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NorenApi

Api used to connect to NorenOMS

Build

to build this package and install it on your server please use

pip install NorenRestApi

API

NorenApi

Symbols

Orders and Trades

Holdings and Limits

Calculators

Websocket API

Annexure

Example

login(userid, password, twoFA, vendor_code, api_secret, imei)

connect to the broker, only once this function has returned successfully can any other operations be performed Example:

#credentials
user    = <uid>
pwd     = <password>
factor2 = <2nd factor>
vc      = <vendor code>
app_key = <secret key>
imei    = <imei>

ret = api.login(userid=uid, password=pwd, twoFA=factor2, vendor_code=vc, api_secret=app_key, imei=imei)

Request Details :

Python Parameters Json Fields Possible value Description
Handled in Python wrapper apkversion* Application version.
userid uid* User Id of the login user
password pwd* Sha256 of the user entered password.
twoFA factor2* OTP or TOTP
vendor_code vc* Vendor code provided by noren team, along with connection URLs
api_secret appkey* Sha256 of uid
imei imei* Send mac if users logs in for desktop, imei is from mobile

Response Details :

Json Fields Possible value Description
stat Ok or Not_Ok Login Success Or failure status
susertoken It will be present only on login success. This data to be sent in subsequent requests in jKey field and web socket connection while connecting.
lastaccesstime It will be present only on login success.
spasswordreset Y If Y Mandatory password reset to be enforced. Otherwise the field will be absent.
exarr Json array of strings with enabled exchange names
uname User name
prarr Json array of Product Obj with enabled products, as defined below.
actid Account id
email Email Id
brkname Broker id
emsg This will be present only if Login fails.

Sample Success Response : { "request_time": "20:18:47 19-05-2020", "stat": "Ok", "susertoken": "3b97f4c67762259a9ded6dbd7bfafe2787e662b3870422ddd343a59895f423a0", "lastaccesstime": "1589899727" }

Sample Failure Response : { "request_time": "20:32:14 19-05-2020", "stat": "Not_Ok", "emsg": "Invalid Input : Wrong Password" }

logout()

Terminate the session

Example:

ret = api.logout()

Request Details :

Python Parameters Json Fields Possible value Description
Handled in Python wrapper uid* User Id of the login user

Response Details : Response data will be in json format with below fields.

Json Fields Possible value Description
stat Ok or Not_Ok Logout Success Or failure status
request_time It will be present only on successful logout.
emsg This will be present only if Logout fails.

Sample Success Response : { "stat":"Ok", "request_time":"10:43:41 28-05-2020" }

Sample Failure Response : { "stat":"Not_Ok", "emsg":"Server Timeout : " }

forgot_passwordOTP(userid,pan)

Request Details :

Python Parameters Json Fields Possible value Description
Handled in Python wrapper uid* User Id
pan pan* Pan of the user Or Sha256 3 times of password

Response Details :

Json Fields Possible value Description
uid User Id
ReqStatus Request status, present only when success. Value will be “OTP generation success”
emsg Error message :“Error Occurred : Wrong user id or user details”

Sample Success Response :

{
   "uid":"user1",
   "ReqStatus":"OTP generation success"
}

Sample Failure Response :

{
"stat":"Not_Ok",
"emsg":"Server Timeout :   "
}

place_order(buy_or_sell, product_type,exchange, tradingsymbol, quantity, discloseqty, price_type, price=0.0, trigger_price=None, retention='DAY', amo='NO', remarks=None)

place an order to oms

Example:

ret = api.place_order(buy_or_sell='B', product_type='C',
                        exchange='NSE', tradingsymbol='CANBK-EQ', 
                        quantity=1, discloseqty=0,price_type='SL-LMT', price=200.00, trigger_price=199.50,
                        retention='DAY', remarks='my_order_001')

Request Details :

Python Parameters Json Fields Possible value Description
Handled in Python wrapper uid* Logged in User Id
Handled in Python wrapper actid* Login users account ID
exchange exch* NSE / NFO / BSE / MCX Exchange (Select from ‘exarr’ Array provided in User Details response)
tradingsymbol tsym* Unique id of contract on which order to be placed. (use url encoding to avoid special char error for symbols like M&M)
quantity qty* Order Quantity
price prc* Order Price
trigger_price trgprc Only to be sent in case of SL / SL-M order.
discloseqty dscqty Disclosed quantity (Max 10% for NSE, and 50% for MCX)
product_type prd* C / M / H Product name (Select from ‘prarr’ Array provided in User Details response, and if same is allowed for selected, exchange. Show product display name, for user to select, and send corresponding prd in API call)
buy_or_sell trantype* B / S B -> BUY, S -> SELL
price_type prctyp* LMT / MKT / SL-LMT / SL-MKT / DS / 2L / 3L
retention ret* DAY / EOS / IOC Retention type (Show options as per allowed exchanges)
remarks remarks Any tag by user to mark order.
Handled in Python wrapper ordersource API Used to generate exchange info fields.
bookprofit_price bpprc Book Profit Price applicable only if product is selected as B (Bracket order )
bookloss_price blprc Book loss Price applicable only if product is selected as H and B (High Leverage and Bracket order )
trail_price trailprc Trailing Price applicable only if product is selected as H and B (High Leverage and Bracket order )
amo amo Yes , If not sent, of Not “Yes”, will be treated as Regular order.

Response Details :

Response data will be in json format with below fields.

Json Fields Possible value Description
stat Ok or Not_Ok Place order success or failure indication.
request_time Response received time.
norenordno It will be present only on successful Order placement to OMS.
emsg This will be present only if Order placement fails

Sample Success Response: { "request_time": "10:48:03 20-05-2020", "stat": "Ok", "norenordno": "20052000000017" }

Sample Error Response : { "stat": "Not_Ok", "request_time": "20:40:01 19-05-2020", "emsg": "Error Occurred : 2 "invalid input"" }

modify_order(orderno, exchange, tradingsymbol, newquantity,newprice_type, newprice, newtrigger_price, amo):

modify the quantity pricetype or price of an order

Example:

orderno = ret['norenordno'] #from placeorder return value
ret = api.modify_order(exchange='NSE', tradingsymbol='CANBK-EQ', orderno=orderno,
                                   newquantity=2, newprice_type='MKT', newprice=0.00)
## sl modification
ret = api.modify_order(exchange='NSE', tradingsymbol='CANBK-EQ', orderno=orderno,
                                   newquantity=2, newprice_type='SL-LMT', newprice=201.00, newtrigger_price=200.00)

Request Details :

Python Parameters Json Fields Possible value Description
exchange exch* Exchange
orderno norenordno* Noren order number, which needs to be modified
newprice_type prctyp LMT / MKT / SL-MKT / SL-LMT This can be modified.
newprice prc Modified / New price
newquantity qty Modified / New Quantity
tradingsymbol tsym* Unque id of contract on which order was placed. Can’t be modified, must be the same as that of original order. (use url encoding to avoid special char error for symbols like M&M)
newtrigger_price trgprc New trigger price in case of SL-MKT or SL-LMT
Handled in Python wrapper uid* User id of the logged in user.
bookprofit_price bpprc Book Profit Price applicable only if product is selected as B (Bracket order )
bookloss_price blprc Book loss Price applicable only if product is selected as H and B (High Leverage and Bracket order )
trail_price trailprc Trailing Price applicable only if product is selected as H and B (High Leverage and Bracket order )

Response Details :

Response data will be in json format with below fields.

Json Fields Possible value Description
stat Ok or Not_Ok Modify order success or failure indication.
result Noren Order number of the order modified.
request_time Response received time.
emsg This will be present only if Order modification fails

Sample Success Response : { "request_time":"14:14:08 26-05-2020", "stat":"Ok", "result":"20052600000103" }

Sample Failure Response : { "request_time":"16:03:29 28-05-2020", "stat":"Not_Ok", "emsg":"Rejected : ORA:Order not found" }

cancel_order(orderno)

cancel an order

Example:

orderno = ret['norenordno'] #from placeorder return value
ret = api.cancel_order(orderno=orderno)

Request Details :

Python Parameters Json Fields Possible value Description
orderno norenordno* Noren order number, which needs to be modified
Handled in Python wrapper uid* User id of the logged in user.

Response Details :

Response data will be in json format with below fields.

