Market Depth

POST /marketDepth

The Market Depth API provides real-time data on the market depth for a given trading symbol on a specific exchange. This includes details about the current bid and ask prices, their quantities, and other relevant market data. It is useful for traders and investors to understand the supply and demand dynamics of a stock and make informed trading decisions.

Parameter

Name	Type	Required	Description
exchange	string	false	Name of the exchange. Valid values: BSE, NSE, NFO, BFO, MCX, CDS, MFO. Default is NSE if not provided. For BSE, NFO, CDS, and MCX, the exchange is mandatory.
symbolName	string	true	Symbol name of the scrip. For Equity, enter the SymbolName of the scrip. For Derivatives, enter the TradingSymbol of the scrip.

Sample Request Body

requestBody={ 
  "exchange" : "BFO",
  "symbolName" : "BANKEX2450656000CE"
}

Sample Code

cURL

curl -X POST 'https://tradeapi.samco.in/marketDepth' \
  -H 'Content-Type: application/json' \
  -H 'Accept: application/json' \
  -H 'x-session-token: <SESSION_TOKEN>' \
  -d '{"exchange":"BFO","symbolName":"BANKEX2450656000CE"}'

Java

import java.net.URI;
import java.net.http.HttpClient;
import java.net.http.HttpRequest;
import java.net.http.HttpResponse;

public class Sample {
  public static void main(String[] args) throws Exception {
    String requestBody = """
        {
          "exchange": "BFO",
          "symbolName": "BANKEX2450656000CE"
        }
        """;

    HttpClient client = HttpClient.newHttpClient();

    HttpRequest request = HttpRequest.newBuilder()
        .uri(URI.create("https://tradeapi.samco.in/marketDepth"))
        .header("Content-Type", "application/json")
        .header("Accept", "application/json")
        .header("x-session-token", "<SESSION_TOKEN>")
        .POST(HttpRequest.BodyPublishers.ofString(requestBody))
        .build();

    HttpResponse<String> response =
        client.send(request, HttpResponse.BodyHandlers.ofString());
    System.out.println(response.body());
  }
}

NodeJs

(async () => {
  const headers = {
    'Content-Type': 'application/json',
    'Accept': 'application/json',
    'x-session-token': '<SESSION_TOKEN>',
  };

  const requestBody = {
    exchange: "BFO",
    symbolName: "BANKEX2450656000CE"
  };

  const response = await fetch('https://tradeapi.samco.in/marketDepth', {
    method: 'POST',
    headers,
    body: JSON.stringify(requestBody),
  });

  const data = await response.json();
  console.log(data);
})();

Python

import requests
import json

headers = {
  'Content-Type': 'application/json',
  'Accept': 'application/json',
  'x-session-token': '<SESSION_TOKEN>',
}

requestBody = {
  "exchange": "BFO",
  "symbolName": "BANKEX2450656000CE"
}

r = requests.post('https://tradeapi.samco.in/marketDepth',
  data=json.dumps(requestBody),
  headers=headers)

print(r.json())

Sample Response

200

{
    "serverTime": "20/08/24 13:41:54",
    "msgId": "f494c1cb-ba67-4591-b29e-9a27f92e5204",
    "status": "Success",
    "statusMessage": "Market depth data retrieved successfully",
    "MarketDepthDetails": {
        "marketDepth": {
            "tradingSymbol": "NIFTY2482224500PE",
            "vega": "5.05",
            "theta": "-15.53",
            "gamma": "0.0010",
            "symbol": "36759_NFO",
            "tBuyQty": "774925",
            "iv": "13.80",
            "tSellQty": "985500",
            "bestFiveAsk": [
                {
                    "askNumber": "8",
                    "askSize": "1775",
                    "askPrice": "27.05"
                },
                {
                    "askNumber": "19",
                    "askSize": "4350",
                    "askPrice": "27.10"
                },
                {
                    "askNumber": "19",
                    "askSize": "3650",
                    "askPrice": "27.15"
                },
                {
                    "askNumber": "20",
                    "askSize": "5025",
                    "askPrice": "27.20"
                },
                {
                    "askNumber": "11",
                    "askSize": "1950",
                    "askPrice": "27.25"
                }
            ],
            "bestFiveBid": [
                {
                    "bidSize": "1400",
                    "bidNumber": "4",
                    "bidPrice": "27.00"
                },
                {
                    "bidSize": "3850",
                    "bidNumber": "13",
                    "bidPrice": "26.95"
                },
                {
                    "bidSize": "8975",
                    "bidNumber": "22",
                    "bidPrice": "26.90"
                },
                {
                    "bidSize": "5450",
                    "bidNumber": "18",
                    "bidPrice": "26.85"
                },
                {
                    "bidSize": "2800",
                    "bidNumber": "9",
                    "bidPrice": "26.80"
                }
            ],
            "atmIV": "11.70",
            "delta": "-0.19",
            "exc": "NFO"
        }
    }
}

400

{
  "serverTime": "14/05/24 13:49:07",
  "status": "Failure",
  "statusMessage": "No Symbol found for the provided symbol name and exchange."
}

Response Schema

Status Code 200

Name	Type	Description
serverTime	string	The timestamp of when the response was generated, indicating the server's current time.
msgId	string	A unique identifier for the request, useful for tracking and debugging.
status	string	The status of the API response. Possible values: 'Success', 'Error', or 'Failure'.
statusMessage	string	A message providing additional details about the status of the request.
MarketDepthDetails	Object	Contains the market depth information.
tradingSymbol	string	The identifier for the financial instrument or contract.
vega	string	Measures the sensitivity of the F&O’s price to changes in the volatility of the underlying asset.
theta	string	Measures the rate at which the F&O’s price decreases as it approaches expiration.
gamma	string	Measures the rate of change of delta with respect to changes in the underlying asset's price.
symbol	string	A unique code for the instrument on the exchange.
tBuyQty	string	The total quantity available for buying.
iv	string	Implied volatility of the F&O.
tSellQty	string	The total quantity available for selling.
bestFiveAsk	Object	An array listing the top five ask prices (prices at which sellers are willing to sell).
askNumber	string	The order number for the ask price.
askSize	string	The quantity available at the ask price.
askPrice	string	The price at which sellers are willing to sell.
bestFiveBid	Object	An array listing the top five bid prices (prices at which buyers are willing to buy).
bidSize	string	The quantity available at the bid price.
bidNumber	string	The order number for the bid price.
bidPrice	string	The price at which buyers are willing to buy.
atmIV	Object	The implied volatility of the at-the-money F&O.
delta	string	Measures the sensitivity of the F&O’s price to changes in the price of the underlying asset.
exc	string	The exchange code where the instrument is traded.