Last Traded Price (LTP)

The LTP API allows you to retrieve the latest traded price (Last Traded Price) for one or more instruments using their instrument identifiers.

Using this API, you can fetch real-time price data for instruments across exchanges, which is essential for tracking market movements and making trading decisions.

Base URL: https://{baseurl}/md-api

Type	Endpoint	Description
POST	/marketfeed/ltp	Retrieve last traded price for instruments

---

Endpoint

POST /marketfeed/ltp

Headers

Header	Value	Required
Content-Type	application/json	Yes
Authorization	Bearer	Yes
Accept	*/*	Yes

Parameters

Parameter	Type	Required	Description
InstrumentIds	array of Long	No*	List of numeric instrument identifiers. (*Required if InstrumentNames is not provided).
InstrumentNames	array of String	No*	List of exact instrument names. (*Required if InstrumentIds is not provided).

Request Payload & Examples

You can request the Last Trading Price (LTP) by providing either a list of Instrument IDs or a list of Instrument Names.

By Instrument ID

curl -X 'POST' \
  'https://{baseurl}/md-api/marketfeed/ltp' \
  -H 'Content-Type: application/json' \
  -H 'Authorization: Bearer {access_token}' \
  -H 'Accept: */*' \
  -d '{
    "InstrumentIds": [110010000014366, 110010000002885]
  }'

Empty Payload for User

{
  "InstrumentIds": []
}

Response

{
    "status": "success",
    "data": {
        "110010000014366": {
            "instrumentId": 110010000014366,
            "ltp": 11.51
        },
        "110010000002885": {
            "instrumentId": 110010000002885,
            "ltp": 1310.00
        }
    }
}

By Instrument Name

curl -X 'POST' \
  'https://{baseurl}/md-api/marketfeed/ltp' \
  -H 'Content-Type: application/json' \
  -H 'Authorization: Bearer {access_token}' \
  -H 'Accept: */*' \
  -d '{
    "InstrumentNames": ["NSECM:RELIANCE", "NSEFO:NIFTY28APR26FUT"]
  }'

Empty Payload for User

{
  "InstrumentNames": []
}

Response

Identical structure to the response shown under By Instrument ID — LTP entries are keyed by instrument ID regardless of whether you queried by InstrumentIds or InstrumentNames.

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Instrument Naming Convention

When fetching by Instrument Name, the string follows a specific pattern based on the segment:

Cash Market (Equity): [ExchangeSegment]:[Symbol] - Example: NSECM:RELIANCE

Futures & Options: [ExchangeSegment]:[Symbol][Date][Strike][OptionType] - Date Format: DDMMMYY (e.g., 28APR26 represents 28 April 2026) - Month Codes: January (JAN), February (FEB), March (MAR), April (APR), May (MAY), June (JUN), July (JUL), August (AUG), September (SEP), October (OCT), November (NOV), December (DEC) - Future Example: NSEFO:NIFTY28APR26FUT (NIFTY Future, expiring 28-Apr-2026) - Option Example: NSEFO:NIFTY28APR2625000CE (NIFTY Option, expiring 28-Apr-2026, 25000 Strike Price, Call Option. Similarly for PUT options use 'PE')

---

Understanding the Response

The response object maps the requested Instrument ID (or Name) directly to its Live Trading Data, allowing for extremely fast key-value lookups in your application.

Root Fields

Field	Type	Description
status	string	Status of the request (success or error).
message	string	Optional response message.
data	object	A dictionary containing instrument details mapped by ID/Name.

LTP Fields

Inside each object within the data dictionary:

Field	Type	Description
instrumentId	integer	Unique numeric identifier of the instrument.
ltp	float	Last Traded Price of the instrument.