streaming Data2m
- Calculation of SMA Using WebsocketsNow that you can stream tick by tick data using websockets, it is only natural to think of how this data can be used. In this section, you will be able to calculate the simple moving averages using the live data received from streaming data.On Ticks Method4m 4sParsing Tick Data5mManaging List Size5mSMA Calculation Logic5mLogging Tick Data5mFrom Raw Data to Moving Average5mSMA Trigger Condition5mTick Data Management5mSMA Update Logic5mFAQs on Calculation of SMA2mSummary for Calculation of SMA2m
- Trading SignalYou have the live data, and you can calculate technical indicators. We will move forward and generate buy and sell signals using the moving average crossover logic and come one step closer to building an automated trading system.Trading Signals3m 57sAvoiding Multiple Signals5mSMA Crossover Strategy Logic5mReal-time Calculation5mInitialising State5mTrading Signals5mMemory state for crossover5mInitial position setup5mTuning strategy sensitivity5mFAQs on Trading Signals2mSummary on Trading Signals2m
- Order Placement and Stop Loss OrdersIn this section, you will use what you learned earlier to design a fully automated trading system and explore ways to improve it. You will learn what a Stop-Loss (SL) order is and why it is vital for risk management. You will also learn how to programmatically place both Stop-Loss Limit and Stop-Loss Market orders using the Kite Connect API.Complete Automated Trading System4m 23sTrade State Tracking5mStrategy Execution Logic5mOrder Function Abstraction5mA Complete Automated Trading System5mMulti-Asset Scalability5mSignal Execution Control5mTick Mode Behavior5mStop-Loss Orders5m 45sOrder Choice Logic3mAPI Parameters3mSL vs. SL-M Trade-offs3mRisk Management3mSL vs SL-M6mTrigger Price and Limit Price5mSL-M Order Format4mError Handling4mSL trigger & limit logic in sell orders3mFAQs on Order Placement and Stop Loss Orders6mSummary on Order Placement and Stop Loss Orders5m
- Low Frequency Trading SystemDiscover a different architecture for building low-frequency trading bots. Instead of using WebSockets, you'll learn how to create a polling-based system that fetches data at set intervals, perfect for long-term strategies.Building a Low Frequency Trading System3m 32sPolling Architecture5mSMA Calculation5mArchitecture Choice5mFrequency Control5mBuilding a Low-Frequency Trading System5mTime-based Polling Frequency5mSafety Check before Strategy5mRobust Error Handling5mFAQs on Low Frequency Trading System2mSummary on Low Frequency Trading System2mTest on Creation of Automated Trading System12m
- Advanced Order Types - CO, GTT, AMO, IcebergLearn about Cover Orders (COs) for intraday trading, which combine an entry and a compulsory stop-loss in one command, and how to place them using the Kite Connect API. Explore advanced order types for longer-term or strategic use, including Good Till Triggered (GTT) and After Market Orders (AMO), which allow orders to stay active for up to a year or be placed outside market hours. Understand Iceberg orders for large trades by splitting one big order into smaller, sequential legs to help avoid moving the market price.Cover Orders2m 32sStop-Loss Trigger Calculation4mMIS Product Requirement3mCover Orders6mStop-loss trigger logic3mLong-Term and Strategic Orders5m 16sTrigger-Based Order Activation5mOCO GTT Trigger Behavior4mGTT and AMO7mGTT Failures4mStructure Rules4mExecuting Large Trades with Iceberg Orders1m 27sParameter synthesis4mFeature Planning4mPrice Impact Risks4mIceberg Orders6mIceberg Configuration3mOrder Customization4mOrder Logic4mFAQs on Order Types - CO, GTT, AMO, Iceberg6mSummary on Order Types5mTest on Order Types10m
- Creating and Implementing a Zerodha Publisher AppIn this section, you will understand how to create a publisher App which is used for creating buttons for your website.Creating and Implementing a Zerodha Publisher App3m 34sHTML Integration5mMulti-Button Setup5mForm Fields5m
- Run Codes Locally on Your MachineLearn to install the Python environment in your local machine.Uninterrupted Learning Journey with Quantra2mPython Installation Overview1m 59sFlow Diagram10mInstall Anaconda on Windows10mInstall Anaconda on Mac10mKnow your Current Environment2mTroubleshooting Anaconda Installation Problems10mCreating a Python Environment10mChanging Environments2mQuantra Environment2mTroubleshooting Tips for Setting-up Environment10mHow to Run Files in Downloadable Section?10mTroubleshooting For Running Files in Downloadable Section10m
- SummaryCongratulations on completing the course! We'll summarise everything you've learned, from setting up your account and fetching data to building a complete automated trading system. You now have the skills to automate your strategies using Zerodha's Kite Connect API. All the data files and code used in this course can be downloaded from the downloadable unit of this section.Course Summary3m 31sSummary and Next Steps2mPython Codes and Data2m
Registered Successfully!
You will receive webinar joining details on your registered email
Would you like to start learning immediately?
about author


Why quantra®?
