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How to get pre market data using APIs?
I want to get pre market data i.e. open price and timestamp for a stock before 9:07AM. The open price which zerodha displays from 9:00AM to 9:07AM before first order is executed from 9:07AM to 9:08AM and sets equilibrium price.
How can I get this data?
You can connect to be Websocket streaming in real-time. All ticks(including pre-market ticks) are streamed via the WebSockets in real-time, as broadcasted from exchange.
The last_price from websocket streaming does not change during pre-market (9 to 9:07). Is it because there are no trades? How do we get the equilibrium price on a real-time basis during pre-market? Does any of the attributes within the tick structure provide this? To be clear, I am referring to the pre-open charts that NSE shows (see below):
edited May 2022
The last_price of only NIFTY 50 is streamed realtime on Zerodha between 9:00 to 9:07.
For other instruments,the last_price is shown after the pre-market closing i.e from 9:08.
Equilibrium price is shown in the open value of the ohlc quote in the tick during pre-market.
Thank you for the information.
Do you provide the order quantity and order price during pre-market as a part of the tick structure within the depth attribute?
edited May 2022
Yes, market depth is available.
Refer this thread:
is there a way to get the equilibrium price on a real time basis? The below is mentioned on the NSE website:
The information like Indicative equilibrium / opening price of scrip, total buy and sell quantity of the scrip is disseminated on the NEAT+ Terminal to the members on real time basis.
Is there a way that Zerodha can provide this same information on a real time basis? If not, can you advise on how to get this elsewhere? I know this would be out of scope for you. But as paying customers we would expect and appreciate some help.
I told in my above comment.
In the ohlc quote.
You had edited that comment and I had not noticed the edited part. Thank you. It is clear for now.
This discussion has been closed.