Live Data
This guide describes how to fetch live data of instruments easily using the SDK.
Get Quote
Fetch a real-time quote for an individual instrument using this get_quote
method.
Python SDK Usage
Request Schema
Name | Type | Description |
---|---|---|
exchange * | string | Stock exchange |
segment * | string | Segment of the instrument such as CASH, FNO etc. |
trading_symbol * | string | Trading Symbol of the instrument as defined by the exchange |
*
required parameters
Response Payload
All prices in rupees.
Response Schema
Name | Type | Description |
---|---|---|
average_price | float | Average price of the instrument |
bid_quantity | int | Quantity of the bid |
bid_price | float | Price of the bid |
day_change | float | Day change in price |
day_change_perc | float | Day change percentage |
upper_circuit_limit | float | High price range |
lower_circuit_limit | float | Low price range |
open | float | Opening price |
high | float | Highest price |
low | float | Lowest price |
close | float | Closing price |
price | float | Price of the book entry |
quantity | int | Quantity of the book entry |
high_trade_range | float | High trade range |
implied_volatility | float | Implied volatility |
last_trade_quantity | int | Last trade quantity |
last_trade_time | int | Last trade time in epoch milliseconds |
low_trade_range | float | Low trade range |
last_price | float | Last traded price |
market_cap | float | Market capitalization |
offer_price | float | Offer price |
offer_quantity | int | Quantity of the offer |
oi_day_change | float | Open interest day change |
oi_day_change_percentage | float | Open interest day change percentage |
open_interest | float | Open interest |
previous_open_interest | float | Previous open interest |
total_buy_quantity | float | Total buy quantity |
total_sell_quantity | float | Total sell quantity |
volume | int | Volume of trades |
week_52_high | float | 52-week high price |
week_52_low | float | 52-week low price |
Get LTP
Fetch the last traded price for multiple instruments using this get_ltp
method.
Upto 50 instruments are supported for each function call.
Python SDK Usage
Request Schema
Name | Type | Description |
---|---|---|
segment * | string | Segment of the instrument such as CASH, FNO etc. |
exchange_trading_symbols * | Tuple[str] | String of trading symbols with their respective exchanges |
*
required parameters
Response Payload
All prices in rupees.
Response Schema
Name | Type | Description |
---|
| ltp|float|Last traded price
|
Get OHLC
Get the OHLC details for list of given instruments quickly using this get_ohlc
method.
Use the segment value FNO for derivatives and CASH for stocks and index.
Upto 50 instruments are supported for each function call.
Note: The OHLC data retrieved using the OHLC SDK method reflects the current time's OHLC (i.e., real-time snapshot). For interval-based OHLC data (e.g., 1-minute, 5-minute candles), please refer to the Historical Data SDK method.
Python SDK Usage
Request Schema
Name | Type | Description |
---|---|---|
segment * | string | Segment of the instrument such as CASH, FNO etc. |
exchange_trading_symbols * | Tuple[str] | String of trading symbols with their respective exchanges |
*
required parameters
Response Payload
All prices in rupees.
Response Schema
Name | Type | Description |
---|---|---|
open | float | Opening price |
high | float | Highest price |
low | float | Lowest price |
close | float | Closing price |
Get Greeks
Fetch the Greeks data for FNO (Futures and Options) contracts using this get_greeks
method.
Greeks are financial measures that help assess the risk and sensitivity of options contracts to various factors like underlying price changes, time decay, volatility, and interest rates. This method is specifically designed for derivatives trading and risk management.
Python SDK Usage
Request Schema
Name | Type | Description |
---|---|---|
exchange * | string | Stock exchange - NSE or BSE |
underlying * | string | Underlying symbol for the contract such as NIFTY, BANKNIFTY, RELIANCE etc. |
trading_symbol * | string | Trading Symbol of the FNO contract as defined by the exchange |
expiry * | string | Expiry date of the contract in YYYY-MM-DD format |
*
required parameters
Response Payload
Response Schema
Name | Type | Description |
---|---|---|
delta | float | Delta measures the rate of change of option price based on every 1 rupee change in the price of underlying. |
gamma | float | Gamma measures the rate of change of delta with respect to underlying asset price. Higher gamma means delta changes more rapidly |
theta | float | Theta measures the rate of time decay of option price. Usually negative, indicating option value decreases over time |
vega | float | Vega measures the rate of change of option price based on every 1% change in implied volatility of the underlying asset |
rho | float | Rho measures the sensitivity of option price to changes in interest rates |
iv | float | Implied Volatility represents the market's expectation of future volatility, expressed as a percentage |