GetLastQuoteOptionChain : Returns LastTradePrice of entire OptionChain of requested underlying
Supported parameters
Exchange | String value like MCX | 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 |
What is returned ?
Exchange, InstrumentIdentifier (Symbol), LastTradeTime, ServerTime, AverageTradedPrice (VWAP), Close (previous Day’s Close), Open, High, Low, LastTradePrice, LastTradeQty, TotalQtyTraded, BuyPrice (Bid), BuyQty (Bid Size), SellPrice (Ask), SellQty (Sell Size), OpenInterest, QuotationLot (Lot Size), Value (Turnover), PreOpen (if PreOpen), PriceChange (Change in Price compared to previous trading day’s Close), PriceChangePercentage (Percentage Change in Price compared to previous trading day’s Close), OpenInterestChange (Change in Open Interest compared to previous trading day’s Close |
Sample request(JavaScript)
{ MessageType: "GetLastQuoteOptionChain", Exchange: "NFO", Product: "NIFTY" }; var message = JSON.stringify(request); websocket.send(message);
Example of returned data in JSON format