GetExchangeSnapshot

Table of Content

  1. GetExchangeSnapshot : Returns entire Exchange Snapshot as per Period & Periodicity

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
– 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)
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

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