Market Data API-Quote
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Does the quote API give only best 5 buy/sell quantities ???
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@Moderator_2 Hi, I was trying out WebSocket2 as suggested.
I was successful in the first few attempts to and received ticks...
but now I get "Attempting to resubscribe/reconnect (Attempt 1)..." and then I get "Connection closed due to max retry attempts reached." consistently.I logged out, rebooted the machine but still gets the same error.
Code sample I am using is the websocket2 example from github.
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Hi @SKExplorer
Kindly find our Websocket streaming documentation below to fetch Best Twenty Buy/Sell Data under depth mode.
"Section-3) Response Contract for 20-Depth Mode"
Ref: https://smartapi.angelbroking.com/docs/WebSocket2Regards,
SmartAPI team -
@Moderator_2 so basically, rephrasing my question again, you dont provide level 3 data ??? thank you.
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Hi @SKExplorer
Market Data API can be hit multiple time with rate limiting to fetch more best 5 buy/sell data if required.
Regards,
SmartAPI team -
@Moderator_2 my question was , does it give only best five ? not 20 ?
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Hi @SKExplorer
Please find the below document for market data API.
https://smartapi.angelbroking.com/docs/MarketData
On FULL Mode, you can fetch Best 5 quantities, Price and orders for Buy/Sell.Sample response for TCS28MAR24FUT
{
"status": true,
"message": "SUCCESS",
"errorcode": "",
"data": {
"fetched": [
{
"exchange": "NFO",
"tradingSymbol": "TCS28MAR24FUT",
"symbolToken": "66522",
"ltp": 4229.6,
"open": 4214.55,
"high": 4250.9,
"low": 4213.05,
"close": 4210.75,
"lastTradeQty": 175,
"exchFeedTime": "13-Mar-2024 11:07:56",
"exchTradeTime": "13-Mar-2024 11:07:44",
"netChange": 18.85,
"percentChange": 0.45,
"avgPrice": 4231.26,
"tradeVolume": 1149400,
"opnInterest": 13371750,
"lowerCircuit": 3789.7,
"upperCircuit": 4631.85,
"totBuyQuan": 83300,
"totSellQuan": 141400,
"52WeekLow": 0.0,
"52WeekHigh": 4250.9,
"depth": {
"buy": [
{
"price": 4229.8,
"quantity": 350,
"orders": 1
},
{
"price": 4229.75,
"quantity": 175,
"orders": 1
},
{
"price": 4229.5,
"quantity": 175,
"orders": 1
},
{
"price": 4229.15,
"quantity": 175,
"orders": 1
},
{
"price": 4229.0,
"quantity": 175,
"orders": 1
}
],
"sell": [
{
"price": 4230.7,
"quantity": 175,
"orders": 1
},
{
"price": 4230.75,
"quantity": 175,
"orders": 1
},
{
"price": 4230.8,
"quantity": 175,
"orders": 1
},
{
"price": 4230.85,
"quantity": 700,
"orders": 4
},
{
"price": 4230.95,
"quantity": 175,
"orders": 1
}
]
}
}
],
"unfetched": []
}
}