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Compact Marketdata

Compact MarketData typically refers to a condensed or summarized version of market data for financial instruments. It provides essential information such as the current price, bid-ask spread, trading volume, and possibly a few other key metrics. This condensed format is often used in situations where real-time updates are needed, but only a limited set of essential data points are required, such as in mobile trading apps or quick market overviews.

To get the compact marketdata, the first step is to subscribe the instrument for which the data is required.

Subscribe instruments to get market data

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

To subscribe only one instrument.

marketdata_payload= {'exchangeCode': 1, 'instrumentToken': 'token'}
response = pocket_ws.subscribe_compact_marketdata(marketdata_payload)

To subscribe multiple instrument.

multiple_marketdata_payload = {}
response = pocket_ws.subscribe_multiple_compact_marketdata(marketdata_payload)

Example

marketdata_payload= {'exchangeCode': 2, 'instrumentToken': '41990'}
response = pocket_ws.subscribe_compact_marketdata(marketdata_payload)

Read Marketdata

compact_market_data = pocket_ws.read_compact_marketdata()
print(compact_market_data)

compact_market_data = pocket_ws.read_multiple_compact_marketdata()
print(compact_market_data)

compact Marketdata Response

{
  "mode": 2,
  "exchange_code": 1,
  "instrument_token": 1333,
  "last_traded_price": 145065,
  "change": 4294966816,
  "last_traded_time": 1710491906,
  "lowDPR": 130990,
  "highDPR": 160095,
  "currentOpenInterest": 0,
  "initialOpenInterest": 0,
  "bidPrice": 145060,
  "askPrice": 145070
}

Response Parameter

Field Name Description
mode Mode of operation
exchange_code Code representing the exchange
instrument_token Unique token representing the financial instrument
last_traded_price Price at which the last trade occurred
change Change in price since the last trade
last_traded_time Timestamp of the last trade
lowDPR Daily low price range
highDPR Daily high price range
currentOpenInterest Current open interest
initialOpenInterest Initial open interest
bidPrice Bid price in the current order book
askPrice Ask price in the current order book

Unsubscribe the instrument to stop receiving the data.

response = pocket_ws.unsubscribe_compact_marketdata(marketdata_payload)

response = pocket_ws.unsubscribe_multiple_compact_marketdata(marketdata_payload)