Json Fields Possible value Description
stat Ok or Not_Ok Cancel order success or failure indication.
result Noren Order number of the canceled order.
request_time Response received time.
emsg This will be present only if Order cancelation fails

Sample Success Response : { "request_time":"14:14:10 26-05-2020", "stat":"Ok", "result":"20052600000103" }

Sample Failure Response : { "request_time":"16:01:48 28-05-2020", "stat":"Not_Ok", "emsg":"Rejected : ORA:Order not found to Cancel" }

exit_order(orderno)

exits a cover or bracket order

Request Details :

Python Parameters Json Fields Possible value Description
orderno norenordno* Noren order number, which needs to be modified
product_type prd* H / B Allowed for only H and B products (Cover order and bracket order)
Handled in Python wrapper uid* User id of the logged in user.

Response Details :

Response data will be in json format with below fields.

Json Fields Possible value Description
stat Ok or Not_Ok Cancel order success or failure indication.
dmsg Display message, (will be present only in case of success).
request_time Response received time.
emsg This will be present only if Order cancelation fails

position_product_conversion(exchange, tradingsymbol, quantity, new_product_type, previous_product_type, buy_or_sell, day_or_cf)

Convert a product of a position

Example:

ret = api.get_positions()
#converts the first position from existing product to intraday
p = ret[0]
ret = api.position_product_conversion(p['exch'], p['tsym'], p['netqty'], 'I', p['prd'], 'B', 'DAY')

Request Details :

Python Parameters Json Fields Possible value Description
exchange exch* Exchange
tradingsymbol tsym* Unique id of contract on which order was placed. Can’t be modified, must be the same as that of original order. (use url encoding to avoid special char error for symbols like M&M)
quantity qty* Quantity to be converted.
Handled in Python wrapper uid* User id of the logged in user.
Handled in Python wrapper actid* Account id
new_product_type prd* Product to which the user wants to convert position.
previous_product_type prevprd* Original product of the position.
buy_or_sell trantype* Transaction type
day_or_cf postype* Day / CF Converting Day or Carry forward position
Handled in Python wrapper ordersource API For Logging

Response Details :

Response data will be in json format with below fields.

Json Fields Possible value Description
stat Ok or Not_Ok Position conversion success or failure indication.
emsg This will be present only if Position conversion fails.

Sample Success Response : { "request_time":"10:52:12 02-06-2020", "stat":"Ok" }

Sample Failure Response : { "stat":"Not_Ok", "emsg":"Invalid Input : Invalid Position Type" }

Order Book

List of Orders placed for the account

Example :

ret = api.get_order_book()
print(ret)

Request Details :

Python Parameters Json Fields Possible value Description
Handled in Python wrapper uid* Logged in User Id

Response Details :

Response data will be in json Array of objects with below fields in case of success.

Json Fields Possible value Description
stat Ok or Not_Ok Order book success or failure indication.
exch Exchange Segment
tsym Trading symbol / contract on which order is placed.
norenordno Noren Order Number
prc Order Price
qty Order Quantity
prd Display product alias name, using prarr returned in user details.
status
trantype B / S Transaction type of the order
prctyp LMT / MKT Price type
fillshares Total Traded Quantity of this order
avgprc Average trade price of total traded quantity
rejreason If order is rejected, reason in text form
exchordid Exchange Order Number
cancelqty Canceled quantity for order which is in status cancelled.
remarks Any message Entered during order entry.
dscqty Order disclosed quantity.
trgprc Order trigger price
ret DAY / IOC / EOS Order validity
uid
actid
bpprc Book Profit Price applicable only if product is selected as B (Bracket order )
blprc Book loss Price applicable only if product is selected as H and B (High Leverage and Bracket order )
trailprc Trailing Price applicable only if product is selected as H and B (High Leverage and Bracket order )
amo Yes / No
pp Price precision
ti Tick size
ls Lot size
token Contract Token
norentm
ordenttm
exch_tm
snoordt 0 for profit leg and 1 for stoploss leg
snonum This field will be present for product H and B; and only if it is profit/sl order.

Response data will be in json format with below fields in case of failure:

Json Fields Possible value Description
stat Not_Ok Order book failure indication.
request_time Response received time.
emsg Error message

Sample Success Output : Success response : [ { “stat” : “Ok”, “exch” : “NSE” , “tsym” : “ACC-EQ” , “norenordno” : “20062500000001223”, “prc” : “127230”, “qty” : “100”, “prd” : “C”, “status”: “Open”, “trantype” : “B”, “prctyp” : ”LMT”, “fillshares” : “0”, “avgprc” : “0”, “exchordid” : “250620000000343421”, “uid” : “VIDYA”, “actid” : “CLIENT1”, “ret” : “DAY”, “amo” : “Yes” }, { “stat” : “Ok”, “exch” : “NSE” , “tsym” : “ABB-EQ” , “norenordno” : “20062500000002543”, “prc” : “127830”, “qty” : “50”, “prd” : “C”, “status”: “REJECT”, “trantype” : “B”, “prctyp” : ”LMT”, “fillshares” : “0”, “avgprc” : “0”, “rejreason” : “Insufficient funds” “uid” : “VIDYA”, “actid” : “CLIENT1”, “ret” : “DAY”, “amo” : “No” } ]

Sample Failure Response : { "stat":"Not_Ok", "emsg":"Session Expired : Invalid Session Key" }

Trade Book

List of Trades of the account

Example:

ret = api.get_trade_book()
print(ret)

Request Details :

Python Parameters Json Fields Possible value Description
Handled in Python wrapper uid* Logged in User Id
Handled in Python wrapper actid* Account Id of logged in user

Response Details :

Response data will be in json Array of objects with below fields in case of success.

Json Fields Possible value Description
stat Ok or Not_Ok Order book success or failure indication.
exch Exchange Segment
tsym Trading symbol / contract on which order is placed.
norenordno Noren Order Number
qty Order Quantity
prd Display product alias name, using prarr returned in user details.
trantype B / S Transaction type of the order
prctyp LMT / MKT Price type
fillshares Total Traded Quantity of this order
avgprc Average trade price of total traded quantity
exchordid Exchange Order Number
remarks Any message Entered during order entry.
ret DAY / IOC / EOS Order validity
uid
actid
pp Price precision
ti Tick size
ls Lot size
cstFrm Custom Firm
fltm Fill Time
flid Fill ID
flqty Fill Qty
flprc Fill Price
ordersource Order Source
token Token

Response data will be in json format with below fields in case of failure:

Json Fields Possible value Description
stat Not_Ok Order book failure indication.
request_time Response received time.
emsg Error message

Sample Success Output :

[ { "stat": "Ok", "norenordno": "20121300065715", "uid": "GURURAJ", "actid": "GURURAJ", "exch": "NSE", "prctyp": "LMT", "ret": "DAY", "prd": "M", "flid": "102", "fltm": "01-01-1980 00:00:00", "trantype": "S", "tsym": "ACCELYA-EQ", "qty": "180", "token": "7053", "fillshares": "180", "flqty": "180", "pp": "2", "ls": "1", "ti": "0.05", "prc": "800.00", "flprc": "800.00", "norentm": "19:59:32 13-12-2020", "exch_tm": "00:00:00 01-01-1980", "remarks": "WC TEST Order", "exchordid": "6857" }, { "stat": "Ok", "norenordno": "20121300065716", "uid": "GURURAJ", "actid": "GURURAJ", "exch": "NSE", "prctyp": "LMT", "ret": "DAY", "prd": "M", "flid": "101", "fltm": "01-01-1980 00:00:00", "trantype": "B", "tsym": "ACCELYA-EQ", "qty": "180", "token": "7053", "fillshares": "180", "flqty": "180", "pp": "2", "ls": "1", "ti": "0.05", "prc": "800.00", "flprc": "800.00", "norentm": "19:59:32 13-12-2020", "exch_tm": "00:00:00 01-01-1980", "remarks": "WC TEST Order", "exchordid": "6858" } ]

single order history(orderno)

history an order

orderno = ret['norenordno'] #from placeorder return value
ret = api.single_order_history(orderno=orderno)

Request Details :

Python Parameters Json Fields Possible value Description
Handled in Python wrapper uid* Logged in User Id
orderno norenordno* Noren Order Number

Response Details :

Response data will be in json Array of objects with below fields in case of success.

