GetSnapshotGreeks

GetSnapshotGreeks : Returns latest Snapshot Greeks Data of multiple Symbols – 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:"NIFTY26MAY2624000CE"}, {Value:"BANKNIFTY26MAY2654900CE"}]
            };
     doSend(request);

[
{
"InstrumentIdentifier":"BANKNIFTY26MAY2654900CE",
"Exchange":"NFO",
"LastTradeTime":1777887780,
"TokenNumber":"67257",
"IV":0.2034873515367508,
"Delta":0.5487319231033325,
"Theta":-24.778276443481445,
"Vega":53.68198013305664,
"Gamma":0.0001435296144336462,
"IVVwap":0.20431892573833466,
"Vanna":-0.0013212690828368068,
"Charm":0.0006790192564949393,
"Speed":-8.981875687652519E-09,
"Zomma":-6.667955403827364E-06,
"Color":3.3397886909369845E-06,
"Volga":0.02163698710501194,
"Veta":-1.2429059743881226,
"ThetaGammaRatio":-172635.296875,
"ThetaVegaRatio":-0.46157532930374146,
"DTR":-0.02214568480849266
},
{
"InstrumentIdentifier":"NIFTY26MAY2624000CE",
"Exchange":"NFO",
"LastTradeTime":1777887780,
"TokenNumber":"72179",
"IV":0.1822797656059265,
"Delta":0.5858505964279175,
"Theta":-9.58560562133789,
"Vega":23.183399200439453,
"Gamma":0.0003593154833652079,
"IVVwap":0.17859512567520142,
"Vanna":-0.0034659092780202627,
"Charm":0.0015788835007697344,
"Speed":-8.684147445592316E-08,
"Zomma":-1.8043487216345966E-05,
"Color":8.11245718068676E-06,
"Volga":0.043806031346321106,
"Veta":-0.5520684719085693,
"ThetaGammaRatio":-26677.40625,
"ThetaVegaRatio":-0.41346850991249084,
"DTR":-0.0611177459359169
}
],
"MessageType":"SnapshotGreeksResult"}