SubscribeOptionChain : Returns data of entire OptionChain 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, ServerTime, AverageTradedPrice, BuyPrice, BuyQty, Open, High, Low, Close, LastTradePrice, LastTradeQty, OpenInterest, OpenInterest, QuotationLot, SellPrice, SellQty, TotalQtyTraded, Value, PreOpen, PriceChange, PriceChangePercentage, OpenInterestChange, 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 SubscribeOptionChain() { var request = { MessageType: "SubscribeOptionChain", Exchange: "NFO", Product: "NIFTY", Expiry:"17OCT2024", // OptionType:"CE", StrikePrice: 25000, Depth: 5 // Unsubscribe: false }; doSend(request); }
Example of returned data in JSON format.