SubscribeSnapshotGreeks: Subscribe to Realtime Greeks Snapshots data, returns data snapshot as per Periodicity & Period values
Supported parameters
| Exchange | String value like NFO | Name of supported exchange. How to get list of supported exchanges you can find here |
| InstrumentIdentifier | String value of instrument identifier like NIFTY30SEP2525000CE | How to get list of available instruments and identifiers you can find here |
| Periodicity | MINUTE | String value of required periodicity. |
| Period | 1 | Numerical value of required Period. |
| Unsubscribe | [true]/[false], default = [false] | Optional parameter. By default subscribes to Realtime Snapshot Greeks data. If set to [true], the specified instrumentIdentifier will be unsubscribed, meaning the data stream for the subscribed instrument(s) will stop. |
What is returned ?
| Exchange, InstrumentIdentifier, Periodicity, Period, LastTradeTime, Token, IV, Delta, Theta, Vega, Gamma, IVVwap, Vanna, Charm, Speed, Zomma, Color, Volga, Veta, ThetaGammaRatio, ThetaVegaRatio, DTR, MessageType |
| LastTradeTime : This value is expressed as no. of seconds since Epoch time (i.e. 1st January 1970). Also known as Unix Time. Please Visit https://www.epochconverter.com/ to get formulae to convert human readable time to Epoch and vice versa (scroll to end of their home page) |
Sample request(JavaScript)
function SubscribeSnapshotGreeks()
{
var request =
{
MessageType: "SubscribeSnapshotGreeks",
Exchange: "NFO",
Periodicity: "Minute",
Period: 1,
Unsubscribe: false,
InstrumentIdentifier:"NIFTY26MAY2624100CE",
isShortIdentifiers: "true"
// Example of InstrumentIdentifier: OPTIDX_NIFTY_30SEP2025_CE_25000,
NIFTY30SEP2525000CE
};
doSend(request);
}
Example of returned data in JSON format. This data returned as per Periodicity & Period values
{"Exchange":"NFO",
"InstrumentIdentifier":"NIFTY26MAY2624100CE",
"Periodicity":"MINUTE",
"Period":1,
"LastTradeTime":1777887420,
"Token":"72183",
"IV":0.17984823882579803,
"Delta":0.5460793972015381,
"Theta":-9.610696792602539,
"Vega":23.57541847229004,
"Gamma":0.0003703689726535231,
"IVVwap":0.17672587931156158,
"Vanna":-0.001468126429244876,
"Charm":0.0006700361846014857,
"Speed":-5.553241422262545E-08,
"Zomma":-1.9360619262442924E-05,
"Color":8.616986633569468E06,
"Volga":0.009949108585715294,
"Veta":-0.5451173782348633,
"ThetaGammaRatio":-25948.978515625,
"ThetaVegaRatio":-0.40765753388404846,
"DTR":-0.05681996047496796,
"MessageType":"RealtimeSnapshotGreeksResult"}
