Market quotes and instruments
Instruments
Between multiple exchanges and segments, there are tens of thousands of different kinds of instruments that trade. Any application that facilitates trading needs to have a master list of these instruments. The instruments API provides a consolidated, import-ready CSV list of instruments available for trading.
Retrieving the full instrument list
Unlike the rest of the calls that return JSON, the instrument list API returns a gzipped CSV dump of instruments across all exchanges that can be imported into a database. The dump is generated once everyday and hence last_price is not real time.
Request:
curl "https://api.blinkx.in/SmartApi/instruments" \
-H "X-Version: 3" \
-H "Authorization: token api_key:access_token"
Response:
instrument_token, exchange_token, tradingsymbol, name, last_price, expiry, strike, tick_size, lot_size, instrument_type, segment, exchange
408065,1594,INFY,INFOSYS,0,,,0.05,1,EQ,NSE,NSE
5720322,22345,NIFTY15DECFUT,,78.0,2015-12-31,,0.05,75,FUT,NFO-FUT,NFO
5720578,22346,NIFTY159500CE,,23.0,2015-12-31,9500,0.05,75,CE,NFO-OPT,NFO
645639,SILVER15DECFUT,,7800.0,2015-12-31,,1,1,FUT,MCX,MCX
CSV response columns
| Column | Description |
|---|---|
instrument_token | The numerical identifier issued by the exchange representing the instrument |
exchange_token | The numerical identifier issued by the exchange representing the instrument |
tradingsymbol | The exchange tradingsymbol of the instrument |
name | Name of the company (for equity instruments) |
last_price | Last traded market price |
expiry | Expiry date (for derivatives) |
strike | Strike price (for options) |
tick_size | Value of a single price tick |
lot_size | Quantity of a single lot |
instrument_type | Type of instrument (EQ, FUT, CE, PE etc.) |
segment | Segment the instrument belongs to |
exchange | Exchange |
Warning: The instrument list API returns large amounts of data. It's best to request it once a day (ideally at around 08:30 AM) and store in a database at your end.
Note: For storage, it is recommended to use a combination of exchange and tradingsymbol as the unique key, not the numeric instrument token. Exchanges may reuse instrument tokens for different derivative instruments after each expiry.
Market quotes
The market quotes APIs enable you to retrieve market data snapshots of various instruments. These are snapshots gathered from the exchanges at the time of the request. For realtime streaming market quotes, use the WebSocket API.
Retrieving full market quotes
This API returns the complete market data snapshot of up to 500 instruments in one go. It includes the quantity, OHLC, and Open Interest fields, and the complete bid/ask market depth amongst others.
Instruments are identified by the exchange:tradingsymbol combination and are passed as values to the query parameter i which is repeated for every instrument. If there is no data available for a given key, the key will be absent from the response. The existence of all the instrument keys in the response map should be checked before to accessing them.
Request:
curl "https://api.blinkx.in/SmartApi/quote?i=NSE:INFY" \
-H "X-Version: 3" \
-H "Authorization: token api_key:access_token"
Response:
{
"status": "success",
"data": {
"NSE:INFY": {
"instrument_token": 408065,
"timestamp": "2021-06-08 15:45:56",
"last_trade_time": "2021-06-08 15:45:52",
"last_price": 1412.95,
"last_quantity": 5,
"buy_quantity": 0,
"sell_quantity": 5191,
"volume": 7360198,
"average_price": 1412.47,
"oi": 0,
"oi_day_high": 0,
"oi_day_low": 0,
"net_change": 0,
"lower_circuit_limit": 1250.7,
"upper_circuit_limit": 1528.6,
"ohlc": {
"open": 1396,
"high": 1421.75,
"low": 1395.55,
"close": 1389.65
},
"depth": {
"buy": [
{
"price": 0,
"quantity": 0,
"orders": 0
},
{
"price": 0,
"quantity": 0,
"orders": 0
},
{
"price": 0,
"quantity": 0,
"orders": 0
},
{
"price": 0,
"quantity": 0,
"orders": 0
},
{
"price": 0,
"quantity": 0,
"orders": 0
}
],
"sell": [
{
"price": 1412.95,
"quantity": 5191,
"orders": 13
},
{
"price": 0,
"quantity": 0,
"orders": 0
},
