GetSnapshot

Table of Content

  1. GetSnapshot : Returns latest Snapshot Data of multiple Symbols – max 25 in single call

GetSnapshot : Returns latest Snapshot Data of multiple Symbols – max 25 in single call

Supported parameters
ExchangeString value like MCXName of supported exchange. How to get list of supported exchanges you can find here
Periodicity[“MINUTE”]/[“HOUR”], default = [“MINUTE”]String value of required periodicity.
PeriodNumerical value 1, 2, 3…l default = 1Optional parameter of required period for historical data. Can be applied for [MINUTE]/[HOUR] periodicity types
InstrumentIdentifiersValues of instrument identifiers, max. limit is 25 instruments per single requestHow 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)
Sample request(JavaScript)
            {
                MessageType: "GetSnapshot",
                Exchange: "MCX",
                Periodicity: "MINUTE",
                Period: 1,
				isShortIdentifiers: "true",
                InstrumentIdentifiers: [{Value:"CRUDEOIL19MAR21FUT"}, {Value:"NATURALGAS26MAR21FUT"}]
            };
     doSend(request);
Example of returned data in JSON format
{"Result":[
{"InstrumentIdentifier":"CRUDEOIL19MAR21FUT",
"Exchange":"MCX",
"LastTradeTime":1593008580,
"TradedQty":167,
"OpenInterest":3760,
"Open":3001.0,
"High":3003.0,
"Low":2998.0,
"Close":3000.0},
{"InstrumentIdentifier":"NATURALGAS26MAR21FUT",
"Exchange":"MCX",
"LastTradeTime":1593008580,
"TradedQty":57,
"OpenInterest":10824,
"Open":129.8,
"High":129.9,
"Low":129.7,
"Close":129.8}],
"MessageType":"SnapshotResult"}
Important Note:

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

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