SubscribeSnapshotGreeks: Subscribe to Realtime Greeks Snapshots data, returns data snapshot as per Periodicity & Period values
Supported parameters
| Exchange | String value like NFO | Name of supported exchange. How to get list of supported exchanges you can find here |
| InstrumentIdentifier | String value of instrument identifier like NIFTY30SEP2525000CE | How to get list of available instruments and identifiers you can find here |
| Periodicity | MINUTE | String value of required periodicity. |
| Period | 1 | Numerical value of required Period. |
| Unsubscribe | [true]/[false], default = [false] | Optional parameter. By default subscribes to Realtime Snapshot Greeks data. If set to [true], the specified instrumentIdentifier will be unsubscribed, meaning the data stream for the subscribed instrument(s) will stop. |
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) |
Sample request(JavaScript)
function SubscribeSnapshotGreeks()
{
var request =
{
MessageType: "SubscribeSnapshotGreeks",
Exchange: "NFO",
Periodicity: "Minute",
Period: 1,
Unsubscribe: false,
InstrumentIdentifier:"OPTIDX_NIFTY_30SEP2025_CE_25000"
// Example of InstrumentIdentifier: OPTIDX_NIFTY_30SEP2025_CE_25000,
NIFTY30SEP2525000CE
};
doSend(request);
}
Example of returned data in JSON format. This data returned as per Periodicity & Period values
{"Exchange":"NFO","InstrumentIdentifier":"OPTIDX_NIFTY_30SEP2025_CE_25000","Periodicity":"
MINUTE","Period":1,"LastTradeTime":1758865080,"Token":"64694","IV":0.07870960235595703,"
Delta":0.23434297740459442,"Theta":-
7.244210243225098,"Vega":8.644187927246094,"Gamma":0.001383668975904584,"IVVwap":0.0
78396275639534,"Vanna":0.026137754321098328,"Charm":-
0.027623135596513748,"Speed":4.4587945922103245E-06,"Zomma":-8.456196519546211E-
05,"Color":6.777669477742165E-05,"Volga":0.5028364062309265,"Veta":-
1.5074883699417114,"ThetaGammaRatio":-5235.50830078125,"ThetaVegaRatio":-
0.8380440473556519,"DTR":-
0.03234900161623955,"MessageType":"RealtimeSnapshotGreeksResult"}
