Closing Auction Session (CAS) — API Changes You Need to Know

Nivas
Nivas edited July 31 in General
Starting August 3, 2026, the exchange is introducing the Closing Auction Session (CAS) for F&O-eligible equity shares.

While the general mechanics, trading rules, and stock eligibility are detailed in our Z-Connect Post, here's a quick summary of the API-level changes:
  1. Market Orders via API: Market orders, which currently aren't allowed via the API, will now be accepted only between 3:20 PM and 3:25 PM.
  2. Circuit Limits during CAS: The exchange refreshes price bands by 3:20 PM based on the reference price, and these updated circuit limits will be served via the /quote endpoint. During CAS, the price band is +/-3% of the reference price.
If you have technical questions related to CAS, feel free to post them in this thread.
Sign In or Register to comment.