Package: ws-gfdl
Global Datafeeds Python Library DescriptionReference document for implementing python library of WebSocket API by Global DatafeedsWebSocket API by Global Datafeeds is Versatile, most Modern, simple yet powerful API. This API will provide on demand real time and historical data in JSON format from server. It is Suitable for Web, Mobile as well as Desktop Applications. Below are the list of function and their respective details available in WebSocket API. For more detail Documentation & Support refer to the page byGlobal Datafeedshere.This python library is developed to save time and efforts of clients while working on implementation of WebSocket API of Global Datafeeds. List of functions (Data Requests) available is given below.List of Functions:SubscribeRealtimeSubscribeSnapshotGetLastQuoteGetLastQuoteShortGetLastQuoteShortWithCloseGetLastQuoteArrayGetLastQuoteArrayShortGetLastQuoteArrayShortWithCloseGetSnapshotGetHistoryGetHistoryAfterMarketGetExchangesGetInstrumentsOnSearchGetInstrumentsGetInstrumentTypesGetProductsGetExpiryDatesGetOptionTypesGetStrikePricesGetServerInfoGetLimitationGetMarketMessagesGetExchangeMessagesGetLastQuoteOptionChainGetExchangeSnapshotSubscribeRealtimeGreeksGetLastQuoteOptionGreeksGetLastQuoteArrayOptionGreeksGetLastQuoteOptionGreeksChainParametersGetting StartedInstalling a LibraryClient need to install this library to install the library by issuing the command from python consolepython3 -m pip install gfdlwsor on windows command promptpip install gfdlwsHow to Connect using WebSocket APIOnce installation is completed client can connect to API server by the code sample given below:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)Here in above code sample:Endpoint : endpoint is URL like 'ws://endpoint:port'. End point URL and Port number will be provided by Global Datafeeds.API Key : This is the key which will be authenticated and once key was authenticated, client can request data by using function given in the above list.ResponseIf key is authenticated server will send below response in JOSN format{"Complete":true,"Message":"Welcome!","MessageType":"AuthenticateResult"}"Realtime data requestsClient can get real-time data through API. This data will be of two types:Client can subscribe Realtime data and get the data for every second.Client can subscribe Realtime snapshots data, returns data snapshot as per Periodicity & Period values.SubscribeRealtimeIn this client will receive the data with 1 second frequency. This data will start once request is sent and will continue till market is open. Below is the sample code to get this data:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.realtime.get(con,<Exchange>,<InstrumentIdentifier>, <Unsubscribe Optional [true]/[false][default=false]>)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.realtime.get(con,'NSE','SBIN','false')Client will get data for 'SBIN' in response for each second. Sample response is given below. This response will be in JSON format.Response{"Exchange":"NSE","InstrumentIdentifier":"SBIN","LastTradeTime":1658127120,"ServerTime":1658127121,"AverageTradedPrice":484.46,"BuyPrice":487.15,"BuyQty":167,"Close":479.1,"High":487.45,"Low":482.1,"LastTradePrice":487.2,"LastTradeQty":111,"Open":484.55,"OpenInterest":0,"QuotationLot":1.0,"SellPrice":487.2,"SellQty":200,"TotalQtyTraded":4141512,"Value":2006396903.52,"PreOpen":false,"PriceChange":8.1,"PriceChangePercentage":1.69,"OpenInterestChange":0,"MessageType":"RealtimeResult"}SubscribeSnapshot:In this client will receive real-time Snapshots data, this function returns snapshot data as per Periodicity & Period values provided. This snapshot data will start once request is sent and will continue till market is open. Below is the sample code to get snapshot data:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.realsnapshot.get(con,<Exchange>,<InstrumentIdentifier>,<Periodicity>,<Period>,<Unsubscribe Optional[true]/[false][default=false]>)Exampleimport gfdlws as gw
import sys
con = gw.ws.connect(<EndPoint>, <API Key>)
