Change of consulate for first time H1B stamping

[myapp7861]

Hello Guys,
I got my H1B approval for first time. Its filed for chennai consulate and I recently moved to canada a month back. My question is whether I need to attend H1B stamping interview in home country or I can attend from any country where I am staying right now. Please make sure its first time H1B approval.
Appreciate your insights and suggestions on this.

Thanks