Json Fields Possible value Description
stat Ok or Not_Ok Order book success or failure indication.
exch Exchange Segment
tsym Trading symbol / contract on which order is placed.
norenordno Noren Order Number
prc Order Price
qty Order Quantity
prd Display product alias name, using prarr returned in user details.
status
rpt (fill/complete etc)
trantype B / S Transaction type of the order
prctyp LMT / MKT Price type
fillshares Total Traded Quantity of this order
avgprc Average trade price of total traded quantity
rejreason If order is rejected, reason in text form
exchordid Exchange Order Number
cancelqty Canceled quantity for order which is in status cancelled.
remarks Any message Entered during order entry.
dscqty Order disclosed quantity.
trgprc Order trigger price
ret DAY / IOC / EOS Order validity
uid
actid
bpprc Book Profit Price applicable only if product is selected as B (Bracket order )
blprc Book loss Price applicable only if product is selected as H and B (High Leverage and Bracket order )
trailprc Trailing Price applicable only if product is selected as H and B (High Leverage and Bracket order )
amo Yes / No
pp Price precision
ti Tick size
ls Lot size
token Contract Token
norentm
ordenttm
exch_tm

Response data will be in json format with below fields in case of failure:

Json Fields Possible value Description
stat Not_Ok Order book failure indication.
request_time Response received time.
emsg Error message

Sample Success Output :

[ { "stat": "Ok", "norenordno": "20121300065716", "uid": "DEMO1", "actid": "DEMO1", "exch": "NSE", "tsym": "ACCELYA-EQ", "qty": "180", "trantype": "B", "prctyp": "LMT", "ret": "DAY", "token": "7053", "pp": "2", "ls": "1", "ti": "0.05", "prc": "800.00", "avgprc": "800.00", "dscqty": "0", "prd": "M", "status": "COMPLETE", "rpt": "Fill", "fillshares": "180", "norentm": "19:59:32 13-12-2020", "exch_tm": "00:00:00 01-01-1980", "remarks": "WC TEST Order", "exchordid": "6858" }, { "stat": "Ok", "norenordno": "20121300065716", "uid": "DEMO1", "actid": "DEMO1", "exch": "NSE", "tsym": "ACCELYA-EQ", "qty": "180", "trantype": "B", "prctyp": "LMT", "ret": "DAY", "token": "7053", "pp": "2", "ls": "1", "ti": "0.05", "prc": "800.00", "dscqty": "0", "prd": "M", "status": "OPEN", "rpt": "New", "norentm": "19:59:32 13-12-2020", "exch_tm": "00:00:00 01-01-1980", "remarks": "WC TEST Order", "exchordid": "6858" }, { "stat": "Ok", "norenordno": "20121300065716", "uid": "DEMO1", "actid": "DEMO1", "exch": "NSE", "tsym": "ACCELYA-EQ", "qty": "180", "trantype": "B", "prctyp": "LMT", "ret": "DAY", "token": "7053", "pp": "2", "ls": "1", "ti": "0.05", "prc": "800.00", "dscqty": "0", "prd": "M", "status": "PENDING", "rpt": "PendingNew", "norentm": "19:59:32 13-12-2020", "remarks": "WC TEST Order" }, { "stat": "Ok", "norenordno": "20121300065716", "uid": "DEMO1", "actid": "DEMO1", "exch": "NSE", "tsym": "ACCELYA-EQ", "qty": "180", "trantype": "B", "prctyp": "LMT", "ret": "DAY", "token": "7053", "pp": "2", "ls": "1", "ti": "0.05", "prc": "800.00", "prd": "M", "status": "PENDING", "rpt": "NewAck", "norentm": "19:59:32 13-12-2020", "remarks": "WC TEST Order" } ]

get_holdings(product_type)

retrieves the holdings as a list

Example:

ret = api.get_holdings()

Request Details :

Python Parameters Json Fields Possible value Description
Handled in Python wrapper uid* Logged in User Id
Handled in Python wrapper actid* Account id of the logged in user.
product_type prd* Product name

Response Details : Response data will be in json format with below fields in case of Success:

Json Fields Possible value Description
stat Ok or Not_Ok Holding request success or failure indication.
exch_tsym Array of objects exch_tsym objects as defined below.
holdqty Holding quantity
dpqty DP Holding quantity
npoadqty Non Poa display quantity
colqty Collateral quantity
benqty Beneficiary quantity
unplgdqty Unpledged quantity
brkcolqty Broker Collateral
btstqty BTST quantity
btstcolqty BTST Collateral quantity
usedqty Holding used today
upldprc Average price uploaded along with holdings
Notes:
Valuation : btstqty + holdqty + brkcolqty + unplgdqty + benqty + Max(npoadqty, dpqty) - usedqty
Salable: btstqty + holdqty + unplgdqty + benqty + dpqty - usedqty

Exch_tsym object:

Json Fields of object in values Array Possible value Description
exch NSE, BSE, NFO ... Exchange
tsym Trading symbol of the scrip (contract)
token Token of the scrip (contract)
pp Price precision
ti Tick size
ls Lot size

Response data will be in json format with below fields in case of failure:

Json Fields Possible value Description
stat Not_Ok Position book request failure indication.
request_time Response received time.
emsg Error message

Sample Success Response : [
{ "stat":"Ok", "exch_tsym":[ { "exch":"NSE", "token":"13", "tsym":"ABB-EQ" } ], "holdqty":"2000000", "colqty":"200", "btstqty":"0", "btstcolqty":"0", "usedqty":"0", "upldprc" : "1800.00" }, { "stat":"Ok", "exch_tsym":[ { "exch":"NSE", "token":"22", "tsym":"ACC-EQ" } ], "holdqty":"2000000", "colqty":"200", "btstqty":"0", "btstcolqty":"0", "usedqty":"0", "upldprc" : "1400.00" } ]

Sample Failure Response : { "stat":"Not_Ok", "emsg":"Invalid Input : Missing uid or actid or prd." }

get_positions()

retrieves the overnight and day positions as a list

Example:

ret = api.get_positions()
mtm = 0
pnl = 0
for i in ret:
    mtm += float(i['urmtom'])
    pnl += float(i['rpnl'])
    day_m2m = mtm + pnl
print(f'{day_m2m} is your Daily MTM')

Request Details :

Python Parameters Json Fields Possible value Description
Handled in Python wrapper uid* Logged in User Id
Handled in Python wrapper actid* Account id of the logged in user.

Response Details :

Response data will be in json format with Array of Objects with below fields in case of success.

Json Fields Possible value Description
stat Ok or Not_Ok Position book success or failure indication.
exch Exchange segment
tsym Trading symbol / contract.
token Contract token
uid User Id
actid Account Id
prd Product name to be shown.
netqty Net Position quantity
netavgprc Net position average price
daybuyqty Day Buy Quantity
daysellqty Day Sell Quantity
daybuyavgprc Day Buy average price
daysellavgprc Day buy average price
daybuyamt Day Buy Amount
daysellamt Day Sell Amount
cfbuyqty Carry Forward Buy Quantity
cforgavgprc Original Avg Price
cfsellqty Carry Forward Sell Quantity
cfbuyavgprc Carry Forward Buy average price
cfsellavgprc Carry Forward Buy average price
cfbuyamt Carry Forward Buy Amount
cfsellamt Carry Forward Sell Amount
lp LTP
rpnl RealizedPNL
urmtom UnrealizedMTOM.
bep Break even price
openbuyqty
opensellqty
openbuyamt
opensellamt
openbuyavgprc
opensellavgprc
mult
pp
prcftr gnpn/(gdpd).
ti Tick size
ls Lot size
request_time This will be present only in a failure response.