gw.realsnapshot.get(con,'MCX','CRUDEOIL-I','MINUTE','1','false')Client will get data for 'CRUDEOIL' current contact in response for each minute when minute id finished. 'CRUDEOIL-I' is InstrumentIdentifier (Symbol) to understand more about the 'Symbol Naming Conventions' checkhere.Sample response is given below. This response will be in JSON format.Response{"Exchange":"MCX","InstrumentIdentifier":"CRUDEOIL-I","Periodicity":"MINUTE","Period":1,"LastTradeTime":1658139420,"TradedQty":46,"OpenInterest":1494,"Open":7935.0,"High":7939.0,"Low":7935.0,"Close":7939.0,"MessageType":"RealtimeSnapshotResult"}GetLastQuote:In this client will receive record of last (latest one) 'LastTradePrice' of single symbol with more details like Open, High, Low Close and many more fields. This function will return single latest record of the requested symbol. Below is the sample code to get last quote data:Syntax:import gfdlws as gw
import sys  

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.lastquote.get(con,<Exchange>,<InstrumentIdentifier>,<isShortIdentifier Optional [true]/[false][default=false]>)Exampleimport gfdlws as gw
import sys  

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.lastquote.get(con,'NFO','NIFTY-I','false')Client will get latest data for 'NIFTY' current contact in response. 'NIFTY-I' is InstrumentIdentifier (Symbol) to understand more about the 'Symbol Naming Conventions' checkhere.Sample response is given below. This response will be in JSON format.Response{"Exchange":"NFO","InstrumentIdentifier":"NIFTY-I","LastTradeTime":1658138400,"ServerTime":1658138400,"AverageTradedPrice":16234.07,"BuyPrice":16310.0,"BuyQty":4900,"Close":16068.3,"High":16520.0,"Low":16170.45,"LastTradePrice":16312.95,"LastTradeQty":800,"Open":16199.0,"OpenInterest":11179850,"QuotationLot":50.0,"SellPrice":16312.95,"SellQty":300,"TotalQtyTraded":8102000,"Value":131528435140.0,"PreOpen":false,"PriceChange":244.65,"PriceChangePercentage":1.52,"OpenInterestChange":-767300,"MessageType":"LastQuoteResult"}GetLastQuoteShort:In this client will receive record of last (latest one) 'LastTradePrice' of single symbol in short with limited fields/values. This function will return single latest record of the requested symbol. Below is the sample code to get last quote data:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.lastquoteshort.get(con,<Exchange>,<InstrumentIdentifier >,<isShortIdentifier Optional [true]/[false][default=false]>)Example:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.lastquoteshort.get(con,'NFO','NIFTY-I','false')Client will get latest data for 'NIFTY' current contact in response. 'NIFTY-I' is instrumentIdentifier (Symbol) to understand more about the 'Symbol Naming Conventions' checkhere.Sample reponse is given below. This response will be in JSON format.Response{"Exchange":"NFO","InstrumentIdentifier":"NIFTY-I","LastTradeTime":1658138400,"BuyPrice":16310.0,"LastTradePrice":16312.95,"SellPrice":16312.95,"MessageType":"LastQuoteShortResult"}GetLastQuoteShortWithClose:In this client will receive record of last (latest one) 'LastTradePrice' of single symbol in short with Close of Previous Day. This function will return single latest record of the requested symbol. Below is the sample code to get last quote data:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.lastquoteshortclose.get(con,<Exchange>,<InstrumentIdentifier>,<isShortIdentifier Optional [true]/[false][default=false]>)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.lastquoteshortclose.get(con,'NFO','NIFTY-I','false')Client will get latest data for 'NIFTY' current contact in response. 'NIFTY-I' is instrumentIdentifier (Symbol) to understand more about the 'Symbol Naming Conventions' checkhere.Sample reponse is given below. This response will be in JSON format.Response{"Exchange":"NFO","InstrumentIdentifier":"NIFTY-I","LastTradeTime":1658138400,"BuyPrice":16310.0,"Close":16068.3,"LastTradePrice":16312.95,"SellPrice":16312.95,"MessageType":"LastQuoteShortWithCloseResult"}GetLastQuoteArray:In this client will receive record of last (latest one) 'LastTradePrice' of multiple symbols with more details like Open, High, Low Close and many more fields. In this single call client can request maximum 25 number of symbols. This function will return array of latest record single for each requested symbol. Below is the sample code to get last quote data:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.lastquotearray.get(con,<Exchange>,<InstrumentIdentifiers>,<isShortIdentifiers Optional [true]/[false][default=false]>)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.lastquotearray.get(con,'NFO','[{"Value":"NIFTY-I"}, {"Value":"BANKNIFTY-I"}]','false')Client will get array of latest data for 'NIFTY and BANKNIFTY' current contact in response. 