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Market Quote

Fetch a full market quote with OHLC, volume, and bid/ask depth for one or more instruments.

from blitzsdk.marketdata import MarketDataApiClient

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

quotes = client.get_quote([110010000011536, 110010000002885])
print(quotes)

using BlitzConnect;
using BlitzConnect.Services;

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

var quotes = await mdClient.GetMarketQuoteAsync(new List<long> { 110010002000001, 110010000002885 });
Console.WriteLine(quotes);

Endpoint

POST /marketfeed/quote

Request

curl -X POST "https://{baseurl}/md-api/marketfeed/quote" \
  -H "Authorization: Bearer YOUR_TOKEN" \
  -H "Content-Type: application/json" \
  -d '{"InstrumentIds": [110010000014366]}'

Request body

Field Type Description
InstrumentIds integer[] List of instrument IDs

Response

{
  "data": {
    "110010000014366": {
      "instrumentId": 110010000014366,
      "exchangeSegment": 1,
      "exchangeInstrumentId": 14366,
      "instrumentName": "IDEA",
      "timestamp": 1770728956,
      "ltp": 11.51,
      "ltq": 2,
      "ltt": 1770728955,
      "atp": 11.55,
      "vtt": 268781653,
      "tbq": 28591060,
      "tsq": 80834031,
      "oi": 0,
      "open": 11.58,
      "high": 11.67,
      "low": 11.48,
      "close": 11.58,
      "bidLevel": [
        { "index": 1, "price": 11.5, "quantity": 855978, "orders": 28 },
        { "index": 2, "price": 11.49, "quantity": 1544481, "orders": 78 },
        { "index": 3, "price": 11.48, "quantity": 2673732, "orders": 380 },
        { "index": 4, "price": 11.47, "quantity": 979037, "orders": 127 },
        { "index": 5, "price": 11.46, "quantity": 837048, "orders": 126 }
      ],
      "askLevel": [
        { "index": 1, "price": 11.51, "quantity": 1014281, "orders": 63 },
        { "index": 2, "price": 11.52, "quantity": 815256, "orders": 70 },
        { "index": 3, "price": 11.53, "quantity": 1156649, "orders": 70 },
        { "index": 4, "price": 11.54, "quantity": 1867230, "orders": 120 },
        { "index": 5, "price": 11.55, "quantity": 1500815, "orders": 218 }
      ]
    }
  },
  "status": "success"
}

Response fields

Field Type Description
status string "success" or "error"
data object Map of instrument ID to quote data
data.{instrumentId} object Instrument ID as string key
instrumentId integer Instrument identifier
exchangeSegment int Exchange segment ID
exchangeInstrumentId int Exchange instrument ID
instrumentName string Instrument name
timestamp long Tick timestamp (epoch)
ltp double Last traded price
ltq int Last traded quantity
ltt long Last traded time (epoch)
atp double Average traded price
vtt long Volume today
tbq long Total buy quantity
tsq long Total sell quantity
oi long Open interest
open double Opening price
high double Highest price
low double Lowest price
close double Closing price
bidLevel array Best bid depth levels (5 levels)
askLevel array Best ask depth levels (5 levels)

Depth level fields

Field Type Description
index int Level number (1 = best)
price double Price at this level
quantity long Total quantity at this level
orders int Number of orders at this level