Historical Candle Data¶

Fetch historical OHLC candle data for a specified instrument and time interval.

PythonC#

from blitzsdk.marketdata import MarketDataApiClient

client = MarketDataApiClient(app_key="YOUR_KEY", user_id="YOUR_USER")

hist = client.get_historical_data("NIFTY", "D")
print(hist)

using BlitzConnect;
using BlitzConnect.Services;

var config = new BlitzConfig { AppKey = "YOUR_KEY", UserId = "YOUR_USER" };
var mdClient = new BlitzMarketDataApiClient(config);
await mdClient.LoginAsync();

var hist = await mdClient.GetHistoricalDataAsync("NIFTY", "D");
Console.WriteLine(hist);

Endpoint¶

POST /marketfeed/historicalData

Request¶

curl -X POST "https://{baseurl}/md-api/marketfeed/historicalData" \
  -H "Authorization: Bearer YOUR_TOKEN" \
  -H "Content-Type: application/json" \
  -d '{"Instrument": "NIFTY", "interval": "D"}'

Request fields¶

Field	Type	Description
`Instrument`	string	Instrument symbol (e.g. `NIFTY`, `TCS`)
`interval`	string	Candle interval

Supported intervals¶

Interval	Description
`1`	1 minute
`5`	5 minutes
`15`	15 minutes
`30`	30 minutes
`60`	1 hour
`D`	Daily

The daily interval ("D") is verified against UAT. JSON keys are case-insensitive on the server — the SDKs send "Instrument" (capitalized) with "interval" (lowercase).

Response¶

When no data is available (e.g. invalid instrument or unbounded interval), the live server returns an empty array:

[]

Otherwise, the response is an array of candles:

[
    {
        "open": 18490.00,
        "high": 18520.50,
        "low": 18480.10,
        "close": 18510.30,
        "volume": 1250000,
        "oi": 850000,
        "timestamp": "06-07-2026 09:15:00"
    },
    {
        "open": 18510.30,
        "high": 18535.00,
        "low": 18505.00,
        "close": 18530.45,
        "volume": 980000,
        "oi": 850500,
        "timestamp": "06-07-2026 09:16:00"
    }
]

Response fields (per candle)¶

Field	Type	Description
`open`	double	Opening price
`high`	double	Highest price
`low`	double	Lowest price
`close`	double	Closing price
`volume`	long	Volume traded
`oi`	long	Open interest
`timestamp`	string	Candle time (`DD-MM-YYYY HH:mm:ss`)