GetSnapshot (Delayed): Returns latest Snapshot Data of multiple Symbols – max 25 in single call with Delay (only active during market hours)
Delay parameter is configured at our backend. Hence this function works exactly in same manner like GetSnapshot. So the request syntax and fields in response remain exactly same like GetSnapshot. 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.
| Exchange | String value like MCX | Name of supported exchange. How to get list of supported exchanges you can find here |
| Periodicity | [“MINUTE”]/[“HOUR”], default = [“MINUTE”] | String value of required periodicity. |
| Period | Numerical value 1, 2, 3…l default = 1 | Optional parameter of required period for historical data. Can be applied for [MINUTE]/[HOUR] periodicity types |
| InstrumentIdentifiers | Values of instrument identifiers, max. limit is 25 instruments per single request | How to get list of available instruments and identifiers you can find here |
| isShortIdentifiers | [true]/[false], default = [false] | Optional parameter. By default function will use long instrument identifier format. Functions will use short instrument identifier format if set as [true]. Example of ShortIdentifiers are NIFTY25MAR21FUT, RELIANCE25MAR21FUT, NIFTY25MAR2115000CE, etc. |
| InstrumentIdentifier (Symbol), Exchange, LastTradeTime, TradedQty, OpenInterest, Open, High, Low, Close |
| 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) |
{
MessageType: "GetSnapshot",
Exchange: "MCX",
Periodicity: "MINUTE",
Period: 1,
isShortIdentifiers: "true",
InstrumentIdentifiers: [{Value:"FUTCOM_NATURALGAS_25SEP2024__0"}, {Value:"FUTCOM_CRUDEOIL_19SEP2024__0"}]
};
doSend(request);
Time : Mon Sep 16 2024 14:30:04 GMT+0530 (India Standard Time)
SENT: {"MessageType":"GetSnapshot","Exchange":"MCX","Periodicity":"MINUTE","Period":1,"InstrumentIdentifiers":[{"Value":"NATURALGAS-I"},{"Value":"CRUDEOIL-I"}]}
Time : Mon Sep 16 2024 14:30:04 GMT+0530 (India Standard Time)
RESPONSE:
{"Result":[{"InstrumentIdentifier":"FUTCOM_CRUDEOIL_19SEP2024__0",
"Exchange":"MCX",
"LastTradeTime":1726476900,
"TradedQty":4,
"OpenInterest":9770,
"Open":5826.0,
"High":5828.0,
"Low":5826.0,
"Close":5828.0,
"TokenNumber":null},{"InstrumentIdentifier":"FUTCOM_NATURALGAS_25SEP2024__0",
"Exchange":"MCX",
"LastTradeTime":1726476900,
"TradedQty":29,
"OpenInterest":34445,
"Open":192.7,
"High":192.7,
"Low":192.7,
"Close":192.7
,"TokenNumber":null}],
"MessageType":"SnapshotResult"}
GetSnapshot (Delayed), the time when request is sent is very important.
For example: If the API key is configured with a 5-minute delay for MCX.
Request sent at September 16, 2024 14:30:04 (IST)
Response received at
14:30:04 – Last Trade Time (IST): September 16, 2024 14:25:00 PM For example : If user sends request for 1minute snapshot data at 14:30:01, user will get record of trade data of 14:25:00. However, if request is sent at 14:30:04 i.e. before minute is complete, user will get trade data between 14:25:00 to 14:26:00. In both cases, timestamp of the returned data will be start timestamp of the period. So when data between 14:25:00 to 14:26:00 is returned, it will have timestamp of 14:25:00.
