Market Depth

This API allows you to get the market depth (bid and ask levels) for a symbol.

USE CASE

Check how much liquidity sits at each bid and ask level before you size an order.

Note

Live Streaming — Stream live market-depth updates through the Data Socket. View Data Socket - Depth Update documentation.

Details

The Market Depth API returns the complete market data of the symbol provided. It will include the quantity, OHLC values, and Open Interest fields, and bid/ask prices.
Your app needs the Market Data permission. Market Depth is part of that permission template.
Request one symbol at a time (the maximum is 1), for example NSE:SBIN-EQ. Make a separate request for each additional symbol.
Set ohlcv_flag to 1 to get open, high, low, close and volume in the response.
bids and ask are arrays with price, volume and number of orders for each level. totalbuyqty and totalsellqty give the totals.
oiflag is a true or false flag for open-interest data. The OI fields are oi, pdoi (previous day) and oipercent.
lower_ckt and upper_ckt give the circuit limits. ltp, ltq and ltt give the last traded price, quantity and time.
Rate limits differ between the Standard and Prime plans. See Plans & rate limits.

Request Attributes

Attribute	Data Type	Description
`symbol`*	string	Maximum symbol limit is 1. Eg: NSE:SBIN-EQ
`ohlcv_flag`*	int	Set the ohlcv_flag to 1 to get open, high, low, closing and volume quantity'

Response Attributes

Attribute	Data Type	Description
`s`	string	ok / error
`code`	int	This is the code to identify specific responses
`totalbuyqty`	int	Total buying quantity
`totalsellqty`	int	Total selling quantity
`bids`	array	Bidding price along with volume and total number of orders
`ask`	array	Offer price with volume and total number of orders
`o`	float	Price at market opening time
`h`	float	Highest price for the day
`i`	float	Lowest price for the day
`c`	float	Price at the of market closing
`chp`	float	Percentage of change between the current value and the previous day's market close
`tick_Size`	float	Minimum price multiplier
`ch`	float	Change value
`ltq`	int	Last traded quantity
`ltt`	int	Last traded time
`ltp`	float	Last traded price
`v`	int	Volume traded
`atp`	float	Average traded price
`lower_ckt`	float	Lower circuit price
`upper_ckt`	float	upper circuit price
`expiry`	string	Expiry date
`oi`	float	Open interest
`oiflag`	boolean	Boolean flag for OI data, true or false
`pdoi`	int	previous day open interest
`oipercent`	float	Change in open Interest percentage

Request

from fyers_apiv3 import fyersModel


client_id = "XC4XXXXM-100"
access_token = "eyJ0eXXXXXXXX2c5-Y3RgS8wR14g"

# Initialize the FyersModel instance with your client_id, access_token, and enable async mode
fyers = fyersModel.FyersModel(client_id=client_id, token=access_token,is_async=False, log_path="")

data = {
    "symbol":"NSE:SBIN-EQ",
    "ohlcv_flag":"1"
}

response = fyers.depth(data=data)
print(response)

{
 "s": "ok",
 "d": {
     "NSE:SBIN-EQ": {
         "totalbuyqty": 2396063,
         "totalsellqty": 4990001,
         "bids": [
             {
                 "price": 427.25,
                 "volume": 4738,
                 "ord": 5
             },
             {
                 "price": 427.2,
                 "volume": 2631,
                 "ord": 9
             },
             {
                 "price": 427.15,
                 "volume": 6366,
                 "ord": 19
             },
             {
                 "price": 427.1,
                 "volume": 6344,
                 "ord": 18
             },
             {
                 "price": 427.05,
                 "volume": 8136,
                 "ord": 16
             }
         ],
         "ask": [
             {
                 "price": 427.4,
                 "volume": 2193,
                 "ord": 4
             },
             {
                 "price": 427.45,
                 "volume": 5406,
                 "ord": 19
             },
             {
                 "price": 427.5,
                 "volume": 15311,
                 "ord": 57
             },
             {
                 "price": 427.55,
                 "volume": 11170,
                 "ord": 17
             },
             {
                 "price": 427.6,
                 "volume": 7272,
                 "ord": 25
             }
         ],
         "o": 430.5,
         "h": 433.65,
         "l": 423.6,
         "c": 425.2,
         "chp": 0.48,
         "tick_Size": 0.05,
         "ch": 2.05,
         "ltq": 20,
         "ltt": 1622184920,
         "ltp": 427.25,
         "v": 39163870,
         "atp": 428.07,
         "lower_ckt": 382.7,
         "upper_ckt": 467.7,
         "expiry": "",
         "oi": 0,
         "oiflag": false,
         "pdoi": 0,
         "oipercent": 0.0
     }
 },
  "message": ""
  }

Market Depth

Request Attributes

Response Attributes

Video learning