SubscribeOptionGreeksChain : Returns data of entire OptionChain Greeks for requested underlying
Supported parameters
| Exchange | String value like NFO | Name of supported exchange. How to get list of supported exchanges you can find here |
| Product | String value like BANKNIFTY | Mandatory parameter. How to get list of supported values you can find here |
| Expiry | String value of expiry in DDMMYYYY format, like 23JAN2020 | Optional parameter. Name of supported Expiry Date. If absent, result is sent for all active expiries. How to get list of supported values you can find here |
| OptionType | String value like CE | Optional parameter. Name of supported Option Type. If absent, result is sent for all Option Types. How to get list of supported values you can find here |
| StrikePrice | Value like 10000, 75.5, etc. | Optional parameter. If absent, result is sent for all Strike Prices. How to get list of supported values you can find here |
| Depth | Value like 1, 5, 10, 15, 20. | Mandatory parameter. To received count value up and down from “StrikePrice” |
| Unsubscribe | [true]/[false], default = [false] | Optional parameter. Buy default subscribes to Realtime data. If [true] Product is unsubscribed. |
What is returned ?
| Exchange, InstrumentIdentifier (Symbol), LastTradeTime, AverageTradedPrice, BuyPrice, BuyQty, Open, High, Low, Close, LastTradePrice, LastTradeQty, OpenInterest, QuotationLot, SellPrice, SellQty, TotalQtyTraded, Value, PreOpen, PriceChange, PriceChangePercentage, OpenInterestChange, 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) |
function SubscribeOptionGreeksChain()
{
var request =
{
MessageType: "SubscribeOptionGreeksChain",
Exchange: "NFO",
Product: "NIFTY",
Expiry:"17OCT2024",
//OptionType:"PE",
StrikePrice: 25000,
Depth: 5
//Unsubscribe: false
};
doSend(request);
}
Example of returned data in JSON format.
