Receiving Real Time Data

You need to subscribe to specific tickers for which you need real time data feed.

The real time data can be received in json, csv or both at the same time.

To receive json data you need to suffix the ticker with “.json” string.

Similarly, apply the string “.csv” to the ticker name, to receive data in csv format. The header for the csv will be delivered upon successfully connecting to the websocket server. Please refer the samples for more details.

JSON sample response:

{
“UniqueName”:”NSE_INDICES_NIFTY_50″,
“Symbol”:”NIFTY_50″,
“Ticker”:”NIFTY”,
“Contract”:null,
“Exchange”:null,
“InstrumentType”:”INDICES”,
“ExpiryString”:null,
“StrikePriceString”:”0″,
“StrikePrice”:0.0,
“OptionType”:”XX”,
“LastTradedTime”:”2022-03-08T14:49:16″,
“LTD”:20220308,
“LTT”:144916,
“BBP”:0.0,
“BBQ”:0,
“BSP”:0.0,
“BSQ”:0,
“LTP”:15982.6,
“Open”:15978.5,
“High”:15983.4,
“Low”:15978.5,
“Volume”:0,
“DayOpen”:15747.75,
“DayHighest”:15989.55,
“DayLowest”:15671.45,
“PreviousClose”:15863.15,
“TTQ”:0,
“OpenInterest”:0,
“ATP”:0.0,
“TTV”:0.0,”IV”:0.0
}

CSV sample response

BANKNIFTY,NSE_INDICES_NIFTY_BANK,NIFTY_BANK,,0,XX,20220308,145151,32963.4,32964.65,32885.05,32905.25,0,0,0,0,32531.9,33028.25,32155.35,0,0,0,0,32871.25,0.0

The Header details for the CSV format will be sent with Authentication confirmation. The csv header will be marked with <csvheader> tag, just to distinguish between different header types.

Sample response for option greeks in json format :

{“Moneyness”:”ITM”,”Intrinsic”:4.0,”Extrinsic”:45.35,”PCRValue”:0.0,”PCRVol”:0.0,”PCROI”:0.0,”Probability”:68.00,”MaxPain”:0.0,”BSMPrice”:113.34,”IV”:3.03,”Delta”:0.68,”Gamma”:0.0,”Vega”:9.33,”Theta”:-5.62,”Rho”:2.08,”Lambda”:256.29,”Vanna”:0.0,”Charm”:1.23,”Speed”:1.0,”Zomma”:0.0,”Color”:0.0,”Volga”:-0.12,”Veta”:0.0,”Ultima”:-0.04}

Header for 1 minute data in CSV format:

<csvheader>Ticker,UniqueName,Symbol,Expiry,StrikePrice,OptionType,LTD,LTT,Open,High,Low,LTP,Vol,PrevVol,OI,PrevOI,TTQ,TTV,DayOpen,DayHighest,DayLowest,BBQ,BBP,BSQ,BSP,PrevClose</csvheader>

Header for 1 second Real Time (RT) data in CSV format:

<tickrtheader>Instrument,Symbol,Expiry,Strike,OptionType,Skip,TimeStamp,BidPrice,BidQty,AskPrice,AskQty,LTP,Volume,Skip,Open,High,Low,PrevClose,ATP,TTV,Skip</tickrtheader>

Header for 1 second Open Interest (OI) data in CSV format:

<tickoiheader>Instrument,Symbol,Expiry,Strike,OptionType,OI,Skip,TimeStamp,Skip</tickoiheader>