GetSnapshotGreeks : Returns latest Snapshot Greeks Data of multiple Symbols โ max 25 in single call
Supported parameters
| Exchange | String value like NFO | Name of supported exchange. How to get list of supported exchanges you can find here |
| Periodicity | MINUTE | String value of required periodicity. |
| Period | Numerical value 1, default = 1 | Optional parameter of required period for historical data. Can be applied for [MINUTE] 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. |
| Example | http://endpoint:port/GetSnapshotGreeks?accessKey=Your_API_Key&exchange=NFO&periodicity=MINUTE&period=1&instrumentIdentifiers=NIFTY28OCT2525000CE%2BNIFTY28OCT2525000PE&isShortIdentifiers=true&format=Json |
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) |
Example of returned data in JSON format
| JSON | XML |
| [ { “INSTRUMENTIDENTIFIER”: “NIFTY28OCT2525000PE”, “TOKEN”: “58910”, “LASTTRADETIME”: 1761038040000, “IV”: 0.137895405292511, “DELTA”: -0.0357031039893627, “THETA”: -2.77157807350159, “VEGA”: 2.81395649909973, “GAMMA”: 0.000158973212819546, “IVVWAP”: 0.139961808919907, “VANNA”: -0.0105502251535654, “CHARM”: 0.00986738782376051, “SPEED”: -5.8550182302497e-7, “ZOMMA”: 0.000023905337002361, “COLOR”: -0.000027629310352494, “VOLGA”: 0.657894551753998, “VETA”: -0.821180164813995, “THETAGAMMARATIO”: -17434.24609375, “THETAVEGARATIO”: -0.984939873218536, “DTR”: 0.012881868518889 }, { “INSTRUMENTIDENTIFIER”: “NIFTY28OCT2525000CE”, “TOKEN”: “58909”, “LASTTRADETIME”: 1761038040000, “IV”: 0.139153808355331, “DELTA”: 0.962180197238922, “THETA”: -2.9309356212616, “VEGA”: 2.94937348365784, “GAMMA”: 0.000165150690008886, “IVVWAP”: 0.147704541683197, “VANNA”: -0.0107587240636349, “CHARM”: 0.0102256750687957, “SPEED”: -5.9419255649118e-7, “ZOMMA”: 0.000023472875909646, “COLOR”: -0.000027624264475889, “VOLGA”: 0.661269724369049, “VETA”: -0.844122707843781, “THETAGAMMARATIO”: -17747.0390625, “THETAVEGARATIO”: -0.993748605251312, “DTR”: -0.328284293413162 } ] | <SnapshotGreeksArray xmlns:xsi=”http://www.w3.org/2001/XMLSchema-instance” xmlns:xsd=”http://www.w3.org/2001/XMLSchema”> <Value InstrumentIdentifier=”NIFTY28OCT2525000CE” LastTradeTime=”10-21-2025 14:44:00″ Token=”58909″ IV=”0.13915380835533142″ Delta=”0.9621801972389221″ Theta=”-2.9309356212615967″ Vega=”2.949373483657837″ Gamma=”0.00016515069000888616″ IVVwap=”0.14770454168319702″ Vanna=”-0.010758724063634872″ Charm=”0.010225675068795681″ Speed=”-5.941925564911799E-07″ Zomma=”2.3472875909646973E-05″ Color=”-2.7624264475889504E-05″ Volga=”0.6612697243690491″ Veta=”-0.8441227078437805″ ThetaGammaRatio=”-17747.0390625″ ThetaVegaRatio=”-0.9937486052513123″ DTR=”-0.32828429341316223″/> <Value InstrumentIdentifier=”NIFTY28OCT2525000PE” LastTradeTime=”10-21-2025 14:44:00″ Token=”58910″ IV=”0.137895405292511″ Delta=”-0.03570310398936272″ Theta=”-2.771578073501587″ Vega=”2.8139564990997314″ Gamma=”0.00015897321281954646″ IVVwap=”0.13996180891990662″ Vanna=”-0.010550225153565407″ Charm=”0.00986738782376051″ Speed=”-5.855018230249698E-07″ Zomma=”2.3905337002361193E-05″ Color=”-2.762931035249494E-05″ Volga=”0.6578945517539978″ Veta=”-0.8211801648139954″ ThetaGammaRatio=”-17434.24609375″ ThetaVegaRatio=”-0.9849398732185364″ DTR=”0.01288186851888895″/> </SnapshotGreeksArray> |
| CSV | InstrumentIdentifier,Token,LastTradeTime,IV,Delta,Theta,Vega,Gamma,IVVwap,Vanna,Charm,Speed,Zomma,Color,Volga,Veta,ThetaGammaRatio,ThetaVegaRatio,DTR NIFTY28OCT2525000CE,58909,1761038040000,0.13915380835533142,0.9621801972389221,-2.9309356212615967,2.949373483657837,0.00016515069000888616,0.14770454168319702,-0.010758724063634872,0.010225675068795681,-5.941925564911799E-07,2.3472875909646973E-05,-2.7624264475889504E-05,0.6612697243690491,-0.8441227078437805,-17747.0390625,-0.9937486052513123,-0.32828429341316223 NIFTY28OCT2525000PE,58910,1761038040000,0.137895405292511,-0.03570310398936272,-2.771578073501587,2.8139564990997314,0.00015897321281954646,0.13996180891990662,-0.010550225153565407,0.00986738782376051,-5.855018230249698E-07,2.3905337002361193E-05,-2.762931035249494E-05,0.6578945517539978,-0.8211801648139954,-17434.24609375,-0.9849398732185364,0.01288186851888895 |
Important Note:
GetSnapshotGreeks , the time when request is sent is very important. For example : If user sends request for 1minute snapshot data at 9:20:01, he will get record of trade data between 9:19:00 to 9:20:00. However, if request is sent at 9:19:58 i.e. before minute is complete, user will get trade data between 9:18:00 to 9:19:00. In both cases, timestamp of the returned data will be start timestamp of the period. So when data between 9:15:00 to 9:16:00 is returned, it will have timestamp of 9:15:00. Also if a user subscribes for snapshot data of any symbol for a period and if no trades happen during that period, no data is sent by the server.
Also, this function works only during market hours.