- More in Less Time
Gain more in less time
- Expert Faculty
Get taught by practitioners
- Self-paced
Learn at your own pace
- Data & Strategy Models
Get data & strategy models to practice on your own
Reviews
- 6000+5 Star Ratings
- 6400+Reviews from APAC Region
- 1700+Reviews from EMEA region
- 1500+Reviews from North & South America
- Vasista B.R
India
Simple, Clear and practical explaination. Awesome! - Bhagvat
India
Great content for beginner to understand basic of Algo trading - Michael Horn
Germany
The courses on Quantra are quite structured, with theory as well as practical hands-on Python experience. The delivery of content was very smooth. What I liked the most is that the courses taught concepts of mathematics and quantitative model using Python scripts so well! It was also reassuring that I could ask any doubts I had on the community platform. I'm looking forward to completing more courses on the platform, one at a time.
Faqs
- When will I have access to the course content, including videos and strategies?
You will gain access to the entire course content including videos and strategies, as soon as you complete the payment and successfully enroll in the course.
- Will I get a certificate at the completion of the course?
Yes, you will be awarded with a certification from QuantInsti after successfully completing the online learning units.
- Are there any webinars, live or classroom sessions available in the course?
No, there are no live or classroom sessions in the course. You can ask your queries on community and get responses from fellow learners and faculty members.
- Is there any support available after I purchase the course?
Yes, you can ask your queries related to the course on the community: https://quantra.quantinsti.com/community
- What are the system requirements to do this course?
Fast-speed internet connection and a browser application are required for this course. For best experience, use Chrome.
- What is the admission criteria?
There is no admission criterion. You are recommended to go through the prerequisites section and be aware of skill sets gained and required to learn most from the course.
- Is there a refund available?
We respect your time, and hence, we offer concise but effective short-term courses created under professional guidance. We try to offer the most value within the shortest time. There are a few courses on Quantra which are free of cost. Please check the price of the course before enrolling in it. Once a purchase is made, we offer complete course content. For paid courses, we follow a 'no refund' policy.
- Is the course downloadable?
Some of the course material is downloadable such as Python notebooks with strategy codes. We also guide you how to use these codes on your own system to practice further.
- Can the python strategies provided in the course be immediately used for trading?
We focus on teaching these quantitative and machine learning techniques and how learners can use them for developing their own strategies. You may or may not be able to directly use them in your own system. Please do note that we are not advising or offering any trading/investment services. The strategies are used for learning & understanding purposes and we don't take any responsibility for the performance or any profit or losses that using these techniques results in.
- I want to develop my own algorithmic trading strategy. Can I use a Quantra course notebook for the same?
Quantra environment is a zero-installation solution to get beginners to start off with coding in Python. While learning you won't have to download or install anything! However, if you wish to later implement the learning on your system, you can definitely do that. All the notebooks in the Quantra portal are available for download at the end of each course and they can be run in the local system just the same as they run in the portal. The user can modify/tweak/rework all such code files as per his need. We encourage you to implement different concepts learnt from different learning tracks into your trading strategy to make it more suited to the real-world scenario.
- If I plug in the Quantra code to my trading system, am I sure to make money?
No. We provide you guidance on how to create strategy using different techniques and indicators, but no strategy is plug and play. A lot of effort is required to backtest any strategy, after which we fine-tune the strategy parameters and see the performance on paper trading before we finally implement the live execution of trades.
- What does "lifetime access" mean?
Lifetime access means that once you enroll in the course, you will have unlimited access to all course materials, including videos, resources, readings, and other learning materials for as long as the course remains available online. There are no time limits or expiration dates on your access, allowing you to learn at your own pace and revisit the content whenever you need it, even after you've completed the course. It's important to note that "lifetime" refers to the lifetime of the course itself—if the platform or course is discontinued for any reason, we will inform you in advance. This will allow you enough time to download or access any course materials you need for future use.
- Do I need prior experience with Zerodha or algorithmic trading?
No, this course is designed for all levels. You'll learn everything from the ground up, including how to set up your Zerodha developer account and write your first automated trading script.
- What kind of trading strategies will I learn to build?
You will learn to build strategies based on common concepts like moving average crossovers. The primary focus is on the technical skills required to build the automated system, which you can then adapt for any strategy.
- Is this course only for high-frequency traders?
No, the course covers two distinct architectures: one for real-time, tick-by-tick strategies using WebSockets, and another for slower, low-frequency strategies using polling. This makes it useful for both intraday and positional traders.
- Will I be using any specific tools or libraries in this course?
Yes, the course is built around the Python ecosystem, focusing on the kiteconnect library for interacting with the Zerodha API. You'll also use other common libraries like pandas for data analysis
- Is this course useful for traders who don't use Zerodha?
While the course is specifically tailored to the Zerodha Kite Connect API, the core concepts, such as API integration, order management, and real-time data handling, are universal to algorithmic trading and can be applied to other brokers.


