upstox · elninad · Mar 25, 2026 · Mar 25, 2026 · Mar 25, 2026
diff --git a/README.md b/README.md
@@ -116,7 +116,7 @@ The [`examples/`](examples/) folder contains ready-to-run scripts covering commo
 
 ## Interactive Examples
 
-The [interactive-examples/](interactive-examples/) directory contains 47 ready-to-run CLI scripts across 8 categories: instrument search, futures basis, options strategies, options analytics, arbitrage, historical analysis, portfolio screening, and market data. See the [interactive-examples README](interactive-examples/README.md) for details.
+The [interactive_examples/](interactive_examples/) directory contains 47 ready-to-run CLI scripts across 8 categories: instrument search, futures basis, options strategies, options analytics, arbitrage, historical analysis, portfolio screening, and market data. See the [interactive_examples README](interactive_examples/README.md) for details.
 
 The [`examples/strategies/`](examples/strategies/) folder is organized by market outlook:
 

diff --git a/examples/README.md b/examples/README.md
@@ -99,7 +99,7 @@ Each strategy script searches for the required Nifty 50 option legs using the In
 
 ## Interactive Examples
 
-For 47 complete, runnable CLI scripts covering instrument search, futures spreads, options strategies, options analytics, arbitrage, historical analysis, and more, see the [interactive-examples/](../interactive-examples/) directory.
+For 47 complete, runnable CLI scripts covering instrument search, futures spreads, options strategies, options analytics, arbitrage, historical analysis, and more, see the [interactive_examples/](../interactive_examples/) directory.
 