'NIFTY-I AND BANKNIFTY-I' is instrumentIdentifier (Symbol) to understand more about the 'Symbol Naming Conventions' checkhere.Sample reponse is given below. This response will be in JSON format.Response{"Exchange":"NFO","InstrumentIdentifier":"NIFTY-I","LastTradeTime":1658138400,"ServerTime":1658138400,"AverageTradedPrice":16234.07,"BuyPrice":16310.0,"BuyQty":4900,"Close":16068.3,"High":16520.0,"Low":16170.45,"LastTradePrice":16312.95,"LastTradeQty":800,"Open":16199.0,"OpenInterest":11179850,"QuotationLot":50.0,"SellPrice":16312.95,"SellQty":300,"TotalQtyTraded":8102000,"Value":131528435140.0,"PreOpen":false,"PriceChange":244.65,"PriceChangePercentage":1.52,"OpenInterestChange":-767300,"MessageType":"LastQuoteResult"},
{"Exchange":"NFO","InstrumentIdentifier":"BANKNIFTY-I","LastTradeTime":1658138401,"ServerTime":1658138401,"AverageTradedPrice":35164.12,"BuyPrice":35424.25,"BuyQty":25,"Close":34782.3,"High":35690.0,"Low":34887.1,"LastTradePrice":35435.0,"LastTradeQty":125,"Open":35690.0,"OpenInterest":2348500,"QuotationLot":25.0,"SellPrice":35435.0,"SellQty":550,"TotalQtyTraded":3293900,"Value":115827094868.0,"PreOpen":false,"PriceChange":652.7,"PriceChangePercentage":1.88,"OpenInterestChange":253425,"MessageType":"LastQuoteResult"}],"MessageType":"LastQuoteArrayResult"}GetLastQuoteArrayShort:In this client will receive array of records of lastest 'LastTradePrice' of multiple symbols in short with limited fields/values. In this single call client can request maximum 25 number of symbols. This function will return array of latest record single for each requested symbol. Below is the sample code to get last quote data:Syntax:import gfdlws as gw
import sys
con = gw.ws.connect(<EndPoint>, <API Key>)
gw.lastquotearrayshort.get(con,<Exchange>,<InstrumentIdentifiers>,<isShortIdentifier Optional [true]/[false][default=false]>)Exampleimport gfdlws as gw
import sys
con = gw.ws.connect(<EndPoint>, <API Key>)
gw.lastquotearrayshort.get(con,'NFO','[{"Value":"NIFTY-I"}, {"Value":"BANKNIFTY-I"}]','false')Client will get array of latest data for 'NIFTY and BANKNIFTY' current contact in response. 'NIFTY-I AND BANKNIFTY-I' is instrumentIdentifier (Symbol) to understand more about the 'Symbol Naming Conventions' checkhere.Sample reponse is given below. This response will be in JSON format.Response{"Exchange":"NFO","InstrumentIdentifier":"NIFTY-I","LastTradeTime":1658138400,"BuyPrice":16310.0,"LastTradePrice":16312.95,"SellPrice":16312.95,"MessageType":"LastQuoteShortResult"},{"Exchange":"NFO","InstrumentIdentifier":"BANKNIFTY-I","LastTradeTime":1658138401,"BuyPrice":35424.25,"LastTradePrice":35435.0,"SellPrice":35435.0,"MessageType":"LastQuoteShortResult"}],"MessageType":"LastQuoteArrayShortResult"}GetLastQuoteArrayShortWithClose:In this client will receive array of records of lastest 'LastTradePrice' of multiple symbols in short with limited fields/values with Close of Previous Day. In this single call client can request maximum 25 number of symbols. This function will return array of latest record single for each requested symbol. Below is the sample code to get last quote data:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.lastquotearrayshortclose.get(con,<Exchange>,<InstrumentIdentifiers>,<isShortIdentifier Optional [true]/[false][default=false]>)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.lastquotearrayshortclose.get(con,'NFO','[{"Value":"NIFTY-I"}, {"Value":"BANKNIFTY-I"}]','false')Client will get array of latest data for 'NIFTY and BANKNIFTY' current contact in response. 'NIFTY-I AND BANKNIFTY-I' is instrumentIdentifier (Symbol) to understand more about the 'Symbol Naming Conventions' checkhere.Sample response is given below. This response will be in JSON format.Response{"Exchange":"NFO","InstrumentIdentifier":"NIFTY-I","LastTradeTime":1658138400,"BuyPrice":16310.0,"Close":16068.3,"LastTradePrice":16312.95,"SellPrice":16312.95,"MessageType":"LastQuoteShortWithCloseResult"},
