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:
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.
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.
The exchange starts sharing the following information on a continuous basis: (a) indicative equilibrium price (b) total buy/sell quantities (c) imbalance quantities (d) indicative index value
Will this information be available through the Quote API? If so, in what format will it be provided?
Additionally, will this information continue to be shared between 3:25 PM and 3:30 PM, until the session closes at a randomly selected time?
Hi, I haven't fully understood the CAS stuff yet, so I might be mistaken. But won't this information be available on the WebSocket? Or do we need to fetch it periodically from the quote endpoint instead?
other CAS-related fields will be added in the coming weeks.
Could you please share as much detail as possible about the changes you're planning to implement in the coming weeks? This would help me prepare my strategy and code accordingly. It would be a big help, thank you.
Could you please share as much detail as possible about the changes you're planning to implement in the coming weeks?
This is currently in the testing phase. If we introduce any new fields that result in a breaking change, we will communicate the changes well in advance so that everyone has sufficient time to make the necessary updates.
@Nivas I can see the following items in the quote. Could you please confirm whether these values are reliable (stable update), and If I can use this information in my code?
Additionally, will this information continue to be shared between 3:25 PM and 3:30 PM, until the session closes at a randomly selected time?
/quoteendpoint, and other CAS-related fields will be added in the coming weeks.I haven't fully understood the CAS stuff yet, so I might be mistaken. But won't this information be available on the WebSocket? Or do we need to fetch it periodically from the quote endpoint instead?
I can see the following items in the quote. Could you please confirm whether these values are reliable (stable update), and If I can use this information in my code?
'reference_limit_price': 1157.9,
'indicative_close_price': 1172,
'total_imbalance': 4294961084,