 ## Documentation
 

diff --git a/interactive-examples/README.md → interactive_examples/README.md b/interactive-examples/README.md → interactive_examples/README.md
@@ -10,7 +10,7 @@
 ## Quick Start
 
 ```bash
-cd interactive-examples
+cd interactive_examples
 pip install -r requirements.txt
 python instrument_search/search_equity.py --token <TOKEN> --query RELIANCE
 ```
@@ -207,7 +207,7 @@ python market_data/live_depth_mcx.py --token <TOKEN>    # Ctrl-C to stop
 ## Project Structure
 
 ```
-interactive-examples/
+interactive_examples/
 ├── utils.py                          # Shared helpers — SDK client, search, quotes, history
 ├── test_runner.py                    # Automated test harness for all examples
 ├── requirements.txt

diff --git a/...ples/arbitrage/currency_futures_spread.py → ...ples/arbitrage/currency_futures_spread.py b/...ples/arbitrage/currency_futures_spread.py → ...ples/arbitrage/currency_futures_spread.py
diff --git a/...active-examples/arbitrage/etf_vs_index.py → ...active_examples/arbitrage/etf_vs_index.py b/...active-examples/arbitrage/etf_vs_index.py → ...active_examples/arbitrage/etf_vs_index.py
diff --git a/...e-examples/arbitrage/nse_bse_arbitrage.py → ...e_examples/arbitrage/nse_bse_arbitrage.py b/...e-examples/arbitrage/nse_bse_arbitrage.py → ...e_examples/arbitrage/nse_bse_arbitrage.py
diff --git a/...futures_basis/banknifty_futures_spread.py → ...futures_basis/banknifty_futures_spread.py b/...futures_basis/banknifty_futures_spread.py → ...futures_basis/banknifty_futures_spread.py
diff --git a/...mples/futures_basis/cash_futures_basis.py → ...mples/futures_basis/cash_futures_basis.py b/...mples/futures_basis/cash_futures_basis.py → ...mples/futures_basis/cash_futures_basis.py
diff --git a/...amples/futures_basis/futures_roll_cost.py → ...amples/futures_basis/futures_roll_cost.py b/...amples/futures_basis/futures_roll_cost.py → ...amples/futures_basis/futures_roll_cost.py
diff --git a/...xamples/futures_basis/mcx_crude_spread.py → ...xamples/futures_basis/mcx_crude_spread.py b/...xamples/futures_basis/mcx_crude_spread.py → ...xamples/futures_basis/mcx_crude_spread.py
diff --git a/...les/futures_basis/nifty_futures_spread.py → ...les/futures_basis/nifty_futures_spread.py b/...les/futures_basis/nifty_futures_spread.py → ...les/futures_basis/nifty_futures_spread.py
diff --git a/...es/historical_analysis/beta_calculator.py → ...es/historical_analysis/beta_calculator.py b/...es/historical_analysis/beta_calculator.py → ...es/historical_analysis/beta_calculator.py
diff --git a/.../historical_analysis/historical_candle.py → .../historical_analysis/historical_candle.py b/.../historical_analysis/historical_candle.py → .../historical_analysis/historical_candle.py
diff --git a/...torical_analysis/historical_volatility.py → ...torical_analysis/historical_volatility.py b/...torical_analysis/historical_volatility.py → ...torical_analysis/historical_volatility.py
diff --git a/...les/historical_analysis/moving_average.py → ...les/historical_analysis/moving_average.py b/...les/historical_analysis/moving_average.py → ...les/historical_analysis/moving_average.py
diff --git a/.../historical_analysis/stock_correlation.py → .../historical_analysis/stock_correlation.py b/.../historical_analysis/stock_correlation.py → .../historical_analysis/stock_correlation.py
diff --git a/...tive-examples/historical_analysis/vwap.py → ...tive_examples/historical_analysis/vwap.py b/...tive-examples/historical_analysis/vwap.py → ...tive_examples/historical_analysis/vwap.py
diff --git a/...s/historical_analysis/week_52_high_low.py → ...s/historical_analysis/week_52_high_low.py b/...s/historical_analysis/week_52_high_low.py → ...s/historical_analysis/week_52_high_low.py
diff --git a/...amples/instrument_search/search_equity.py → ...amples/instrument_search/search_equity.py b/...amples/instrument_search/search_equity.py → ...amples/instrument_search/search_equity.py
diff --git a/...mples/instrument_search/search_futures.py → ...mples/instrument_search/search_futures.py b/...mples/instrument_search/search_futures.py → ...mples/instrument_search/search_futures.py
diff --git a/...mples/instrument_search/search_options.py → ...mples/instrument_search/search_options.py b/...mples/instrument_search/search_options.py → ...mples/instrument_search/search_options.py
diff --git a/...ve-examples/market_data/intraday_chart.py → ...ve_examples/market_data/intraday_chart.py b/...ve-examples/market_data/intraday_chart.py → ...ve_examples/market_data/intraday_chart.py
diff --git a/...active-examples/market_data/live_depth.py → ...active_examples/market_data/live_depth.py b/...active-examples/market_data/live_depth.py → ...active_examples/market_data/live_depth.py
diff --git a/...ve-examples/market_data/live_depth_d30.py → ...ve_examples/market_data/live_depth_d30.py b/...ve-examples/market_data/live_depth_d30.py → ...ve_examples/market_data/live_depth_d30.py
diff --git a/...ve-examples/market_data/live_depth_mcx.py → ...ve_examples/market_data/live_depth_mcx.py b/...ve-examples/market_data/live_depth_mcx.py → ...ve_examples/market_data/live_depth_mcx.py
diff --git a/...examples/market_data/live_depth_usdinr.py → ...examples/market_data/live_depth_usdinr.py b/...examples/market_data/live_depth_usdinr.py → ...examples/market_data/live_depth_usdinr.py