{"Exchange":"NFO","InstrumentIdentifier":"BANKNIFTY-I"," LastTradeTime":1658138401,"BuyPrice":35424.25,"Close":34782.3,"LastTradePrice":35435.0,"SellPrice":35435.0,"MessageType":"LastQuoteShortWithCloseResult"}],"MessageType":"LastQuoteArrayShortWithCloseResult"}GetSnapshot:In this client will receive snapshots data. This function returns latest snapshot data as per Periodicity & Period values provided. In this single call client can request maximum 25 number of symbols. This function will return array of latest single record for each requested symbol. Below is the sample code to get snapshot data:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.snapshot.get(con,<Exchange>,<InstrumentIdentifiers>,<Periodicity>,<Period>,<isShortIdentifier Optional [true]/[false][default=false]>)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.snapshot.get(con,'NFO','[{"Value":"BANKNIFTY-I"},{"Value":"NIFTY-I"}]','MINUTE','1','false')Client will get array of latest data for 'NIFTY and BANKNIFTY' current contact in response. 'NIFTY-I AND BANKNIFTY-I' is instrumentIdentifier (Symbol) to understand more about the 'Symbol Naming Conventions' checkhere.Sample reponse is given below. This response will be in JSON format.Response{"InstrumentIdentifier":"FUTIDX_BANKNIFTY_28JUL2022_XX_0","Exchange":"NFO","LastTradeTime":1658204580,"TradedQty":31200,"OpenInterest":2306425,"Open":35436.5,"High":35443.0,"Low":35420.15,"Close":35434.0,"TokenNumber":null},
{"InstrumentIdentifier":"FUTIDX_NIFTY_28JUL2022_XX_0","Exchange":"NFO","LastTradeTime":1658204580,"TradedQty":25550,"OpenInterest":11313250,"Open":16288.45,"High":16291.75,"Low":16286.5,"Close":16287.4,"TokenNumber":null}],"MessageType":"SnapshotResult"}Historical data requestsGetHistory:This will returns historical data as per the periodicity and Period provided in request. Returned dat will be Tick, Minute candle or EOD. Client will get 2 types of response depend on the requestGetbyperiod: This request will return the data between the provided period. Client need to provide From time and To time in this call. Below is the sample code to get snapshot data:Syntax:import gfdlws as gw
 import sys

 con = gw.ws.connect(<EndPoint>, <API Key>)
 gw.history.getbyperiod(con,<Exchange>,<InstrumentIdentifier>,<Periodicity>, <Period>,<From>,<To>,<UserTag>,<isShortIdentifier Optional [true]/[false][default=false]>)Exampleimport gfdlws as gw
 import sys

 con = gw.ws.connect(<EndPoint>, <API Key>)
 gw.history.getbyperiod(con,'NFO','NIFTY-I','MINUTE','1','1658115000','1658138400','dhananjay','false')Here in this request From and To is a numerical value of UNIX Timestamp like ‘1658138400’ (18-07-2022 15:30:00). This value is expressed as no. of seconds since Epoch time (i.e. 1st January 1970). Also known as Unix Time. Please VisitEpoch Converterto get formulae to convert human readable time to Epoch and vice versa.As a response to above call client will get all the 1 minute candle records between provided period.- Getcaldle: This request will return the data in number of latest candles. Client need to provide number of candles in this call. Below is the sample code to get snapshot data:**Syntax:**```
	import gfdlws as gw
	import syscon = gw.ws.connect(<EndPoint>, <API Key>)
gw.history.getbyperiod(con,<Exchange>,<InstrumentIdentifier>,<Periodicity>, <Period>,<Max>,<UserTag>,<isShortIdentifier Optional [true]/[false][default=false]>)
```
<br>**Example**
```
import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.history.getcaldle(con,'NFO','NIFTY-I','MINUTE','1','10','dhananjay','false')
```

Here in this request From and To is a numerical value of UNIX Timestamp like ‘1658138400’ (18-07-2022 15:30:00). This value is expressed as no. of seconds since Epoch time (i.e. 1st January 1970). Also known as Unix Time. Please Visit [Epoch Converter](https://www.epochconverter.com/) to get formulae to convert human readable time to Epoch and vice versa.