{
"price": 0,
"quantity": 0,
"orders": 0
},
{
"price": 0,
"quantity": 0,
"orders": 0
},
{
"price": 0,
"quantity": 0,
"orders": 0
}
]
}
}
}
}
Response attributes
| Attribute | Description |
|---|---|
instrument_token | The numerical identifier issued by the exchange |
timestamp | The timestamp at which the quote was generated |
last_trade_time | Timestamp of the last trade |
last_price | Last traded market price |
volume | Total volume traded for the day |
average_price | Average traded price for the day |
buy_quantity | Total quantity of buy orders pending at the exchange |
sell_quantity | Total quantity of sell orders pending at the exchange |
open_interest | Total pending quantity at the exchange |
last_quantity | Quantity traded in the last trade |
ohlc.open | Price at market opening |
ohlc.high | Highest price today |
ohlc.low | Lowest price today |
ohlc.close | Closing price of the instrument from the last trading day |
net_change | Net change in price |
lower_circuit_limit | Lower circuit limit |
upper_circuit_limit | Upper circuit limit |
oi | Open Interest |
oi_day_high | Day's open interest high |
oi_day_low | Day's open interest low |
depth.buy[].price | Price at which the depth stands |
depth.buy[].orders | Number of orders for the depth |
depth.buy[].quantity | Quantity for the depth |
depth.sell[].price | Price at which the depth stands |
depth.sell[].orders | Number of orders for the depth |
depth.sell[].quantity | Quantity for the depth |
Retrieving OHLC quotes
This API returns the OHLC + LTP snapshots of up to 1000 instruments in one go.
Instruments are identified by the exchange:tradingsymbol combination and are passed as values to the query parameter i which is repeated for every instrument. If there is no data available for a given key, the key will be absent from the response. The existence of all the instrument keys in the response map should be checked before to accessing them.
Request:
curl "https://api.blinkx.in/SmartApi/quote/ohlc?i=NSE:INFY&i=BSE:SENSEX&i=NSE:NIFTY+50" \
-H "X-Version: 3" \
-H "Authorization: token api_key:access_token"
Response:
{
"status": "success",
"data": {
"NSE:INFY": {
"instrument_token": 408065,
"last_price": 1075,
"ohlc": {
"open": 1085.8,
"high": 1085.9,
"low": 1070.9,
"close": 1075.8
}
}
}
}
Response attributes
| Attribute | Description |
|---|---|
instrument_token | The numerical identifier issued by the exchange |
last_price | Last traded market price |
ohlc.open | Price at market opening |
ohlc.high | Highest price today |
ohlc.low | Lowest price today |
ohlc.close | Closing price of the instrument from the last trading day |
Note: Always check for the existence of a particular key you've requested (eg: NSE:INFY) in the response. If there's no data for the particular instrument or if it has expired, the key will be missing from the response.
Retrieving LTP quotes
This API returns the LTPs of up to 1000 instruments in one go.
Instruments are identified by the exchange:tradingsymbol combination and are passed as values to the query parameter i which is repeated for every instrument. If there is no data available for a given key, the key will be absent from the response. The existence of all the instrument keys in the response map should be checked before to accessing them.
Request:
curl "https://api.blinkx.in/SmartApi/quote/ltp?i=NSE:INFY&i=BSE:SENSEX&i=NSE:NIFTY+50" \
-H "X-Version: 3" \
-H "Authorization: token api_key:access_token"
Response:
{
"status": "success",
"data": {
"NSE:INFY": {
"instrument_token": 408065,
"last_price": 1074.35
}
}
}
Response attributes
| Attribute | Description |
|---|---|
instrument_token | The numerical identifier issued by the exchange |
last_price | Last traded market price |
Note: Always check for the existence of a particular key you've requested (eg: NSE:INFY) in the response. If there's no data for the particular instrument or if it has expired, the key will be missing from the response.
Limits
/quote- Up to 500 instruments/quote/ohlc- Up to 1000 instruments/quote/ltp- Up to 1000 instruments