Market quotes and instruments¶
type | endpoint | |
---|---|---|
GET | /instruments | Retrieve the CSV dump of all tradable instruments |
GET | /instruments/:exchange | Retrieve the CSV dump of instruments in the particular exchange |
GET | /quote | Retrieve full market quotes for one or more instruments |
GET | /quote/ohlc | Retrieve OHLC quotes for one or more instruments |
GET | /quote/ltp | Retrieve LTP quotes for one or more 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.
curl "https://api.kite.trade/instruments" \
-H "X-Kite-Version: 3" \
-H "Authorization: token api_key:access_token"
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 | |
---|---|
instrument_token string |
Numerical identifier used for subscribing to live market quotes with the WebSocket API. |
exchange_token string |
The numerical identifier issued by the exchange representing the instrument. |
tradingsymbol string |
Exchange tradingsymbol of the instrument |
name string |
Name of the company (for equity instruments) |
last_price float64 |
Last traded market price |
expiry string |
Expiry date (for derivatives) |
strike float64 |
Strike (for options) |
tick_size float64 |
Value of a single price tick |
lot_size int64 |
Quantity of a single lot |
instrument_type string |
EQ, FUT, CE, PE |
segment string |
Segment the instrument belongs to |
exchange string |
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.
curl "https://api.kite.trade/quote?i=NSE:INFY" \
-H "X-Kite-Version: 3" \
-H "Authorization: token api_key:access_token"
{
"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 | |
---|---|
instrument_token uint32 |
The numerical identifier issued by the exchange representing the instrument. |
timestamp string |
The exchange timestamp of the quote packet |
last_trade_time null, string |
Last trade timestamp |
last_price float64 |
Last traded market price |
volume int64 |
Volume traded today |
average_price float64 |
The volume weighted average price of a stock at a given time during the day? |
buy_quantity int64 |
Total quantity of buy orders pending at the exchange |
sell_quantity int64 |
Total quantity of sell orders pending at the exchange |
open_interest float64 |
Total number of outstanding contracts held by market participants exchange-wide (only F&O) |
last_quantity int64 |
Last traded quantity |
ohlc.open float64 |
Price at market opening |
ohlc.high float64 |
Highest price today |
ohlc.low float64 |
Lowest price today |
ohlc.close float64 |
Closing price of the instrument from the last trading day |
net_change float64 |
The absolute change from yesterday's close to last traded price |
lower_circuit_limit float64 |
The current lower circuit limit |
upper_circuit_limit float64 |
The current upper circuit limit |
oi float64 |
The Open Interest for a futures or options contract ? |
oi_day_high float64 |
The highest Open Interest recorded during the day |
oi_day_low float64 |
The lowest Open Interest recorded during the day |
depth.buy[].price float64 |
Price at which the depth stands |
depth.buy[].orders int64 |
Number of open BUY (bid) orders at the price |
depth.buy[].quantity int64 |
Net quantity from the pending orders |
depth.sell[].price float64 |
Price at which the depth stands |
depth.sell[].orders int64 |
Number of open SELL (ask) orders at the price |
depth.sell[].quantity int64 |
Net quantity from the pending orders |
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.
curl "https://api.kite.trade/quote/ohlc?i=NSE:INFY&i=BSE:SENSEX&i=NSE:NIFTY+50" \
-H "X-Kite-Version: 3" \
-H "Authorization: token api_key:access_token"
{
"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 | |
---|---|
instrument_token uint32 |
The numerical identifier issued by the exchange representing the instrument. |
last_price float64 |
Last traded market price |
ohlc.open float64 |
Price at market opening |
ohlc.high float64 |
Highest price today |
ohlc.low float64 |
Lowest price today |
ohlc.close float64 |
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.
curl "https://api.kite.trade/quote/ltp?i=NSE:INFY&i=BSE:SENSEX&i=NSE:NIFTY+50" \
-H "X-Kite-Version: 3" \
-H "Authorization: token api_key:access_token"
{
"status": "success",
"data": {
"NSE:INFY": {
"instrument_token": 408065,
"last_price": 1074.35
}
}
}
Response attributes¶
attribute | |
---|---|
instrument_token uint32 |
The numerical identifier issued by the exchange representing the instrument. |
last_price float64 |
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 absent from the response.
Limits¶
attribute | number of instruments |
---|---|
/quote |
500 |
/quote/ohlc |
1000 |
/quote/ltp |
1000 |