Daily API Calls

Fast & robust live market data

Low latency web sockets for all the data need

Free historical candle data points within milliseconds

The market data system caters all the market data related need of clients and partners which can be used to build and integrate various real time and back-dated data analytics as well as visualizations.

About this API kit

The web socket provides the live streaming of open, high, low and close rates, volume being traded and market depth along with order confirmation.

Web Socket

The API provides live OHLC and volume data of any set of instruments.

Market Feed

The API provides historical OHLC and volume data of any instrument of NSE, BSE, MCX and NCDEX.

Historical Candles

The API provides live OHLC, Open Interest, 52 week high/low and volume data of any set of instruments.

Market Snapshot (Quotes)

Market Depth

Options Greeks WebSocket API :
The Options Greeks WebSocket API provides real-time option Greeks data for derivative instruments only.
This stream delivers advanced risk metrics such as Delta, Gamma, Theta, Vega, IV, and higher-order Greeks with low latency, suitable for algo trading, risk engines, and analytics platforms.

This API is read-only, subscription-based, and available via a secure WebSocket connection.

Options greeks

The Market 20-Depth WebSocket API provides real-time order book depth for supported instruments, delivering up to 20 bid and 20 ask price levels with corresponding quantity and order count. This feed enables clients to monitor market liquidity and order book activity across multiple price levels.

Currently, the 20-Depth feed supports NSE Cash (NC) and NSE Derivatives (ND) instruments only.

This API is read-only and subscription-based, delivering low-latency depth updates via a secure WebSocket connection for the subscribed instruments.

20-MarketDepth

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How to integrate Market Data System to your product.

Build Guide

For clients or partners to build market data analysis or visualizations.

Integration Support

Ratings

Avg. Response Time

by IIFL Securities

Success Rate

Market Data  System

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Market feed API docs is the next thing to checkout

How to use this web socket that 
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Knowledge base

Whether it is fetching market data or trade confirmations, live streaming support can make the life of traders and investors easy. &nbsp;Web socket helps the clients to integrate live streaming functionality of the market data as well as order and trade confirmations. It can be easily integrated on any kind of application and works in an authenticated environment &nbsp;.&nbsp;&nbsp;The consumption of web socket requires client to first connect it to the server and then subscribe to the type of data he or she wants to fetch. The connection request requires access token and client code as a query parameters, which is received in the response of the get access token API. After successful connection, users can subscribe or unsubscribe to different types of live streaming by sending respective requests.

CONNECTION URL

URL Query Parametrs

SAMPLE CONNECTION URL

Subscription Requests

MarketFeedData

The details of exchange, exchange type and scrip code for any instrument can be found from the <a href="/dev-docs/docFundamentals/scrip-master">Scrip master.</a>

NOTE

Method

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Historical candles docs is the
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How to use this API that 
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This API is used to fetch the market feed of a particular scrip or a set of scrips.&nbsp;The response of the API consists of an details like LTP, High, Low, Previous Close of the requested scrips. The response also consists of status and messages to be delivered as per status of execution of the API.

Either ScripCode or ScripData can be used to fetch market data, with priority given to ScripCode. If the ScripCode value is present, the API response will be for the specified ScripCode &nbsp;&nbsp;

REQUEST URL

Headers

Request body

Response body

Data

SAMPLE SUCCESS RESPONSE

Failure when scripCode is passed as blank

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Purpose of the API: To provide historical candle data for various scrip codes for the purpose of strategy deployment.Authentication: Requires clients to log in, and upon successful login, a token is generated in the response. This token needs to be validated using a JWT validation API.Data Provided:<ul><li>OHLC Data: Open, high, low, and close rates.</li><li>Volume Data: Information about the trading volume.</li><li>Timestamps: Time information associated with the provided data.</li></ul>Interval Size:<ul><li>Maximum Permissible Interval Size: 6 months.</li><li>Day Wise Data: No restrictions on the size of the interval; maximum data can be fetched when the interval is a day.</li></ul>Supported Intervals:<ul><li>1 minute</li><li>5 minutes</li><li>10 minutes</li><li>15 minutes</li><li>30 minutes</li><li>60 minutes</li><li>Day-based interval</li></ul>Note: The API allows fetching data for any time duration within the specified interval limits.

