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Detailed Marketdata

Detailed MarketData offers real-time access to comprehensive and detailed information about financial instruments. It provides users with a continuous stream of up-to-date data, including market depth, bid-ask spreads, trading volumes, and price movements. This function is invaluable for traders and investors seeking in-depth insights into market dynamics, enabling them to make informed decisions based on the most current and detailed market data available.

To get the detailed marketdata, the first step is to subscribe the instrument for which we need the data.

Below is the list of exchange codes which will be required while subscribing to a particular instrument.

exchange_code = {
    "NSE" : 1,
    "NFO" : 2,
    "CDS" : 3,
    "MCX" : 4,
    "BSE" : 6,
    "BFO" : 7
}

You can subscribe or unsubscribe single or multiple instruments to get market data.

To subscribe only one instrument.

marketdata_payload= {'exchangeCode': 'code', 'instrumentToken': 'token'}
response = pocket_ws.subscribe_detailed_marketdata(marketdata_payload)

To subscribe multiple instrument.

multiple_marketdata_payload = [{'exchangeCode': 'code', 'instrumentToken': 'token'},{'exchangeCode': 'code', 'instrumentToken': 'token'}.....]
response = pocket_ws.subscribe_multiple_detailed_marketdata(marketdata_payload)

Example

marketdata_payload= {'exchangeCode': 1, 'instrumentToken': 1333}
response = pocket_ws.subscribe_detailed_marketdata(marketdata_payload)

Read Marketdata

detailed_market_data = pocket_ws.read_detailed_marketdata()
print(detailed_market_data)

detailed_market_data = pocket_ws.read_multiple_detailed_marketdata()
print(detailed_market_data)

Detailed Marketdata Response

{
  "mode": 1,
  "exchange_code": 1,
  "instrument_token": 1333,
  "last_traded_price": 144895,
  "last_traded_time": 1710489044,
  "last_traded_quantity": 1,
  "trade_volume": 8014246,
  "best_bid_price": 144890,
  "best_bid_quantity": 25,
  "best_ask_price": 144895,
  "best_ask_quantity": 628,
  "total_buy_quantity": 624983,
  "total_sell_quantity": 899665,
  "average_trade_price": 145018,
  "exchange_timestamp": 1710489044,
  "open_price": 145000,
  "high_price": 145930,
  "low_price": 144415,
  "close_price": 145545,
  "yearly_high_price": 175750,
  "yearly_low_price": 136355,
  "lowDPR": 130990,
  "highDPR": 160095,
  "currentOpenInterest": 0,
  "initialOpenInterest": 0
}

Response Parameter

Field Name	Description
mode	Mode indicator for the instrument.
exchange_code	Exchange code for the instrument.
instrument_token	Token identifying the instrument.
last_traded_price	Last traded price of the instrument.
last_traded_time	Time of the last trade for the instrument.
last_traded_quantity	Quantity traded in the last transaction.
trade_volume	Total volume traded for the instrument.
best_bid_price	Best bid price in the market.
best_bid_quantity	Quantity available at the best bid price.
best_ask_price	Best ask price in the market.
best_ask_quantity	Quantity available at the best ask price.
total_buy_quantity	Total quantity of buy orders.
total_sell_quantity	Total quantity of sell orders.
average_trade_price	Average traded price over a period.
exchange_timestamp	Timestamp of the data from the exchange.
open_price	Opening price of the instrument for the session.
high_price	Highest price of the instrument for the session.
low_price	Lowest price of the instrument for the session.
close_price	Closing price of the instrument for the session.
yearly_high_price	Highest price of the instrument in the year.
yearly_low_price	Lowest price of the instrument in the year.
lowDPR	Low circuit price range for the instrument.
highDPR	High circuit price range for the instrument.
currentOpenInterest	Current open interest in the instrument.
initialOpenInterest	Initial open interest in the instrument.

Unsubscribe the instrument to stop receiving the data.

response = pocket_ws.unsubscribe_detailed_marketdata(marketdata_payload)

response = pocket_ws.unsubscribe_multiple_detailed_marketdata(marketdata_payload)