As a response to above call, client will get all 10 number of 1 minute candle records.Sample response for both the calls is given below. This response will be in JSON format.ResponseOHLC Format:{"LastTradeTime":1658138400,"QuotationLot":50,"TradedQty":800,"OpenInterest":11179850,"Open":16312.95,"High":16312.95,"Low":16312.95,"Close":16312.95},
{"LastTradeTime":1658138340,"QuotationLot":50,"TradedQty":89800,"OpenInterest":11179850,"Open":16305.0,"High":16312.0,"Low":16304.45,"Close":16310.0}TICK Format:[{"LastTradeTime":1594186301,"LastTradePrice":10775.0,"QuotationLot":75,"TradedQty":225,"OpenInterest":12176625,"BuyPrice":10774.3,"BuyQty":75,"SellPrice":10775.0,"SellQty":3150},
{"LastTradeTime":1594186300,"LastTradePrice":10774.0,"QuotationLot":75,"TradedQty":0,"OpenInterest":12176625,"BuyPrice":10774.3,"BuyQty":75,"SellPrice":10775.0,"SellQty":3375}*GetHistoryAfterMarket:This function returns historical data in the form of Tick, Minute or EOD as per request till previous working day. This function is useful for the users / service providers who want to provide services like back-testing as they do not need live / current day’s data. This should also save their API costs. To receive current day’s historical data via this function, you will need to send request after market is closed. Requests for this function are same asHistory.GetExchanges:Client will get the list of available exchanges configured for API Key. Below is the sample code to get snapshot data:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.exchanges.get(con))Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.exchanges.get(con))Sample reponse is given below. This response will be in JSON format.Response{"Value":"CDS"},{"Value":"MCX"},{"Value":"NFO"},{"Value":"NSE"},{"Value":"NSE_IDX"}],"MessageType":"ExchangesResult"}GetInstrumentsOnSearch:This function will returns array of max. 20 instruments by selected exchange and ‘search string’. Below is the sample code to get snapshot data:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.instonsearch.get(con,<Exchnage>,<Search>,<InstrumentType Optional>,<Product Optional>,<Expiry Optional>,<OptionType Optional>,<StrikePrice Optional>,<OnlyActive Optional>)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.instonsearch.get(con,'NFO','NIFTY')As a response to above call, client will get records with details for 20 instruments under provided exchange and 'Search string'.Sample response is given below. This response will be in JSON format.Response{"Identifier":"OPTIDX_NIFTY_21JUL2022_CE_12900","Name":"OPTIDX","Expiry":"21Jul2022","StrikePrice":12900.0,"Product":"NIFTY","PriceQuotationUnit":"","OptionType":"CE","ProductMonth":"21Jul2022","UnderlyingAsset":"","UnderlyingAssetExpiry":"","IndexName":"","TradeSymbol":"NIFTY21JUL2212900CE","QuotationLot":50.0,"Description":"","TokenNumber":"69695","LowPriceRange":2667.2,"HighPriceRange":4221.1},
{"Identifier":"OPTIDX_NIFTY_21JUL2022_PE_14350","Name":"OPTIDX","Expiry":"21Jul2022","StrikePrice":14350.0,"Product":"NIFTY","PriceQuotationUnit":"","OptionType":"PE","ProductMonth":"21Jul2022","UnderlyingAsset":"","UnderlyingAssetExpiry":"","IndexName":"","TradeSymbol":"NIFTY21JUL2214350PE","QuotationLot":50.0,"Description":"","TokenNumber":"53857","LowPriceRange":0.05,"HighPriceRange":3.6}*GetInstruments:This function will returns array of instruments by selected exchange. Below is the sample code to get snapshot data:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.instruments.get(con,<Exchnage>,<InstrumentType Optional>,<Product Optional>,<Expiry Optional>,<OptionType Optional>,<StrikePrice Optional>,<OnlyActive Optional>)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.instruments.get(con, 'NFO')As a response to above call, client will get records with details for all the instruments under provided exchange.Sample reponse is given below. This response will be in JSON format.Response{"Identifier":"OPTSTK_EXIDEIND_29SEP2022_PE_116","Name":"OPTSTK","Expiry":"29Sep2022","StrikePrice":116.0,"Product":"EXIDEIND","PriceQuotationUnit":"","OptionType":"PE","ProductMonth":"29Sep2022","UnderlyingAsset":"","UnderlyingAssetExpiry":"","IndexName":"","TradeSymbol":"EXIDEIND29SEP22116PE","QuotationLot":3600.0,"Description":"","TokenNumber":"100889","LowPriceRange":0.05,"HighPriceRange":3.25},