Response data will be in json format with below fields in case of failure:

Json Fields Possible value Description
stat Not_Ok Position book request failure indication.
request_time Response received time.
emsg Error message

Sample Success Response : [ { "stat":"Ok", "uid":"POORNA", "actid":"POORNA", "exch":"NSE", "tsym":"ACC-EQ", "prarr":"C", "pp":"2", "ls":"1", "ti":"5.00", "mult":"1", "prcftr":"1.000000", "daybuyqty":"2", "daysellqty":"2", "daybuyamt":"2610.00", "daybuyavgprc":"1305.00", "daysellamt":"2610.00", "daysellavgprc":"1305.00", "cfbuyqty":"0", "cfsellqty":"0", "cfbuyamt":"0.00", "cfbuyavgprc":"0.00", "cfsellamt":"0.00", "cfsellavgprc":"0.00", "openbuyqty":"0", "opensellqty":"23", "openbuyamt":"0.00", "openbuyavgprc":"0.00", "opensellamt":"30015.00", "opensellavgprc":"1305.00", "netqty":"0", "netavgprc":"0.00", "lp":"0.00", "urmtom":"0.00", "rpnl":"0.00", "cforgavgprc":"0.00"

}

]

Sample Failure Response : { "stat":"Not_Ok", "request_time":"14:14:11 26-05-2020", "emsg":"Error Occurred : 5 "no data"" }

get_limits

retrieves the margin and limits set

Request Details:

Python Parameters Type Optional Description
product_type string True retreives the delivery holdings or for a given product
segment string True CM / FO / FX
exchange string True Exchange NSE/BSE/MCX

the response is as follows,

Param Type Optional Description
stat Ok or Not_Ok False Limits request success or failure indication.
actid string True Account id
prd string True Product name
seg string True Segment CM / FO / FX
exch string True Exchange
-------------------------Cash Primary Fields-------------------------------
cash string True Cash Margin available
payin string True Total Amount transferred using Payins today
payout string True Total amount requested for withdrawal today
-------------------------Cash Additional Fields-------------------------------
brkcollamt string True Prevalued Collateral Amount
unclearedcash string True Uncleared Cash (Payin through cheques)
daycash string True Additional leverage amount / Amount added to handle system errors - by broker.
-------------------------Margin Utilized----------------------------------
marginused string True Total margin / fund used today
mtomcurper string True Mtom current percentage
-------------------------Margin Used components---------------------
cbu string True CAC Buy used
csc string True CAC Sell Credits
rpnl string True Current realized PNL
unmtom string True Current unrealized mtom
marprt string True Covered Product margins
span string True Span used
expo string True Exposure margin
premium string True Premium used
varelm string True Var Elm Margin
grexpo string True Gross Exposure
greexpo_d string True Gross Exposure derivative
scripbskmar string True Scrip basket margin
addscripbskmrg string True Additional scrip basket margin
brokerage string True Brokerage amount
collateral string True Collateral calculated based on uploaded holdings
grcoll string True Valuation of uploaded holding pre haircut
-------------------------Additional Risk Limits---------------------------
turnoverlmt string True
pendordvallmt string True
-------------------------Additional Risk Indicators---------------------------
turnover string True Turnover
pendordval string True Pending Order value
-------------------------Margin used detailed breakup fields-------------------------
rzpnl_e_i string True Current realized PNL (Equity Intraday)
rzpnl_e_m string True Current realized PNL (Equity Margin)
rzpnl_e_c string True Current realized PNL (Equity Cash n Carry)
rzpnl_d_i string True Current realized PNL (Derivative Intraday)
rzpnl_d_m string True Current realized PNL (Derivative Margin)
rzpnl_f_i string True Current realized PNL (FX Intraday)
rzpnl_f_m string True Current realized PNL (FX Margin)
rzpnl_c_i string True Current realized PNL (Commodity Intraday)
rzpnl_c_m string True Current realized PNL (Commodity Margin)
uzpnl_e_i string True Current unrealized MTOM (Equity Intraday)
uzpnl_e_m string True Current unrealized MTOM (Equity Margin)
uzpnl_e_c string True Current unrealized MTOM (Equity Cash n Carry)
uzpnl_d_i string True Current unrealized MTOM (Derivative Intraday)
uzpnl_d_m string True Current unrealized MTOM (Derivative Margin)
uzpnl_f_i string True Current unrealized MTOM (FX Intraday)
uzpnl_f_m string True Current unrealized MTOM (FX Margin)
uzpnl_c_i string True Current unrealized MTOM (Commodity Intraday)
uzpnl_c_m string True Current unrealized MTOM (Commodity Margin)
span_d_i string True Span Margin (Derivative Intraday)
span_d_m string True Span Margin (Derivative Margin)
span_f_i string True Span Margin (FX Intraday)
span_f_m string True Span Margin (FX Margin)
span_c_i string True Span Margin (Commodity Intraday)
span_c_m string True Span Margin (Commodity Margin)
expo_d_i string True Exposure Margin (Derivative Intraday)
expo_d_m string True Exposure Margin (Derivative Margin)
expo_f_i string True Exposure Margin (FX Intraday)
expo_f_m string True Exposure Margin (FX Margin)
expo_c_i string True Exposure Margin (Commodity Intraday)
expo_c_m string True Exposure Margin (Commodity Margin)
premium_d_i string True Option premium (Derivative Intraday)
premium_d_m string True Option premium (Derivative Margin)
premium_f_i string True Option premium (FX Intraday)
premium_f_m string True Option premium (FX Margin)
premium_c_i string True Option premium (Commodity Intraday)
premium_c_m string True Option premium (Commodity Margin)
varelm_e_i string True Var Elm (Equity Intraday)
varelm_e_m string True Var Elm (Equity Margin)
varelm_e_c string True Var Elm (Equity Cash n Carry)
marprt_e_h string True Covered Product margins (Equity High leverage)
marprt_e_b string True Covered Product margins (Equity Bracket Order)
marprt_d_h string True Covered Product margins (Derivative High leverage)
marprt_d_b string True Covered Product margins (Derivative Bracket Order)
marprt_f_h string True Covered Product margins (FX High leverage)
marprt_f_b string True Covered Product margins (FX Bracket Order)
marprt_c_h string True Covered Product margins (Commodity High leverage)
marprt_c_b string True Covered Product margins (Commodity Bracket Order)
scripbskmar_e_i string True Scrip basket margin (Equity Intraday)
scripbskmar_e_m string True Scrip basket margin (Equity Margin)
scripbskmar_e_c string True Scrip basket margin (Equity Cash n Carry)
addscripbskmrg_d_i string True Additional scrip basket margin (Derivative Intraday)
addscripbskmrg_d_m string True Additional scrip basket margin (Derivative Margin)
addscripbskmrg_f_i string True Additional scrip basket margin (FX Intraday)
addscripbskmrg_f_m string True Additional scrip basket margin (FX Margin)
addscripbskmrg_c_i string True Additional scrip basket margin (Commodity Intraday)
addscripbskmrg_c_m string True Additional scrip basket margin (Commodity Margin)
brkage_e_i string True Brokerage (Equity Intraday)
brkage_e_m string True Brokerage (Equity Margin)
brkage_e_c string True Brokerage (Equity CAC)
brkage_e_h string True Brokerage (Equity High Leverage)
brkage_e_b string True Brokerage (Equity Bracket Order)
brkage_d_i string True Brokerage (Derivative Intraday)
brkage_d_m string True Brokerage (Derivative Margin)
brkage_d_h string True Brokerage (Derivative High Leverage)
brkage_d_b string True Brokerage (Derivative Bracket Order)
brkage_f_i string True Brokerage (FX Intraday)
brkage_f_m string True Brokerage (FX Margin)
brkage_f_h string True Brokerage (FX High Leverage)
brkage_f_b string True Brokerage (FX Bracket Order)
brkage_c_i string True Brokerage (Commodity Intraday)
brkage_c_m string True Brokerage (Commodity Margin)
brkage_c_h string True Brokerage (Commodity High Leverage)
brkage_c_b string True Brokerage (Commodity Bracket Order)
peak_mar string True Peak margin used by the client
request_time string True This will be present only in a successful response.
emsg string True This will be present only in a failure response.

Sample Success Response : { "request_time":"18:07:31 29-05-2020", "stat":"Ok", "cash":"1500000000000000.00", "payin":"0.00", "payout":"0.00", "brkcollamt":"0.00", "unclearedcash":"0.00", "daycash":"0.00", "turnoverlmt":"50000000000000.00", "pendordvallmt":"2000000000000000.00", "turnover":"3915000.00", "pendordval":"2871000.00", "marginused":"3945540.00", "mtomcurper":"0.00", "urmtom":"30540.00", "grexpo":"3915000.00", "uzpnl_e_i":"15270.00", "uzpnl_e_m":"61080.00", "uzpnl_e_c":"-45810.00" }

Sample Failure Response : { "stat":"Not_Ok", "emsg":"Server Timeout : " } Market Info

span_calculator(actid,positionlist)

This calculates the margin requirement for a list of input positions.

