GetSnapshot : Returns latest Snapshot Data of multiple Symbols – max 25 in single call
Supported parameters
Exchange
String value like MCX
Name of supported exchange. How to get list of supported exchanges you can find here
Periodicity
[“MINUTE”]/[“HOUR”], default = [“MINUTE”]
String value of required periodicity.
Period
Numerical value 1, 2, 3…l default = 1
Optional parameter of required period for historical data. Can be applied for [MINUTE]/[HOUR] periodicity types
InstrumentIdentifiers
Values of instrument identifiers, max. limit is 25 instruments per single request
How to get list of available instruments and identifiers you can find here
isShortIdentifiers
[true]/[false], default = [false]
Optional parameter. By default function will use long instrument identifier format. Functions will use short instrument identifier format if set as [true]. Example of ShortIdentifiers are NIFTY25MAR21FUT, RELIANCE25MAR21FUT, NIFTY25MAR2115000CE, etc.
What is returned ?
InstrumentIdentifier (Symbol), Exchange, LastTradeTime, TradedQty, OpenInterest, Open, High, Low, Close
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)
GetSnapshot , the time when request is sent is very important. For example : If user sends request for 1minute snapshot data at 9:20:01, he will get record of trade data between 9:19:00 to 9:20:00. However, if request is sent at 9:19:58 i.e. before minute is complete, user will get trade data between 9:18:00 to 9:19:00. In both cases, timestamp of the returned data will be start timestamp of the period. So when data between 9:15:00 to 9:20:00 is returned, it will have timestamp of 9:15:00. Also if a user subscribes for snapshot data of any symbol for a period and if no trades happen during that period, no data is sent by the server