{"Identifier":"OPTSTK_EXIDEIND_29SEP2022_PE_115","Name":"OPTSTK","Expiry":"29Sep2022","StrikePrice":115.0,"Product":"EXIDEIND","PriceQuotationUnit":"","OptionType":"PE","ProductMonth":"29Sep2022","UnderlyingAsset":"","UnderlyingAssetExpiry":"","IndexName":"","TradeSymbol":"EXIDEIND29SEP22115PE","QuotationLot":3600.0,"Description":"","TokenNumber":"100887","LowPriceRange":0.05,"HighPriceRange":3.2},GetInstrumentTypes:This function will returns list of Instrument Types (e.g. FUTIDX, FUTSTK, etc.) under provided exchange. Below is the sample code to get instrument types:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.instrumenttypes.get(con, <Exchange>)Example:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.instrumenttypes.get(con, 'NFO')As a response to above call, client will get the instrument types under provided exchange.Sample response is given below. This response will be in JSON format.Response{"Value":"FUTIDX"},{"Value":"FUTSTK"},{"Value":"OPTIDX"},{"Value":"OPTSTK"}GetProducts:This function will returns list of Products (e.g. NIFTY, BANKNIFTY, GAIL etc.) under provided exchange. Below is the sample code to get instrument types:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)`
gw.products.get(con, <Exchange>,<InstrumentType Optional>)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)`
gw.products.get(con, 'NFO')As a response to above call, client will get the list of products under provided exchange.Sample response is given below. This response will be in JSON format.Response{"Value":"AARTIIND"},{"Value":"ABB"},{"Value":"ABBOTINDIA"},{"Value":"ABCAPITAL"},{"Value":"ABFRL"}GetExpiryDates:This function will returns array of Expiry Dates (e.g. 25JUN2020, 30JUL2020, etc.) as per the parameter provided. Below is the sample code to get expiry dates:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.expirydates.get(con, <Exchange>,<InstrumentType Optional>,<Product Optional>)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.expirydates.get(con, 'NFO')As a response to above call, client will get the list of expiry dates for provided exchange.Sample reponse is given below. This response will be in JSON format.Response*{"Value":"21JUL2022"},{"Value":"26JUL2022"},{"Value":"28JUL2022"},{"Value":"02AUG2022"}*GetOptionTypes:This function will returns list of Option Types (e.g. CE, PE, etc.) as per the parameter provided. Below is the sample code to get expiry dates:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.optiontypes.get(con, <Exchnage>,<InstrumentType Optional>,<Product Optional>,<Expiry Optional>)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.optiontypes.get(con, 'NFO')As a response to above call, client will get the list of option types for provided exchange.Sample response is given below. This response will be in JSON format.Response{"Value":"CE"},{"Value":"PE"}GetStrikePrices:This function will returns list of Strike Prices (e.g. 10000, 11000, 75.5, etc.) as per the provided parameter. Below is the sample code to get expiry dates:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.strikeprices.get(con, <Exchange>,<InstrumentType Optional>,<Product Optional>,<Expiry Optional>,<OptionType Optional>)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.strikeprices.get(con, 'NFO')As a response to above call, client will get the list of strike prices for provided exchange.Sample reponse is given below. This response will be in JSON format.Response{"Value":"3000"},{"Value":"3010"},{"Value":"3020"},{"Value":"3040"},{"Value":"3050"},{"Value":"3060"},{"Value":"3080"},{"Value":"3100"}GetServerInfo:This function will returns information about server where connection is made. Below is the sample code to get ServerInfo:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.serverinfo.get(con)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.serverinfo.get(con)As a response to above call, client will get the serverID where client is connected.Sample response is given below. This response will be in JSON format.Response{"ServerID":"444A-C7","MessageType":"ServerInfoResult"}GetLimitation:This function will returns user account information (e.g. which functions are allowed, Exchanges allowed, symbol limit, etc.) Below is the sample code to get limitation:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.limitation.get(con)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.limitation.get(con)As a response to above call, client will get the serverID where client is connected.Sample response is given below. This response will be in JSON format.Response{
"GeneralParams":{
"AllowedBandwidthPerHour":-1.0,
"AllowedCallsPerHour":-1,
"AllowedCallsPerMonth":-1,
"AllowedBandwidthPerMonth":-1.0,
"ExpirationDate":1485468000,
"Enabled":true
},<
"AllowedExchanges":[
{"AllowedInstruments":-1,"DataDelay":0,"ExchangeName":"CDS"},
{"AllowedInstruments":-1,"DataDelay":0,"ExchangeName":"MCX"},
{"AllowedInstruments":-1,"DataDelay":0,"ExchangeName":"NFO"},
{"AllowedInstruments":-1,"DataDelay":0,"ExchangeName":"NSE"},
("AllowedInstruments":-1,"DataDelay":0,"ExchangeName":"NSE_IDX"}
],
"AllowedFunctions":[
	{"FunctionName":"GetExchangeMessages","IsEnabled":false},
	{"FunctionName":"GetHistory","IsEnabled":true},
	{"FunctionName":"GetLastQuote","IsEnabled":false},
	{"FunctionName":"GetLastQuoteArray","IsEnabled":false},
	{"FunctionName":"GetLastQuoteArrayShort","IsEnabled":false},