Example:

ret = api.span_calculator(actid,positionlist)

Request Details :

Python Parameters Json Fields Possible value Description
actid actid* Any Account id, preferably actual account id if sending from post login screen.
positions pos* Array of json objects. (object fields given in below table)

Position structure as follows:

Json Fields Possible value Description
prd C / M / H Product
exch NFO, CDS, MCX ... Exchange
instname FUTSTK, FUTIDX, OPTSTK, FUTCUR... Instrument name
symname USDINR, ACC, ABB,NIFTY.. Symbol name
exd 29-DEC-2022 DD-MMM-YYYY format
optt CE, PE Option Type
strprc 11900.00, 71.0025 Strike price
buyqty Buy Open Quantity
sellqty Sell Open Quantity
netqty Net traded quantity

Response Details :

Json Fields Possible value Description
stat Ok or Not_Ok Market watch success or failure indication.
span Span value
expo IExposure margin
span_trade Span value ignoring input fields buyqty, sellqty
expo_trade Exposure margin ignoring input fields buyqty, sellqty

Sample Success Response : { "request_time": "11:01:59 25-11-2022", "stat": "Ok", "span": "19416.00", "expo": "4338.34", "span_trade": "19416.00", "expo_trade": "4338.34" }

get_option_greek(expiredate,StrikePrice,SpotPrice,InitRate,Volatility,OptionType)

Options greeeks computed the delta, thetha, vega , rho values.

Example:

ret = api.option_greek(expiredate ='24-NOV-2022',StrikePrice='150',SpotPrice  = '200',InitRate  = '100',Volatility = '10',OptionType='CE')

Request Details :

Python Parameters Json Fields Possible value Description
expiredate exd* Expiry Date
StrikePrice strprc* Strike Price
SpotPrice sptprc* Spot Price
InterestRate int_rate* Init Rate
Volatility volatility* Volatility
OptionType optt CE or PE Option Type

Response Details :

Json Fields Possible value Description
stat Ok or Not_Ok success or failure indication.
request_time This will be present only in a successful response.
cal_price Cal Price
put_price Put Price
cal_delta Cal Delta
put_delta Put Delta
cal_gamma Cal Gamma
put_gamma Put Gamma
cal_theta Cal Theta
put_theta Put Theta
cal_delta Cal Delta
cal_rho Cal Rho
put_rho Put Rho
cal_vego Cal Vego
put_vego Put Vego

Sample Success Response : { "request_time":"17:22:58 28-07-2021", "stat":"OK", "cal_price":"1441", "put_price":"0.417071", "cal_delta":"0.997304", "put_delta":"-0.002696", "cal_gamma":"0.000001", "put_gamma":"0.000001", "cal_theta":"-31.535015", "put_theta":"-31.401346", "cal_rho":"0.000119", "put_rho":"-0.016590", "cal_vego":"0.006307", put_vego":"0.006307" }

Sample Failure Response : { "stat":"Not_Ok", "emsg":"Invalid Input : jData is Missing." }

searchscrip(exchange, searchtext):

Search for scrip or contract and its properties

The call can be made to get the exchange provided token for a scrip or alternately can search for a partial string to get a list of matching scrips Trading Symbol:

SymbolName + ExpDate + 'F' for all data having InstrumentName starting with FUT

SymbolName + ExpDate + 'P' + StrikePrice for all data having InstrumentName starting with OPT and with OptionType PE

SymbolName + ExpDate + 'C' + StrikePrice for all data having InstrumentName starting with OPT and with OptionType C

For MCX, F to be ignored for FUT instruments

Example:

exch  = 'NFO'
query = 'BANKNIFTY 30DEC CE' # multiple criteria to narrow results 
ret = api.searchscrip(exchange=exch, searchtext=query)

if ret != None:
    symbols = ret['values']
    for symbol in symbols:
        print('{0} token is {1}'.format(symbol['tsym'], symbol['token']))

Example 2:

api.searchscrip(exchange='NSE', searchtext='REL')

This will reply as following

{
    "stat": "Ok",
    "values": [
        {
            "exch": "NSE",
            "token": "18069",
            "tsym": "REL100NAV-EQ"
        },
        {
            "exch": "NSE",
            "token": "24225",
            "tsym": "RELAXO-EQ"
        },
        {
            "exch": "NSE",
            "token": "4327",
            "tsym": "RELAXOFOOT-EQ"
        },
        {
            "exch": "NSE",
            "token": "18068",
            "tsym": "RELBANKNAV-EQ"
        },
        {
            "exch": "NSE",
            "token": "2882",
            "tsym": "RELCAPITAL-EQ"
        },
        {
            "exch": "NSE",
            "token": "18070",
            "tsym": "RELCONSNAV-EQ"
        },
        {
            "exch": "NSE",
            "token": "18071",
            "tsym": "RELDIVNAV-EQ"
        },
        {
            "exch": "NSE",
            "token": "18072",
            "tsym": "RELGOLDNAV-EQ"
        },
        {
            "exch": "NSE",
            "token": "2885",
            "tsym": "RELIANCE-EQ"
        },
        {
            "exch": "NSE",
            "token": "15068",
            "tsym": "RELIGARE-EQ"
        },
        {
            "exch": "NSE",
            "token": "553",
            "tsym": "RELINFRA-EQ"
        },
        {
            "exch": "NSE",
            "token": "18074",
            "tsym": "RELNV20NAV-EQ"
        }
    ]
}

Request Details :

|Python Parameters|Json Fields|Possible value|Description| | --- | --- | ---| |uid*||Logged in User Id| |stext*||Search Text| |exch||Exchange (Select from ‘exarr’ Array provided in User Details response)|

Response Details :

Response data will be in json format with below fields.

Json Fields Possible value Description
stat Ok or Not_Ok Market watch success or failure indication.
values Array of json objects. (object fields given in below table)
emsg This will be present only in case of errors.
Json Fields of object in values Array Possible value Description
exch NSE, BSE, NFO ... Exchange
tsym Trading symbol of the scrip (contract)
token Token of the scrip (contract)
pp Price precision
ti Tick size
ls Lot size

Sample Success Response :

{ "stat": "Ok", "values": [ { "exch": "NSE", "token": "18069", "tsym": "REL100NAV-EQ" }, { "exch": "NSE", "token": "24225", "tsym": "RELAXO-EQ" }, { "exch": "NSE", "token": "4327", "tsym": "RELAXOFOOT-EQ" }, { "exch": "NSE", "token": "18068", "tsym": "RELBANKNAV-EQ" }, { "exch": "NSE", "token": "2882", "tsym": "RELCAPITAL-EQ" }, { "exch": "NSE", "token": "18070", "tsym": "RELCONSNAV-EQ" }, { "exch": "NSE", "token": "18071", "tsym": "RELDIVNAV-EQ" }, { "exch": "NSE", "token": "18072", "tsym": "RELGOLDNAV-EQ" }, { "exch": "NSE", "token": "2885", "tsym": "RELIANCE-EQ" }, { "exch": "NSE", "token": "15068", "tsym": "RELIGARE-EQ" }, { "exch": "NSE", "token": "553", "tsym": "RELINFRA-EQ" }, { "exch": "NSE", "token": "18074", "tsym": "RELNV20NAV-EQ" } ] }

Sample Failure Response : { "stat":"Not_Ok", "emsg":"No Data : " }

get_security_info(exchange, token):

gets the complete details and its properties

Example:

exch  = 'NSE'
token = '22'
ret = api.get_security_info(exchange=exch, token=token)

Request Details :

|Python Parameters|Json Fields|Possible value|Description| | --- | --- | ---| |uid*||Logged in User Id| |exch||Exchange | |token||Contract Token|

Response Details :

Response data will have below fields.

Json Fields Possible value Description
request_time It will be present only in a successful response.
stat Ok or Not_Ok Market watch success or failure indication.
exch NSE, BSE, NFO ... Exchange
tsym Trading Symbol
cname Company Name
symnam Symbol Name
seg Segment
exd Expiry Date
instname Intrument Name
strprc Strike Price
optt Option Type
isin ISIN
ti Tick Size
ls Lot Size
pp Price precision
mult Multiplier
gp_nd gn/gd * pn/pd
prcunt Price Units
prcqqty Price Quote Qty
trdunt Trade Units
delunt Delivery Units
frzqty Freeze Qty
gsmind scripupdate Gsm Ind
elmbmrg Elm Buy Margin
elmsmrg Elm Sell Margin
addbmrg Additional Long Margin
addsmrg Additional Short Margin
splbmrg Special Long Margin
splsmrg Special Short Margin
delmrg Delivery Margin
tenmrg Tender Margin
tenstrd Tender Start Date
tenendd Tender End Eate
exestrd Exercise Start Date
exeendd Exercise End Date
elmmrg Elm Margin
varmrg Var Margin
expmrg Exposure Margin
token Contract Token
prcftr_d ((GN / GD) * (PN/PD))

Sample Success Response : { "request_time": "17:43:38 31-10-2020", "stat": "Ok", "exch": "NSE", "tsym": "ACC-EQ", "cname": "ACC LIMITED", "symname": "ACC", "seg": "EQT", "instname": "EQ", "isin": "INE012A01025", "pp": "2", "ls": "1", "ti": "0.05", "mult": "1", "prcftr_d": "(1 / 1 ) * (1 / 1)", "trdunt": "", "delunt": "ACC", "token": "22", "varmrg": "40.00" }

Sample Failure Response : { "stat":"Not_Ok", "request_time":"10:50:54 10-12-2020", "emsg":"Error Occurred : 5 "no data"" }

get_quotes(exchange, token):

gets the complete details and its properties

Example:

exch  = 'NSE'
token = '22'
ret = api.get_quotes(exchange=exch, token=token)

Request Details :

|Python Parameters|Json Fields|Possible value|Description| | --- | --- | ---| |uid*||Logged in User Id| |exch||Exchange | |token||Contract Token|

Response Details :

Response data will be in json format with below fields.

