Subscribe Depth

Request

Json Fields	Possible value	Description
t	d	'd' represents depth subscription
k		One or more scriplist for subscription. Example NSE|22#BSE|508123

Subscription Depth Acknowledgement

Number of Acknowledgements for a single subscription will be the same as the number of scrips mentioned in the key (k) field.

Json Fields	Possible value	Description
t	dk	'dk' represents depth acknowledgement
e	NSE, BSE, NFO ..	Exchange name
tk	22	Scrip Token
lp		LTP
pc		Percentage change
v		volume
o		Open price
h		High price
l		Low price
c		Previous Close price
cp		Close price
ap		Average trade price
ltt		Last trade time
ltq		Last trade quantity
tbq		Total Buy Quantity
tsq		Total Sell Quantity
bq1		Best Buy Quantity 1
bq2		Best Buy Quantity 2
bq3		Best Buy Quantity 3
bq4		Best Buy Quantity 4
bq5		Best Buy Quantity 5
bp1		Best Buy Price 1
bp2		Best Buy Price 2
bp3		Best Buy Price 3
bp4		Best Buy Price 4
bp5		Best Buy Price 5
bo1		Best Buy Orders 1
bo2		Best Buy Orders 2
bo3		Best Buy Orders 3
bo4		Best Buy Orders 4
bo5		Best Buy Orders 5
sq1		Best Sell Quantity 1
sq2		Best Sell Quantity 2
sq3		Best Sell Quantity 3
sq4		Best Sell Quantity 4
sq5		Best Sell Quantity 5
sp1		Best Sell Price 1
sp2		Best Sell Price 2
sp3		Best Sell Price 3
sp4		Best Sell Price 4
sp5		Best Sell Price 5
so1		Best Sell Orders 1
so2		Best Sell Orders 2
so3		Best Sell Orders 3
so4		Best Sell Orders 4
so5		Best Sell Orders 5
lc		Lower Circuit Limit
uc		Upper Circuit Limit
52h		52 week high low in other exchanges, Life time high low in mcx
52l		52 week high low in other exchanges, Life time high low in mcx
oi		Open interest
poi		Previous day closing Open Interest
toi		Total open interest for underlying
ft		Feed time

Depth Subscription Updates

Json Fields	Possible value	Description
t	df	'df' represents depth feed
e	NSE, BSE, NFO ..	Exchange name
tk	22	Scrip Token
lp		LTP
pc		Percentage change
v		volume
o		Open price
h		High price
l		Low price
c		Previous Close price
cp		Close price
ap		Average trade price
ltt		Last trade time
ltq		Last trade quantity
tbq		Total Buy Quantity
tsq		Total Sell Quantity
bq1 - bq5		Best Buy Quantity 1-5
bp1 - bp5		Best Buy Price 1-5
bo1 - bo5		Best Buy Orders 1-5
sq1 - sq5		Best Sell Quantity 1-5
sp1 - sp5		Best Sell Price 1-5
so1 - so5		Best Sell Orders 1-5
lc		Lower Circuit Limit
uc		Upper Circuit Limit
52h		52 week high
52l		52 week low
oi		Open interest
poi		Previous day closing Open Interest
toi		Total open interest for underlying
ft		Feed time
ue		Exchange high range
le		Exchange Low range

Note: The response in “Depth Subscription Updates” will display only the modified fields.

Sample Message

{
  "t": "df",
  "e": "NSE",
  "tk": "22",
  "o": "1166.00",
  "h": "1179.00",
  "l": "1145.35",
  "c": "1152.65",
  "ap": "1159.74",
  "v": "819881",
  "tbq": "120952",
  "tsq": "131730",
  "bp1": "1156.00",
  "sp1": "1156.50",
  "bp2": "1155.80",
  "sp2": "1156.55",
  "bp3": "1155.75",
  "sp3": "1156.65",
  "bp4": "1155.70",
  "sp4": "1156.70",
  "bp5": "1155.65",
  "sp5": "1156.75",
  "bq1": "4",
  "sq1": "10",
  "bq2": "67",
  "sq2": "63",
  "bq3": "83",
  "sq3": "1",
  "bq4": "139",
  "sq4": "53",
  "bq5": "393",
  "sq5": "94"
}