	{"FunctionName":"GetLastQuoteShort","IsEnabled":false},
	{"FunctionName":"GetMarketMessages","IsEnabled":false},
	{"FunctionName":"GetSnapshot","IsEnabled":true},
	{"FunctionName":"SubscribeRealtime","IsEnabled":false}
	],
	"HistoryLimitation":{
	"TickEnabled":true,
	"DayEnabled":true,
	"WeekEnabled":false,
	"MonthEnabled":false,
	"MaxEOD":100000,
	"MaxIntraday":44,
	"Hour_1Enabled":false,
	"Hour_2Enabled":false,
	"Hour_3Enabled":false,
	"Hour_4Enabled":false,
	"Hour_6Enabled":false,
	"Hour_8Enabled":false,
	"Hour_12Enabled":false,
	"Minute_1Enabled":true,
	"Minute_2Enabled":false,
	"Minute_3Enabled":false,
	"Minute_4Enabled":false,
	"Minute_5Enabled":false,
	"Minute_6Enabled":false,
	"Minute_10Enabled":false,
	"Minute_12Enabled":false,
	"Minute_15Enabled":false,
	"Minute_20Enabled":false,
	"Minute_30Enabled":false,
	"MaxTicks":5
	},
	"MessageType":"LimitationResult",
	}GetMarketMessages:This function will returns array of last market messages related to selected exchange. Below is the sample code to get limitation:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.marketmessages.get(con,<Exchange>)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.marketmessages.get(con,'NFO')As a response to above call, client will get the market messages.Sample response is given below. This response will be in JSON format.Response{"Request":{"Exchange":"NFO","MessageType":"GetMarketMessages"},"Result":[{"ServerTime":1658288700,"SessionID":0,"MarketType":"Normal Market Open","Exchange":"NFO","MessageType":"MarketMessagesItemResult"}],"MessageType":"MarketMessagesResult"}GetExchangeMessages:This function will returns array of last exchange messages related to selected exchange. Below is the sample code to get limitation:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.marketmessages.get(con,<Exchnage>)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.marketmessages.get(con,'NFO')As a response to above call, client will get the market messages.Sample response is given below. This response will be in JSON format.Response{"ServerTime":1391822398,"Identifier":"Market","Message":"Members are requested to note that ...","MessageType":"ExchangeMessagesItemResult"},
{"ServerTime":1391822399,"Identifier":"Market","Message":"2013 shall be levied subsequently.","MessageType":"ExchangeMessagesItemResult"}GetLastQuoteOptionChain:This function will returns LastTradePrice of entire OptionChain of requested underlying. Below is the sample code to get Last Quote Option Chain:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.lastquoteoptionchain.get(con,<Exchange>,<Product Optional>,<Expiry Optional>,<OptionType Optional>,<StrikePrice Optional>)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.lastquoteoptionchain.get(con,'NFO','NIFTY')ResponseAs a response to above call, client will get LastTradePrice of entire OptionChain. Sample reponse in JSON format can be downloaded fromhere.GetExchangeSnapshot:This function will return entire Exchange Snapshot as per Period & Periodicity.Below is the sample code to get Last Quote Option Chain:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.exchangesnapshot.get(con,<Exchange>,<Periodicity>,<Period>,<InstrumentType Optional>,<From Optional>,<To Optional>,<nonTraded Optional>)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.exchangesnapshot.get(con,'NFO','MINUTE','1')ResponseAs a response to above call, client will get entire Exchange Snapshot as per Period & Periodicity. Sample response of 1 minute ExchangeSnapshot in JSON format can be downloaded fromhere.SubscribeRealtimeGreeks:This function will return Realtime Greek values of single Token, returns market data with 1 second frequency. This data will start once request is sent and will continue till market is open. Below is the sample code to get this data:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.realtimegreeks.get(con,<Exchange>,<Token>)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.realtimegreeks.get(con,'NFO','70222')Response{"Exchange":"NFO","Token":"70222","Timestamp":1660292501,"IV":0.11267127841711044,"Delta":0.2549774944782257,"Theta":-6.706413269042969,"Vega":7.45473575592041,"Gamma":0.0012275002663955092,"IVVwap":0.1129087582230568,"Vanna":2.9635884761810303,"Charm":-0.026660971343517303,"Speed":3.0227099614421604E-06,"Zomma":-0.006058624479919672,"Color":-5.450446406030096E-05,"Volga":4533.580078125,"Veta":132.6668243408203,"ThetaGammaRatio":-5463.4716796875,"ThetaVegaRatio":-0.8996178507804871,"DTR":-0.038019951432943344,"MessageType":"SubscribeRealtimeGreeks"}Token number can be get by usingGetInstrumentsorGetInstrumentsOnSearchrequest. How to use these funcation can be findhere.GetLastQuoteOptionGreeks:This function will return Last Traded Option Greek values of Single Symbol. Below is the sample code to get this data:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.lastquoteoptiongreeks.get(con,<Exchange>,<Token>)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.lastquoteoptiongreeks.get(con,'NFO','70222')Response{"Exchange":"NFO","Token":"70222","Timestamp":1660293046,"IV":0.11312421411275864,"Delta":0.2495148926973343,"Theta":-6.668005466461182,"Vega":7.353806018829346,"