Json Fields Possible value Description
stat Ok or Not_Ok Watch list update success or failure indication.
request_time It will be present only in a successful response.
exch NSE, BSE, NFO ... Exchange
tsym Trading Symbol
cname Company Name
symname Symbol Name
seg Segment
instname Instrument Name
isin ISIN
pp Price precision
ls Lot Size
ti Tick Size
mult Multiplier
uc Upper circuit limitlc
lc Lower circuit limit
prcftr_d Price factor
token Token
lp LTP
o Open Price
h Day High Price
l Day Low Price
v Volume
ltq Last trade quantity
ltt Last trade time
bp1 Best Buy Price 1
sp1 Best Sell Price 1
bp2 Best Buy Price 2
sp2 Best Sell Price 2
bp3 Best Buy Price 3
sp3 Best Sell Price 3
bp4 Best Buy Price 4
sp4 Best Sell Price 4
bp5 Best Buy Price 5
sp5 Best Sell Price 5
bq1 Best Buy Quantity 1
sq1 Best Sell Quantity 1
bq2 Best Buy Quantity 2
sq2 Best Sell Quantity 2
bq3 Best Buy Quantity 3
sq3 Best Sell Quantity 3
bq4 Best Buy Quantity 4
sq4 Best Sell Quantity 4
bq5 Best Buy Quantity 5
sq5 Best Sell Quantity 5
bo1 Best Buy Orders 1
so1 Best Sell Orders 1
bo2 Best Buy Orders 2
so2 Best Sell Orders 2
bo3 Best Buy Orders 3
so3 Best Sell Orders 3
bo4 Best Buy Orders 4
so4 Best Sell Orders 4
bo5 Best Buy Orders 5
so5 Best Sell Orders 5

Sample Success Response : { "request_time":"12:05:21 18-05-2021", "stat":"Ok" ,"exch":"NSE", "tsym":"ACC-EQ", "cname":"ACC LIMITED", "symname":"ACC", "seg":"EQT", "instname":"EQ", "isin":"INE012A01025", "pp":"2", "ls":"1", "ti":"0.05", "mult":"1", "uc":"2093.95", "lc":"1713.25", "prcftr_d":"(1 / 1 ) * (1 / 1)", "token":"22", "lp":"0.00", "h":"0.00", "l":"0.00", "v":"0", "ltq":"0", "ltt":"05:30:00", "bp1":"2000.00", "sp1":"0.00", "bp2":"0.00", "sp2":"0.00", "bp3":"0.00", "sp3":"0.00", "bp4":"0.00", "sp4":"0.00", "bp5":"0.00", "sp5":"0.00", "bq1":"2", "sq1":"0", "bq2":"0", "sq2":"0", "bq3":"0", "sq3":"0", "bq4":"0", "sq4":"0", "bq5":"0", "sq5":"0", "bo1":"2", "so1":"0", "bo2":"0", "so2":"0", "bo3":"0", "so3":"0", "bo4":"0", "so4":"0", "bo5":"0", "So5":"0" }

Sample Failure Response : { "stat":"Not_Ok", "request_time":"10:50:54 10-12-2020", "emsg":"Error Occurred : 5 "no data"" }

get_time_price_series(exchange, token, starttime, endtime, interval):

gets the chart date for the symbol

Example:

lastBusDay = datetime.datetime.today()
lastBusDay = lastBusDay.replace(hour=0, minute=0, second=0, microsecond=0)
ret = api.get_time_price_series(exchange='NSE', token='22', starttime=lastBusDay.timestamp(), interval=5)

Request Details :

Json Fields Possible value Description
uid* Logged in User Id
exch* Exchange
token*
st Start time (seconds since 1 jan 1970)
et End Time (seconds since 1 jan 1970)
intrv “1”, ”3”, “5”, “10”, “15”, “30”, “60”, “120”, “240” Candle size in minutes (optional field, if not given assume to be “1”)

Response Details :

Response data will be in json format in case for failure.

Json Fields Possible value Description
stat Not_Ok TPData failure indication.
emsg This will be present only in case of errors.

Response data will be in json format in case for success.

Json Fields Possible value Description
stat Ok TPData success indication.
time DD/MM/CCYY hh:mm:ss
into Interval open
inth Interval high
intl Interval low
intc Interval close
intvwap Interval vwap
intv Interval volume
v volume
intoi Interval io change
oi oi

Sample Success Response : [ { "stat":"Ok", "time":"02-06-2020 15:46:23", "into":"0.00", "inth":"0.00", "intl":"0.00", "intc":"0.00", "intvwap":"0.00", "intv":"0", "intoi":"0", "v":"980515", "oi":"128702" }, { "stat":"Ok", "time":"02-06-2020 15:45:23", "into":"0.00", "inth":"0.00", "intl":"0.00", "intc":"0.00", "intvwap":"0.00", "intv":"0", "intoi":"0", "v":"980515", "oi":"128702" }, { "stat":"Ok", "time":"02-06-2020 15:44:23", "into":"0.00", "inth":"0.00", "intl":"0.00", "intc":"0.00", "intvwap":"0.00", "intv":"0", "intoi":"0", "v":"980515", "oi":"128702" }, { "stat":"Ok", "time":"02-06-2020 15:43:23", "into":"1287.00", "inth":"1287.00", "intl":"0.00", "intc":"1287.00", "intvwap":"128702.00", "intv":"4", "intoi":"128702", "v":"980515", "oi":"128702" }, { "stat":"Ok", "time":"02-06-2020 15:42:23", "into":"0.00", "inth":"0.00", "intl":"0.00", "intc":"0.00", "intvwap":"0.00", "intv":"0", "intoi":"0", "v":"980511", "oi":"128702" } ]

Sample Failure Response : { "stat":"Not_Ok", "emsg":"Session Expired : Invalid Session Key" }

get_daily_price_series(Symbol name, From date, To date):

gets the chart date for the symbol

Example:

ret =api.get_daily_price_series(exchange="NSE",tradingsymbol="PAYTM-EQ",startdate="457401600",enddate="480556800")

Request Details :

|Python Parameters|Json Fields|Possible value|Description| | --- | --- | ---| |sym*||Symbol name| |from*||From date| |to*||To date |

Response Details :

Json Fields Possible value Description
stat Ok TPData success indication.
time DD/MM/CCYY hh:mm:ss
into Interval open
inth Interval high
intl Interval low
intc Interval close
ssboe Date,Seconds in 1970 format
intv Interval volume

Sample Success Response : [ "{ "time":"21-SEP-2022", "into":"2496.75", "inth":"2533.00", "intl":"2495.00", "intc":"2509.75", "ssboe":"1663718400", "intv":"4249172.00" }", "{ "time":"15-SEP-2022", "into":"2583.00", "inth":"2603.55", "intl":"2556.75", "intc":"2562.70", "ssboe":"1663200000", "intv":"4783723.00" }", "{ "time":"28-JUN-2021", "into":"2122.00", "inth":"2126.50", "intl":"2081.00", "intc":"2086.00", "ssboe":"1624838400", "intv":"9357852.00" }" ]

get_option_chain(exchange, tradingsymbol, strikeprice, count):

gets the contracts of related strikes

Python Parameters Type Optional Description
exchange string False Exchange (UI need to check if exchange in NFO / CDS / MCX / or any other exchange which has options, if not don't allow)
tradingsymbol string False Trading symbol of any of the option or future. Option chain for that underlying will be returned. (use url encoding to avoid special char error for symbols like M&M)
strikeprice float False Mid price for option chain selection
count int True Number of strike to return on one side of the mid price for PUT and CALL. (example cnt is 4, total 16 contracts will be returned, if cnt is is 5 total 20 contract will be returned)

the response is as follows,

Param Type Optional Description
stat string True ok or Not_ok
values string True properties of the scrip
emsg string False Error Message
Param Type Optional Description
exch string False Exchange
tsym string False Trading Symbol of Contract
token string False Contract token
optt string False Option type
strprc string False Strike Price
pp string False Price Precision
ti string False Tick Size
ls string False Lot Size

start_websocket()

starts the websocket, WebSocket feed has 2 types of ticks( t=touchline d=depth)and 2 stages (k=acknowledgement, f=further change in tick).

