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Order Updates

Live order updates are essential in algorithmic trading as they provide real-time data crucial for making swift decisions, managing risk effectively, and capturing fleeting arbitrage opportunities. These updates allow algorithms to adjust strategies instantly, reduce slippage, and ensure compliance with regulatory requirements, directly impacting profitability and operational efficiency in algo trading environments. To get order updates, trader needs to subscribe first to order updates via python library.

Subscribe to get order updates

response = pocket_ws.subscribe_order_update()

Read order updates

order_updates = pocket_ws.read_order_update_data()

Order Updates Response

{
    "error":{
    "code": 0,
    "message": ""},
    "result": [
    {
    "average_price": 0,
    "average_trade_price": 0,
    "client_id": "SB3179",
    "deposit": 0,
    "device": "",
    "disclosed_quantity": 0,
    "exchange": "NSE",
    "exchange_order_id": "1200000008791186",
    "exchange_time": 1641191673,
    "execution_type": "REGULAR",
    "filled_quantity": 0,
    "instrument_token": 10666,
    "last_activity_reference": 1325678673994464800,
    "leg_order_indicator": "",
    "login_id": "SB3179",
    "lot_size": 0,
    "lotsize": 1,
    "market_protection_percentage": 0,
    "mode": "MODIFY",
    "nest_request_id": "",
    "nnfid": 111111111111100,
    "oms_order_id": "20220103-1157",
    "order_entry_time": 1641191331,
    "order_side": "BUY",
    "order_status": "MODCONFIRMED",
    "order_type": "LIMIT",
    "price": 36.95,
    "pro_cli": "CLIENT",
    "product": "MIS",
    "quantity": 1,
    "rejection_code": "NONE",
    "rejection_reason": "NONE",
    "remaining_quantity": 1,
    "series": "",
    "spread_token": "",
    "trade_price": 0,
    "trading_symbol": "PNB-EQ",
    "transaction_type": "LIMIT",
    "trigger_price": 0,
    "user_order_id": "10002",
    "validity": "DAY",
    }]
}
Field Description
average_price The average price at which the order has been executed so far.
average_trade_price The average price of trades related to this order.
client_id Unique identifier for the client.
deposit Amount deposited, relevant in some trading contexts.
device Device used for placing the order, if applicable.
disclosed_quantity The quantity of the order disclosed to the market.
exchange The financial exchange where the order is placed (e.g., NSE).
exchange_order_id The order ID assigned by the exchange.
exchange_time Timestamp of when the order was recognized by the exchange.
execution_type Type of order execution (e.g., REGULAR).
filled_quantity Quantity of the order that has been filled.
instrument_token Unique identifier for the financial instrument.
last_activity_reference Reference to the last activity associated with this order.
leg_order_indicator Indicates if the order is part of a multi-leg strategy.
login_id Login identifier for the user who placed the order.
lot_size The size of a standard lot of the instrument.
lotsize Another reference to lot size, possibly due to system variations.
market_protection_percentage Percentage of market protection, if applicable.
mode Mode of the order (e.g., MODIFY).
nest_request_id Identifier for the request in the trading system.
nnfid Network node financial ID, a system-specific identifier.
oms_order_id Order management system identifier for the order.
order_entry_time Timestamp when the order was entered into the system.
order_side Indicates whether the order is a BUY or SELL.
order_status Current status of the order (e.g., MODCONFIRMED).
order_type Type of order (e.g., LIMIT, MARKET).
price Price specified in the order.
pro_cli Indicates whether the order is placed by a professional or client.
product Trading product or strategy (e.g., MIS, CNC).
quantity Quantity ordered.
rejection_code Code indicating reason for rejection, if any.
rejection_reason Textual reason for any rejection of the order.
remaining_quantity Quantity of the order that remains unfilled.
series Financial series or category if applicable.
spread_token Token related to spread orders, if applicable.
trade_price The price at which the last trade occurred.
trading_symbol The trading symbol or ticker of the instrument.
transaction_type Indicates the type of transaction (e.g., LIMIT, MARKET).
trigger_price Price at which a trigger-based order activates.
user_order_id User-defined order identifier.
validity Validity of the order (e.g., DAY, IOC).

Unsubscribe order updates

response = pocket_ws.unsubscribe_order_update()