URL Parameters

SAMPLE REQUEST URL

SAMPLE REQUEST BODY

Response Body

Response Body - candles

Failure due to wrong client code or JWT passed in the headers

This API is used to fetch the Full market snapshot of a particular scrip or a set of scrips. The response has all the details like LTP, High, Low, Previous Close , Open Interest, 52w High/Low and Volume of the requested scrips.&nbsp;The input parameters include Client code and Scrip Request data consisting of Exchange, exchange type and scrip code or Scrip Data.&nbsp;The response includes key metrics such as &nbsp;OHLC data , Total quantity , points and percentage change between ltp and previous close .&nbsp;This feature is ideal for building dashboards, watchlists, and real-time trading tools, offering a complete view of market behavior for selected instruments.&nbsp;

Either ScripCode or ScripData can be used to fetch market snapshot, with priority given to ScripCode. If the ScripCode value is present, the API response will be for the specified ScripCode.

The Market Depth API provides detailed insight into the order book of a particular trading instrument (scrip). It displays the best bid(here level 5) &nbsp;and ask prices along with their corresponding quantities and number of orders at each level.This data helps traders assess liquidity, understand supply/demand zones, detect large orders, and make more informed decisions for entries, exits, and risk management.This API is used to fetch the level 5 market Depth of a particular scrip.&nbsp;Please note that the response of the API consists of details like &nbsp;Price , Quantity, No of Orders of the requested scrip.&nbsp;The BbBuySellFlag is an interesting feature which indicates values for buy and sell : &nbsp;66-Buy , 83 - Sell&nbsp;

Either ScripCode or ScripData can be used to fetch market depth, with priority given to ScripCode. If the ScripCode value is present, the API response will be for the specified ScripCode &nbsp;&nbsp;

Note

Options greeks API also gives high order greeks.

Options Greeks are quantitative risk measures that describe how the price of an option responds to changes in key market factors such as the underlying price, volatility, and time. They are widely used by traders, risk managers, and algorithmic systems to monitor exposure, manage risk, and make informed trading decisions.In the derivatives market, Greeks provide real-time insight into an option’s price sensitivity and behavior under changing market conditions &amp; This WebSocket only works for exchange NSE.

Sample response body

<ul><li>The details scrip code for any instrument can be found from the <a href="/dev-docs/docFundamentals/scrip-master">Scrip master.</a></li><li>Example for multiple subscribe : instruments:["og47599","og47625"]</li><li>This only works for NSE Scrip codes.</li></ul>

Displays the top 20 bid and 20 ask price levels with their respective quantities in the order book.

The Market 20-Depth feature provides a detailed view of the order book for a particular instrument, displaying up to 20 levels of bid (buy) and ask (sell) orders. This depth information reflects the current market liquidity by showing the quantity, price, and number of orders available at different price levels.Market depth is commonly used by traders, algorithmic systems, and institutional participants to analyze supply and demand dynamics, assess market liquidity, and understand potential price movements based on order concentration.

Sample Response

<ul><li>The details scrip code for any instrument can be found from the <a href="/dev-docs/docFundamentals/scrip-master">Scrip master.</a></li><li>Example for multiple subscribe : instruments:["nc1660","nd47625"]</li><li>This only works for NSE Scrip codes.</li></ul>

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Field	Data Type
`PacketIdentifier`	String
`MessageLength`	Integer
`Token`	Integer
`IV`	Number (float)
`DELTA`	Number (float)
`THETA`	Number (float)
`VEGA`	Number (float)
`GAMMA`	Number (float)
`IV_VWAP`	Number (float)
`VANNA`	Number (float)
`CHARM`	Number (float)
`SPEED`	Number (float)
`ZOMMA`	Number (float)
`COLOR`	Number (float)
`VOLGA`	Number (float)
`VETA`	Number (float)
`TGR`	Number (float)
`TV`	Number (float)
`DTR`	Number (float)

Options greeks

URL Query Parametrs

access_token

STRING

Yes

Access token received in the response of login API

Subscription Requests

Method

STRING

Yes

It specifies if the request is for subscribing or unsubscribing the data feed.

Subscribe
Unsubscribe

Operation

STRING

Yes

instruments

ARRAY

Yes

List of Option Greek tokens

Sample response body

NOTE

Knowledge base

Need Help

Changelog

Options greeks

URL Query Parametrs

access_token

STRING

Yes

Access token received in the response of login API

Subscription Requests

Method

STRING

Yes

It specifies if the request is for subscribing or unsubscribing the data feed.

SubscribeUnsubscribe

Operation

STRING

Yes

instruments

ARRAY

Yes

List of Option Greek tokens

Sample response body

NOTE

Knowledge base

Need Help

Changelog

Subscribe
Unsubscribe