GetSnapshotGreeks : Returns latest Snapshot Greeks Data of multiple Symbols โ max 25 in single call
| 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. |
| 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) |
{
MessageType: "GetSnapshotGreeks",
Exchange: "NFO",
Periodicity: "MINUTE",
Period: 1,
isShortIdentifiers: "true",
InstrumentIdentifiers: [{Value:"NIFTY28OCT2525000CE"}, {Value:"NIFTY28OCT2525000PE"}]
};
doSend(request);
[
{
"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
}
]
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.
