GetExchangeSnapshot : Returns entire Exchange Snapshot as per Period & Periodicity
Supported parameters
| 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 exchanges you can find here |
| From | like 1567655100 | Optional parameter. Epoch value of time in seconds since 1st January 1970. 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. Epoch value of time in seconds since 1st January 1970. 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 |
| 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) |
What is returned ?
| InstrumentIdentifier (Symbol), Exchange, LastTradeTime, TradedQty, OpenInterest, Open, High, Low, Close |
Sample request(JavaScript)
{ MessageType: "GetExchangeSnapshot", Exchange: "NFO", Periodicity: "Minute", Period: 1 }; var message = JSON.stringify(request); websocket.send(message);
Example of returned data in JSON format
Download 1minute ExchangeSnapshot
Download End-Of-Day ExchangeSnapshot