Gamma":0.0012113795382902026,"IVVwap":0.11292107403278352,"Vanna":3.061586618423462,"Charm":-0.027760693803429604,"Speed":3.05659523291979E-06,"Zomma":-0.00570761
55208051205,"Color":-5.1753351726802066E-05,"Volga":4794.48974609375,"Veta":136.56570434570312,"ThetaGammaRatio":-5504.47265625,"ThetaVegaRatio":-0.9067420959472656,"DTR":-0.037419721484184265,"MessageType":"LastQuoteOptionGreeksResult"}Token number can be get by usingGetInstrumentsorGetInstrumentsOnSearchrequest. How to use these funcation can be findhere.GetLastQuoteArrayOptionGreeks:This function will returns Last Traded Option Greek values of multiple Symbols – max 25 in single call. Below is the sample code to get this data:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.lastquoteoptiongreeks.get(con,<Exchange>,<Token>)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.lastquoteoptiongreeks.get(con,'NFO','70222')Response[{"Exchange":"NFO","Token":"70222","Timestamp":1660293432,"IV":0.11281614750623704,"Delta":0.24168457090854645,"Theta":-6.5438151359558105,"Vega":7.2166
36657714844,"Gamma":0.0011960952542722223,"IVVwap":0.11291974782943726,"Vanna":3.2351670265197754,"Charm":-0.02933545969426632,"Speed":3.1457541354029672E-06,"Zom
ma":-0.005284379702061415,"Color":-4.791706669493577E-05,"Volga":5243.822265625,"Veta":142.34922790527344,"ThetaGammaRatio":-5470.9814453125,"ThetaVegaRatio":-0.906767964363098,"DTR":-0.036933280527591705,"MessageType":"LastQuoteOptionGreeksResult"},
{"Exchange":"NFO","Token":"70222","Timestamp":1660293046,"IV":0.11312421411275864,"Delta":0.2495148926973343,"Theta":-6.668005466461182,"Vega":7.353806018829346,"
Gamma":0.0012113795382902026,"IVVwap":0.11292107403278352,"Vanna":3.061586618423462,"Charm":-0.027760693803429604,"Speed":3.05659523291979E-06,"Zomma":-0.00570761
55208051205,"Color":-5.1753351726802066E-05,"Volga":4794.48974609375,"Veta":136.56570434570312,"ThetaGammaRatio":-5504.47265625,"ThetaVegaRatio":-0.9067420959472656,"DTR":-0.037419721484184265}],"MessageType":"LastQuoteArrayOptionGreeksResult"}Token number can be get by usingGetInstrumentsorGetInstrumentsOnSearchrequest. How to use these funcation can be findhere.GetLastQuoteOptionGreeksChain:This function will returns Returns Last Traded Option Greek values of entire OptionChain of requested underlying. Below is the sample code to get this data:Syntax:import gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.lastquoteoptiongreekschain.get(con,<Exchange>,<Product>)Exampleimport gfdlws as gw
import sys

con = gw.ws.connect(<EndPoint>, <API Key>)
gw.lastquoteoptiongreekschain.get(con,'NFO','NIFTY')ResponseAs a response to above call, client will get Last Traded Option Greek values of entire OptionChain. Sample reponse in JSON format can be downloaded fromhere.Parameter ListParameterDescriptionExchangeName of supported exchange.InstrumentIdentifierName of the symbolInstrumentIdentifiersList of symbols names maximum 25 symbols can be added in list.UnsubscribeBuy default subscribes to Realtime data. If [true], instrumentIdentifier is unsubscribedPeriodicityString value of required periodicity.[“TICK”/“MINUTE”/“HOUR”/“DAY”/“WEEK”/“MONTH”, default = “TICK”]PeriodPeriod for historical data. Can be applied for [MINUTE]/[HOUR]/[DAY].Periodicity types[Numerical value 1, 2, 3…, default = 1]FromIt means starting timestamp for called historical data.ToIt means ending timestamp for request.isShortIdentifierisShortIdentifiersFunctions will use short instrument identifier format if set as [true]. Example of ShortIdentifiers are NIFTY25MAR21FUT, RELIANCE25MAR21FUT, NIFTY25MAR2115000CE, etc.MAXIt is the limit returned data records.ProductName of supported Product. To get the list of product refer to the aboveProductfunction.ExpiryExpiry dates for the exchange. To get the list of expiries refer to the aboveExpiryfunction.OptionTypeExpiry dates for the exchange. To get the list of OptionType refer to the aboveOptionTypefunction.StrikePriceExpiry dates for the exchange. To get the list of StrikePrice refer to the aboveStrikePricefunction.TokenTokensToken numbers of instruments.To get the token refer to the aboveGetInstrumentsorGetInstrumentsOnSearchfunctions.userTagIt will be string which returns with response.onlyActiveBy default, function will return only active instruments.[true]/[false], default = [true]nonTradedWhen true, results are sent with data of even non traded instruments. When false, data of only traded instruments during that period is sent. Optional, default value is “false”