Param Type Optional Description
subscribe_callback function False callback for market updates
order_update_callback function False callback for order updates
socket_open_callback function False callback when socket is open (reconnection also)
socket_close_callback function False callback when socket is closed

subscribe_orders()

get order and trade update callbacks

Subscription Acknowledgement:

Json Fields Possible value Description
t ok ‘ok’ represents order update subscription acknowledgement

Order Update subscription Updates :

Json Fields Possible value Description
t om ‘om’ represents touchline feed
norenordno Noren Order Number
uid User Id
actid Account ID
exch Exchange
tsym Trading symbol
qty Order quantity
prc Order Price
prd Product
status Order status (New, Replaced, Complete, Rejected etc)
reporttype Order event for which this message is sent out. (Fill, Rejected, Canceled)
trantype Order transaction type, buy or sell
prctyp Order price type (LMT, MKT, SL-LMT, SL-MKT)
ret Order retention type (DAY, EOS, IOC,...)
fillshares Total Filled shares for this order
avgprc Average fill price
fltm Fill Time(present only when reporttype is Fill)
flid Fill ID (present only when reporttype is Fill)
flqty Fill Qty(present only when reporttype is Fill)
flprc Fill Price(present only when reporttype is Fill)
rejreason Order rejection reason, if rejected
exchordid Exchange Order ID
cancelqty Canceled quantity, in case of canceled order
remarks User added tag, while placing order
dscqty Disclosed quantity
trgprc Trigger price for SL orders
snonum This will be present for child orders in case of cover and bracket orders, if present needs to be sent during exit
snoordt This will be present for child orders in case of cover and bracket orders, it will indicate whether the order is profit or stoploss
blprc This will be present for cover and bracket parent order. This is the differential stop loss trigger price to be entered.
bpprc This will be present for bracket parent order. This is the differential profit price to be entered.
trailprc This will be present for cover and bracket parent order. This is required if trailing ticks is to be enabled.
exch_tm This will have the exchange update time

subscribe([instruments])

send a list of instruments to watch

t='tk' is sent once on subscription for each instrument. this will have all the fields with the most recent value thereon t='tf' is sent for fields that have changed.

For example
quote event: 03-12-2021 11:54:44{'t': 'tk', 'e': 'NSE', 'tk': '11630', 'ts': 'NTPC-EQ', 'pp': '2', 'ls': '1', 'ti': '0.05', 'lp': '118.55', 'h': '118.65', 'l': '118.10', 'ap': '118.39', 'v': '162220', 'bp1': '118.45', 'sp1': '118.50', 'bq1': '26', 'sq1': '6325'}
quote event: 03-12-2021 11:54:45{'t': 'tf', 'e': 'NSE', 'tk': '11630', 'lp': '118.45', 'ap': '118.40', 'v': '166637', 'sp1': '118.55', 'bq1': '3135', 'sq1': '30'}
quote event: 03-12-2021 11:54:46{'t': 'tf', 'e': 'NSE', 'tk': '11630', 'lp': '118.60'}

in the example above we see first message t='tk' with all the values, 2nd message has lasttradeprice avg price and few other fields with value changed.. note bp1 isnt sent as its still 118.45 in the next tick ( 3rd message) only last price is changed to 118.6

This method can be used to subscribe indices as well such as Nifty-50 [NSE|26000], BankNifty[NSE|26009]

Param Type Optional Description
instruments list False list of instruments [NSE|22,CDS|1]

Subscription Acknowledgement:

Number of Acknowledgements for a single subscription will be the same as the number of scrips mentioned in the key (k) field.

Json Fields Possible value Description
t tk ‘tk’ represents touchline acknowledgement
e NSE, BSE, NFO .. Exchange name
tk 22 Scrip Token
pp 2 for NSE, BSE & 4 for CDS USDINR Price precision
ts Trading Symbol
ti Tick size
ls Lot size
lp LTP
pc Percentage change
v volume
o Open price
h High price
l Low price
c Close price
ap Average trade price
oi Open interest
poi Previous day closing Open Interest
toi Total open interest for underlying
bq1 Best Buy Quantity 1
bp1 Best Buy Price 1
sq1 Best Sell Quantity 1
sp1 Best Sell Price 1

TouchLine subscription Updates : Accept for t, e, and tk other fields may / may not be present.

Json Fields Possible value Description
t tf ‘tf’ represents touchline acknowledgement
e NSE, BSE, NFO .. Exchange name
tk 22 Scrip Token
lp LTP
pc Percentage change
v volume
o Open price
h High price
l Low price
c Close price
ap Average trade price
oi Open interest
poi Previous day closing Open Interest
toi Total open interest for underlying
bq1 Best Buy Quantity 1
bp1 Best Buy Price 1
sq1 Best Sell Quantity 1
sp1 Best Sell Price 1

unsubscribe()

send a list of instruments to stop watch

Alert Type:

Alert Criteria Condition Alert type Transformation and data validations
LTP > LTP_A depending on scrip 'pp' from search results allow 2/4 precision
LTP < LTP_B depending on scrip 'pp' from search results allow 2/4 precision
Change % > CH_PER_A Upto 2 decimals allowed
Change % < CH_PER_B Upto 2 decimals allowed
Average Trade price of day > ATP_A depending on scrip 'pp' from search results allow 2/4 precision
Average Trade price of day < ATP_B depending on scrip 'pp' from search results allow 2/4 precision
LTP vs 52week high > LTP_A_52HIGH No input data
LTP vs 52week high < LTP_B_52LOW No input data
Volume > VOLUME_A Non decimal number
Open Interest > OI_A Non decimal number, allow only for derivative contracts
Open Interest < OI_B Non decimal number, allow only for derivative contracts
Total Open Interest > TOI_A Non decimal number, this will work only for NSE symbols which are FO listed.
Total Open Interest < TOI_B Non decimal number, this will work only for NSE symbols which are FO listed.
LTP Both > and < LMT_BOS_O depending on scrip 'pp' from search results allow 2/4 precision

Note: All alert types with _O appended will work for GTT order types. Example: to set GTT order when LTP goes above 1,000, set alert type as LTP_A_O

Report Type:

Possible Values
NewAck
ModAck
CanAck
PendingNew
PendingReplace
PendingCancel
New
Replaced
Canceled
Fill
Rejected
ReplaceRejected
CancelRejected
INVALID_REPORT_TYPE

Status Type:

Possible Values
PENDING
CANCELED
OPEN
REJECTED
COMPLETE
TRIGGER_PENDING
INVALID_STATUS_TYPE

Internal Status Type:

Possible Values
COMPLETE
REJECTED
CANCELED
MODIFY PENDING
CANCEL PENDING
ORDER PENDING
OPEN
ORDER ACK
MODIFY ACK
CANCEL ACK
TRIGGER_PENDING
AMO OPEN
AMO MODIFIED
AMO CANCELED

Order Type:

Possible Values Description
LMT Limit order
MKT Market order
SL-LMT Stop-Limit Order
SL-MKT Stop-Limit Market order

Product Type:

Possible Values Description
C CNC / Delivery
M CF/ Carry Forward
I IntraDay / MIS
H CO / Cover Order
B BO / Bracket Order

Example - Getting Started

Login Instructions

Login via TOTP (Time-based One-Time Password)

  1. User Login

    • Navigate to the website and log in with your credentials.

  2. Access API Key

    • Click on the API Button located in the top right corner.
    • Select API Key, then click on Generate.

  3. Generate TOTP

    • Copy the Secret Key provided.
    • Use this key to generate a TOTP using either:
      • Google/Microsoft Authenticator app.
      • Python script:

Login via OTP (One-Time Password)

  1. Generate OTP

  2. Use OTP for Login

    • Use the generated OTP as factor2 in the login process.
    • Refer to the Login script for implementation details.

