SubscribeOptionGreeksChain

SubscribeOptionGreeksChain : Returns data of entire OptionChain Greeks for requested underlying

Supported parameters

ExchangeString value like NFOName of supported exchange. How to get list of supported exchanges you can find here
ProductString value like BANKNIFTYMandatory parameter. How to get list of supported values you can find here
ExpiryString value of expiry in DDMMYYYY format, like 23JAN2020Optional 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
OptionTypeString value like CEOptional 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
StrikePriceValue 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
DepthValue 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)
Sample request(JavaScript)
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.

Download SubscribeOptionGreeksChain Sample Response

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