Snapquote Data

Snapquote data refers to a snapshot or instantaneous view of essential market data for a specific financial instrument at a particular moment in time. It typically includes key information such as the instrument’s last traded price, bid and ask prices, trading volume, and possibly other relevant metrics. This data is crucial for real-time monitoring of market conditions and can help traders react swiftly to changes in prices and trading activity.

To get the snapquote data, 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.

snapquotedata_payload= {'exchangeCode': 1, 'instrumentToken': 'token'}
response = pocket_ws.subscribe_snapquote_data(snapquotedata_payload)

To subscribe multiple instrument.

multiple_snapquotedata_payload = {}
response = pocket_ws.subscribe_multiple_snapquote_data(snapquotedata_payload)

Example

snapquotedata_payload= {'exchangeCode': 1, 'instrumentToken': 1333}
response = pocket_ws.subscribe_snapquote_data(snapquotedata_payload)

Read Data

snapquote_data = pocket_ws.read_snapquote_data()
print(snapquote_market_data)

snapquote_data = pocket_ws.read_multiple_snapquote_data()
print(snapquote_market_data)

Snapquote Response

{
  "mode": 4,
  "exchange_code": 1,
  "instrument_token": 1333,
  "buyers": [
    3,
    3,
    1,
    2,
    6
  ],
  "bidPrices": [
    145100,
    145095,
    145090,
    145085,
    145080
  ],
  "bidQtys": [
    121,
    53,
    64,
    76,
    130
  ],
  "sellers": [
    1,
    4,
    1,
    3,
    4
  ],
  "askPrices": [
    145110,
    145135,
    145140,
    145145,
    145150
  ],
  "askQtys": [
    33,
    441,
    68,
    113,
    324
  ],
  "averageTradePrice": 145026,
  "open": 145000,
  "high": 145930,
  "low": 144415,
  "close": 145545,
  "totalBuyQty": 653906,
  "totalSellQty": 870361,
  "volume": 9438681
}

Response Parameter

Field Name	Description
mode	The mode of market data transmission.
exchange_code	The code representing the exchange.
instrument_token	Unique identifier for the financial instrument.
buyers	Array representing buyer data.
bidPrices	Array representing bid prices.
bidQtys	Array representing bid quantities.
sellers	Array representing seller data.
askPrices	Array representing ask prices.
askQtys	Array representing ask quantities.
averageTradePrice	Average price of recent trades.
open	Opening price for the trading session.
high	Highest price reached during the session.
low	Lowest price reached during the session.
close	Closing price for the trading session.
totalBuyQty	Total quantity of buy orders.
totalSellQty	Total quantity of sell orders.
volume	Total trading volume for the session.

Unsubscribe the instrument to stop receiving the data.

response = pocket_ws.unsubscribe_snapquote_data(snapquotedata_payload)

response = pocket_ws.unsubscribe_multiple_snapquote_data(snapquote_payload)