GetExchangeSnapshot : Returns entire Exchange Snapshot as per Period & Periodicity
Supported parameters
| accessKey | Access key according to your subscription | Required parameter. |
| exchange | String value like MCX | Name of supported exchange. How to get list of supported exchanges you can find here |
| periodicity | Supported Values : Minute, Hour, Day | Mandatory Parameter. |
| period | Supported Values : 1,2,5,10,15,30 | Mandatory Parameter. |
| instrumentType | like FUTIDX, FUTSTK, OPTIDX, OPTSTK, FUTCOM, FUTCUR, etc. | Optional parameter. If absent, result is sent for all instrument types. How to get list of supported Instrument Types, you can find here |
| From | like 1567655100 | Optional parameter. 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). For example, 1567655100 is epoch value for Thursday, September 5, 2019 9:15:00 AM in GMT+05:30 timezone. This is Optional field to control snapshot Start time. |
| To | like 1567655100 | Optional parameter. 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). For example, 1567655100 is epoch value for Thursday, September 5, 2019 9:15:00 AM in GMT+05:30 timezone. This is Optional field to control snapshot End time.- This parameter is mandatory if “From” parameter is mentioned – Maximum 5 snapshots can be requested with single request |
| nonTraded | [true]/[false], default [false] | Optional parameter. When true, results are sent with data of even non traded instruments. When false, data of only traded instruments during that period is sent. Optional, default value is “false”Please note that this parameter should be sent with value “true” for NSE_IDX Exchange (NSE Indices) |
| xml | [true]/[false], default = [false] | Optional parameter. By default function will return JSON data. Functions will return XML data if set as [true] |
| format | CSV | Optional parameter. When format=CSV, data in CSV format will be returned. Please make sure not to pass xml parameter (neither True nor False) when format=CSV is sent |
| Example | http://endpoint:port/GetExchangeSnapshot/?accessKey=0a0b0c&exchange=NFO&periodicity=Minute&period=1 | |
What is returned ?
| InstrumentIdentifier (Symbol), Exchange, LastTradeTime, TradedQty, OpenInterest, Open, High, Low, Close |
Example of returned data