diff --git a/...e-examples/market_data/market_holidays.py → ...e_examples/market_data/market_holidays.py b/...e-examples/market_data/market_holidays.py → ...e_examples/market_data/market_holidays.py
diff --git a/...ive-examples/market_data/market_status.py → ...ive_examples/market_data/market_status.py b/...ive-examples/market_data/market_status.py → ...ive_examples/market_data/market_status.py
diff --git a/...ve-examples/market_data/market_timings.py → ...ve_examples/market_data/market_timings.py b/...ve-examples/market_data/market_timings.py → ...ve_examples/market_data/market_timings.py
diff --git a/...xamples/options_analytics/expiry_decay.py → ...xamples/options_analytics/expiry_decay.py b/...xamples/options_analytics/expiry_decay.py → ...xamples/options_analytics/expiry_decay.py
diff --git a/...mples/options_analytics/gamma_exposure.py → ...mples/options_analytics/gamma_exposure.py b/...mples/options_analytics/gamma_exposure.py → ...mples/options_analytics/gamma_exposure.py
diff --git a/...xamples/options_analytics/implied_move.py → ...xamples/options_analytics/implied_move.py b/...xamples/options_analytics/implied_move.py → ...xamples/options_analytics/implied_move.py
diff --git a/...amples/options_analytics/iv_percentile.py → ...amples/options_analytics/iv_percentile.py b/...amples/options_analytics/iv_percentile.py → ...amples/options_analytics/iv_percentile.py
diff --git a/.../options_analytics/max_pain_calculator.py → .../options_analytics/max_pain_calculator.py b/.../options_analytics/max_pain_calculator.py → .../options_analytics/max_pain_calculator.py
diff --git a/...ive-examples/options_analytics/oi_skew.py → ...ive_examples/options_analytics/oi_skew.py b/...ive-examples/options_analytics/oi_skew.py → ...ive_examples/options_analytics/oi_skew.py
diff --git a/.../options_analytics/option_chain_native.py → .../options_analytics/option_chain_native.py b/.../options_analytics/option_chain_native.py → .../options_analytics/option_chain_native.py
diff --git a/...amples/options_analytics/option_greeks.py → ...amples/options_analytics/option_greeks.py b/...amples/options_analytics/option_greeks.py → ...amples/options_analytics/option_greeks.py
diff --git a/...ptions_analytics/options_chain_builder.py → ...ptions_analytics/options_chain_builder.py b/...ptions_analytics/options_chain_builder.py → ...ptions_analytics/options_chain_builder.py
diff --git a/...e-examples/options_analytics/pcr_trend.py → ...e_examples/options_analytics/pcr_trend.py b/...e-examples/options_analytics/pcr_trend.py → ...e_examples/options_analytics/pcr_trend.py
diff --git a/...ples/options_analytics/volatility_skew.py → ...ples/options_analytics/volatility_skew.py b/...ples/options_analytics/volatility_skew.py → ...ples/options_analytics/volatility_skew.py
diff --git a/...es/options_strategies/bull_call_spread.py → ...es/options_strategies/bull_call_spread.py b/...es/options_strategies/bull_call_spread.py → ...es/options_strategies/bull_call_spread.py
diff --git a/...es/options_strategies/butterfly_spread.py → ...es/options_strategies/butterfly_spread.py b/...es/options_strategies/butterfly_spread.py → ...es/options_strategies/butterfly_spread.py
diff --git a/...ons_strategies/calendar_spread_options.py → ...ons_strategies/calendar_spread_options.py b/...ons_strategies/calendar_spread_options.py → ...ons_strategies/calendar_spread_options.py
diff --git a/...s/options_strategies/iron_condor_setup.py → ...s/options_strategies/iron_condor_setup.py b/...s/options_strategies/iron_condor_setup.py → ...s/options_strategies/iron_condor_setup.py
diff --git a/...les/options_strategies/put_call_parity.py → ...les/options_strategies/put_call_parity.py b/...les/options_strategies/put_call_parity.py → ...les/options_strategies/put_call_parity.py
diff --git a/...les/options_strategies/straddle_pricer.py → ...les/options_strategies/straddle_pricer.py b/...les/options_strategies/straddle_pricer.py → ...les/options_strategies/straddle_pricer.py
diff --git a/...les/options_strategies/strangle_pricer.py → ...les/options_strategies/strangle_pricer.py b/...les/options_strategies/strangle_pricer.py → ...les/options_strategies/strangle_pricer.py
diff --git a/...portfolio_screening/futures_oi_buildup.py → ...portfolio_screening/futures_oi_buildup.py b/...portfolio_screening/futures_oi_buildup.py → ...portfolio_screening/futures_oi_buildup.py
diff --git a/...olio_screening/sector_index_comparison.py → ...olio_screening/sector_index_comparison.py b/...olio_screening/sector_index_comparison.py → ...olio_screening/sector_index_comparison.py
diff --git a/.../portfolio_screening/top_volume_stocks.py → .../portfolio_screening/top_volume_stocks.py b/.../portfolio_screening/top_volume_stocks.py → .../portfolio_screening/top_volume_stocks.py
diff --git a/interactive-examples/requirements.txt → interactive_examples/requirements.txt b/interactive-examples/requirements.txt → interactive_examples/requirements.txt
diff --git a/interactive-examples/test_runner.py → interactive_examples/test_runner.py b/interactive-examples/test_runner.py → interactive_examples/test_runner.py
diff --git a/interactive-examples/utils.py → interactive_examples/utils.py b/interactive-examples/utils.py → interactive_examples/utils.py