Switching Between UAT and Live Servers

This package supports both UAT and Live environments. By default, the configuration is set to connect to the UAT server. You can switch between UAT and the live production environment by modifying the api_helper.py file.

UAT Environment (Default Configuration)

The default configuration connects to the UAT server for testing:

class NorenApiPy(NorenApi):
    def __init__(self, *args, **kwargs):
        super(StarApiPy, self).__init__(
            host='https://UAT_server.com/NorenWClientTP', 
            websocket='wss://UAT_server.com/NorenWS/'
        )
        global api
        api = self

Switching to the Live Server

To connect to the live production environment, you need to change the URLs to the live server's endpoints.

Live Server Configuration

class NorenApiPy(NorenApi):
    def __init__(self, *args, **kwargs):
        super(StarApiPy, self).__init__(
            host='https://Live_server.com/NorenWClientTP', 
            websocket='wss://Live_server.com/NorenWS/'
        )
        global api
        api = self

Steps to Modify the Configuration

  1. Open the api_helper.py file: Navigate to the api_helper.py file in your project directory.

  2. Modify the host and websocket URLs:

    • Update the host and websocket URLs to reflect the desired environment.
    • To use the UAT environment, ensure the URLs are set to the UAT endpoints:
    • To switch to the Live environment, update the URLs to the live server's endpoints:

  3. Save the changes: After making the necessary changes, save the api_helper.py file.

  4. The application will now connect to the updated environment: Once saved, the application will connect to either the UAT or Live server based on your updated configuration.

Thereon provide your credentials and login as follows.

from api_helper import NorenApiPy
import logging

#enable dbug to see request and responses
logging.basicConfig(level=logging.DEBUG)

#start of our program
api = NorenApiPy()

#credentials
user        = '< user id>'
u_pwd       = '< password >'
factor2     = 'second factor'
vc          = 'vendor code'
app_key     = 'secret key'
imei        = 'uniq identifier'


ret = api.login(userid=user, password=pwd, twoFA=factor2, vendor_code=vc, api_secret=app_key, imei=imei)
print(ret)

Example Symbol/Contract : Example_market.py

This Example shows API usage for finding scrips and its properties

Search Scrips

The call can be made to get the exchange provided token for a scrip or alternately can search for a partial string to get a list of matching scrips Trading Symbol:

SymbolName + ExpDate + 'F' for all data having InstrumentName starting with FUT

SymbolName + ExpDate + 'P' + StrikePrice for all data having InstrumentName starting with OPT and with OptionType PE

SymbolName + ExpDate + 'C' + StrikePrice for all data having InstrumentName starting with OPT and with OptionType C

For MCX, F to be ignored for FUT instruments

api.searchscrip(exchange='NSE', searchtext='REL')

This will reply as following

{
    "stat": "Ok",
    "values": [
        {
            "exch": "NSE",
            "token": "18069",
            "tsym": "REL100NAV-EQ"
        },
        {
            "exch": "NSE",
            "token": "24225",
            "tsym": "RELAXO-EQ"
        },
        {
            "exch": "NSE",
            "token": "4327",
            "tsym": "RELAXOFOOT-EQ"
        },
        {
            "exch": "NSE",
            "token": "18068",
            "tsym": "RELBANKNAV-EQ"
        },
        {
            "exch": "NSE",
            "token": "2882",
            "tsym": "RELCAPITAL-EQ"
        },
        {
            "exch": "NSE",
            "token": "18070",
            "tsym": "RELCONSNAV-EQ"
        },
        {
            "exch": "NSE",
            "token": "18071",
            "tsym": "RELDIVNAV-EQ"
        },
        {
            "exch": "NSE",
            "token": "18072",
            "tsym": "RELGOLDNAV-EQ"
        },
        {
            "exch": "NSE",
            "token": "2885",
            "tsym": "RELIANCE-EQ"
        },
        {
            "exch": "NSE",
            "token": "15068",
            "tsym": "RELIGARE-EQ"
        },
        {
            "exch": "NSE",
            "token": "553",
            "tsym": "RELINFRA-EQ"
        },
        {
            "exch": "NSE",
            "token": "18074",
            "tsym": "RELNV20NAV-EQ"
        }
    ]
}

Security Info

This call is done to get the properties of the scrip such as freeze qty and margins

api.get_security_info(exchange='NSE', token='22')

The response for the same would be

{
   "request_time": "17:43:38 31-10-2020",
   "stat": "Ok",
   "exch": "NSE",
   "tsym": "ACC-EQ",
   "cname": "ACC LIMITED",
   "symname": "ACC",
   "seg": "EQT",
   "instname": "EQ",
   "isin": "INE012A01025",
   "pp": "2",
   "ls": "1",
   "ti": "0.05",
   "mult": "1",
   "prcftr_d": "(1 / 1 ) * (1 / 1)",
   "trdunt": "ACC.BO",
   "delunt": "ACC",
   "token": "22",
   "varmrg": "40.00"
}

Subscribe to a live feed

Subscribe to a single token as follows

api.subscribe('NSE|13')

Subscribe to a list of tokens as follows

api.subscribe(['NSE|22', 'BSE|522032'])

First we need to connect to the WebSocket and then subscribe as follows

feed_opened = False

def event_handler_feed_update(tick_data):
    print(f"feed update {tick_data}")

def open_callback():
    global feed_opened
    feed_opened = True


api.start_websocket( order_update_callback=event_handler_order_update,
                     subscribe_callback=event_handler_feed_update, 
                     socket_open_callback=open_callback)

while(feed_opened==False):
    pass

# subscribe to a single token 
api.subscribe('NSE|13')

#subscribe to multiple tokens
api.subscribe(['NSE|22', 'BSE|522032'])

Example - Orders and Trades : example_orders.py

Place Order

Place a Limit order as follows

    api.place_order(buy_or_sell='B', product_type='C',
                        exchange='NSE', tradingsymbol='INFY-EQ', 
                        quantity=1, discloseqty=0,price_type='LMT', price=1500, trigger_price=None,
                        retention='DAY', remarks='my_order_001')

Place a Market Order as follows

    api.place_order(buy_or_sell='B', product_type='C',
                        exchange='NSE', tradingsymbol='INFY-EQ', 
                        quantity=1, discloseqty=0,price_type='MKT', price=0, trigger_price=None,
                        retention='DAY', remarks='my_order_001')

Place a StopLoss Order as follows

    api.place_order(buy_or_sell='B', product_type='C',
                        exchange='NSE', tradingsymbol='INFY-EQ', 
                        quantity=1, discloseqty=0,price_type='SL-LMT', price=1500, trigger_price=1450,
                        retention='DAY', remarks='my_order_001')

Place a Cover Order as follows

    api.place_order(buy_or_sell='B', product_type='H',
                        exchange='NSE', tradingsymbol='INFY-EQ', 
                        quantity=1, discloseqty=0,price_type='LMT', price=1500, trigger_price=None,
                        retention='DAY', remarks='my_order_001', bookloss_price = 1490)

Place a Bracket Order as follows

    api.place_order(buy_or_sell='B', product_type='B',
                        exchange='NSE', tradingsymbol='INFY-EQ', 
                        quantity=1, discloseqty=0,price_type='LMT', price=1500, trigger_price=None,
                        retention='DAY', remarks='my_order_001', bookloss_price = 1490, bookprofit_price = 1510)

Modify Order

Modify a New Order by providing the OrderNumber

    api.modify_order(exchange='NSE', tradingsymbol='INFY-EQ', orderno=orderno,
                                   newquantity=2, newprice_type='LMT', newprice=1505)

Cancel Order

Cancel a New Order by providing the Order Number

    api.cancel_order(orderno=orderno)

Subscribe to Order Updates

Connecting to the Websocket will automatically subscribe and provide the order updates in the call back as follows Note: Feed and Order updates are received from the same websocket and needs to be connected once only.

feed_opened = False

def event_handler_order_update(order):
    print(f"order feed {order}")

def open_callback():
    global feed_opened
    feed_opened = True


api.start_websocket( order_update_callback=event_handler_order_update,
                     subscribe_callback=event_handler_feed_update, 
                     socket_open_callback=open_callback)

while(feed_opened==False):
    pass

Author

Kumar Anand

License

Copyright (C) 2021 Kambala Solutions Pvt Ltd- All Rights Reserved Copying of this file, via any medium is strictly prohibited. Proprietary and confidential. All file transfers are logged.

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