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

Currently, the updated circuit limits will be served via the /quote endpoint, and other CAS-related fields will be added in the coming weeks.

@zhkas, currently, it is available via the quote endpoint only.

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.

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?

@KamalChhirang We are reviewing this internally and will provide an update as soon as possible.

Hi @Nivas ,

After the recent CAS rollout, has there been any change in how Previous Close is populated in the Kite Connect Quote/LTP APIs?

We observed some unexpected differences in the opening market data and wanted to confirm whether the Previous Close value is immediately available and stable from market open, or if there are any known changes or delays after CAS.

Thanks.

Hi @Nivas
Thanks for the clarification.

We observed an issue today around market open and wanted to check if it's related to Kite Connect or if it was just a temporary issue.

We started our application before market open, but for the first few minutes after 09:15, the API repeatedly failed with:

requests.exceptions.ReadTimeout:
HTTPSConnectionPool(host='api.kite.trade', port=443):
Read timed out. (read timeout=7)

The timeout occurred while calling:

kite.instruments("NSE")

The request finally succeeded around 09:19 AM, after which our application continued normally.

Was there any known issue, increased latency, or higher API load around market open today? Or was this likely an isolated timeout on our side?

Thanks.

@Nivas yes please

Why there is no Dedicated elements as like OHLC in zerodha app or api.
These cas elements must be in the zerodha have during the cas session:
- indicative equilibrium price
- indicative volume quantities
- imbalance quantities

Due to these options are not available in the application or in the api, how the user will see that at which price he is buying or selling that is completely GAMBLING not TRADING, because the execution will happen at that price which is not visible to the trader. when we are using the zerodha platform we must have a dedicated options for indicative equilibrium price, indicative volume quantity and imbalance quantities as like open high low close upper circuit lower circuit these kinds of things are there, but the cas element is not there, which is already implemented on 3rd of August I think not late for implementing this

I am begging deodhar team to please add dedicated iep indicated quantity as well as imbalance quantity section in the app as like ohlc

@zhkas @deepak163299 > Currently, you can use the following fields from the Quote API during the CAS session:

• `total_imbalance` – Indicates the total order imbalance.
  
• `volume` – Represents the indicative traded volume during the CAS session for NSE CAS stocks.
  
• `buy_quantity` and `sell_quantity` – Represent the total buy and sell order quantities, respectively.
  

Support for the Indicative Equilibrium Price/Indicative index value will be made available shortly.

@Nivas

Could you confirm that the behaviour of the volume field has been changed during CAS? If so, this seems like a poor design decision.

Previously, volume always represented the cumulative volume for the full trading day. Now, from 15:20 until the CAS closes at 15:30, it instead reflects the indicative traded volume of the auction session. This means the day's total volume is effectively lost during that window, users now have to either cache it before 15:20 or fetch it separately from the historical data API.

A far better approach would be to introduce a dedicated field for this, e.g. indicative_volume, and leave the behaviour of the existing volume field untouched.

Also, as far as I can tell, this change was never announced anywhere. It broke my code without warning, and I only discovered it now, four trading sessions after the rollout.

@KamalChhirang, we're getting this checked and will share an update shortly.

@zhkas, yes, it will be incorporated.

What does indicative_close_price indicates ?
Why does it keep changing even after 153000?
What does it mean before 151500 ?
What the numerical value here 5314.58 denotes ?

quote response:

"indicative_close_price": 5314.58

{
"status": "success",
"data": {
"BSE:SENSEX": {
"instrument_token": 265,
"tradingsymbol": "SENSEX",
"timestamp": "2026-08-07 15:33:59",
"last_price": 78499.17,
"net_change": -455.59,
"indicative_close_price": 5314.58,
"ohlc": {
"open": 78516.08,
"high": 78757.4,
"low": 78377.07,
"close": 78954.76
}
},
"NSE:NIFTY 50": {
"instrument_token": 256265,
"tradingsymbol": "NIFTY 50",
"timestamp": "2026-08-07 15:33:59",
"last_price": 24570.65,
"net_change": -65.35,
"indicative_close_price": 5014.73,
"ohlc": {
"open": 24538.9,
"high": 24630.4,
"low": 24522.75,
"close": 24636
}
}
}
}

Why is it so difficult to roll this out? The field is cleanly available in broadcast streams and should be a one line change to send from 1520. This is pretty important for even charting tools to display otherwise retail is gambling.. needs to be prioritised heavily

Thanks, I will fetch it today and test it.

@Nivas
I have another query, I was checking logs for 6 Aug 2026 for SENSEX
from web-socket , I received

151500 to 152931 : 78785.62
152932 : 78916.83
152933 till end : 78954.76

I haven't seen this dual price change on any other day for either NIFTY or SENSEX

any error , or can this happen ?
Please help

@zhkas, we stream the market data received directly from the exchange via WebSocket without processing or modifying the feed on our end.

Typically, the exchange updates the Sensex LTP only once after 3:15 PM. We did not observe the reported behaviour today.

If you encounter this again, please flag it on the same day with the relevant details. We'll investigate it and, if required, take it up with the exchange.

@hawkeye The indicative_volume during the CAS session is currently streamed under the `volume` field via the Quote endpoint for NSE CAS stocks.

Please note that the volume field will revert to representing the total volume traded for the day after the market closes.

Currently, the data vendor streams indicative volume only for NSE CAS stocks to us. We are already coordinating with them to enable the same for BSE, but this will take some time.

How can I get indicative imbalance from market orders only?

@akash_quanttrader The day candle close price for the instruments is updated at midnight, as before. You have to fetch the candle data the next morning to get the close price.

How can I get indicative imbalance from market orders only?

@alphamurho, currently, indicative imbalance from market orders is unavailable via API. This will take time.

Also, why is total_imbalance streaming as a constant 0? These fields are essential to do anything meaningful.. and exchange is already sending these

We’ll review this during today’s CAS session and share an update.

1. imbalance is 0 for all instruments for the past 2 days.

1. The field name has been changed from total_imbalance to total_imbalance_qty. Could you please check this updated field today?

2. Market order imbalance missing from quotes.
3. Will the CAS fields be available in websocket (near future) or only through the quote endpoint?

2. We’re following up with the vendors on this. This may take some time.
3. Steaming the CAS fields via Websocket is on our to-do list, but we don't have a concrete ETA at this stage. For now, please use the quote endpoint.

@HowUTrade @zhkas We've escalated this further and will share an update once we get more details.

Thanks @Nivas

@akash_quanttrader From August 3, candle data for CAS-eligible stocks will be available only up to the end of the continuous trading session at 3:15 PM. The CAS session begins thereafter. Since there is no continuous trading during the CAS session, there won't be regular LTP movement during this period.

If you need to track the CAS session, you can use the Quote API to monitor the Indicative Close Price, Indicative Volume, and Total Imbalance Quantity. We don't recommend incorporating these values into the candle data, as candles are derived from LTP movements during the continuous trading session, whereas CAS data represents the price discovery process after continuous trading has ended.

Hi @Nivas , I’m currently receiving real-time data until 3:15 PM. After 3:15 PM, the NIFTY 50 cash-stock feed stops, but the WebSocket should continue fetching after the CAS session; it is unable to fetch the 3:30 PM closing data.

Could you please let me know by what time you expect to implement the correction/change on your side so api should sync post-close CAS system closing data? This will help me sync my current setup and code with the new setup accordingly.