GetExchangeSnapshot (Delayed)

GetExchangeSnapshot (Delayed):Returns entire Exchange Snapshot as per Period & Periodicity with delay

Delay parameter is configured at our backend. Hence this function works exactly in same manner like GetExchangeSnapshot. So the request syntax and fields in response remain exactly same like GetExchangeSnapshot . Only difference is that the data is delayed which will be visible only from the trade timestamp received in the response (field : LastTradeTime) and comparing it with the current time.

Supported parameters

accessKeyAccess key according to your subscriptionRequired parameter.
exchangeString value like MCXName of supported exchange. How to get list of supported exchanges you can find here
periodicitySupported Values : Minute, Hour, DayMandatory Parameter.
periodSupported Values : 1,2,5,10,15,30Mandatory Parameter.
instrumentTypelike FUTIDX, FUTSTK, OPTIDX, OPTSTK, FUTCOM, FUTCUR, etc.Optional parameter. If absent, result is sent for all instrument types. How to get list of supported Instrument Types, you can find here
Fromlike 1567655100Optional parameter. 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). For example, 1567655100 is epoch value for Thursday, September 5, 2019 9:15:00 AM in GMT+05:30 timezone. This is Optional field to control snapshot Start time.
Tolike 1567655100Optional parameter. 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). For example, 1567655100 is epoch value for Thursday, September 5, 2019 9:15:00 AM in GMT+05:30 timezone. This is Optional field to control snapshot End time.- This parameter is mandatory if “From” parameter is mentioned – Maximum 5 snapshots can be requested with single request
nonTraded[true]/[false], default [false]Optional parameter. When true, results are sent with data of even non traded instruments. When false, data of only traded instruments during that period is sent. Optional, default value is “false”Please note that this parameter should be sent with value “true” for NSE_IDX Exchange (NSE Indices)
xml[true]/[false], default = [false]Optional parameter. By default function will return JSON data. Functions will return XML data if set as [true]
formatCSVOptional parameter. When format=CSV, data in CSV format will be returned. Please make sure not to pass xml parameter (neither True nor False) when format=CSV is sent
Examplehttp://endpoint:port/GetExchangeSnapshot/?accessKey=0a0b0c&exchange=NFO&periodicity=Minute&period=1

What is returned ?

InstrumentIdentifier (Symbol), Exchange, LastTradeTime, TradedQty, OpenInterest, Open, High, Low, Close

Example of returned data

JSON
XML
CSV

Was this helpful?