Trade History

This API allows you to fetch your executed trades for a date range, defaulting to the current financial year.

USE CASE

Pull past trades with trade number, price and quantity to reconcile against your own records.

Details

Fetches all trades for a specified date range. If no date range is provided, it defaults to the current financial year.
Send from_date and to_date as YYYY-MM-DD. Without them the report runs from the start of the current financial year to today.
Results are paged: page_size defaults to 100 and page_no to 1. Increase page_no to read further pages.
Each row is one trade. orderNumber is the order it belongs to, tradeNumber and exchangeOrderNo come from the exchange, and side is 1 for buy and -1 for sell.
segment_type is 0 all, 1 equity, 2 equity derivatives, 3 mutual funds, 4 currency derivatives and 5 commodity derivatives. exchange_type is 0 all, 1 NSE, 2 BSE and 3 MCX.
Rate limits differ between the Standard and Prime plans. See Plans & rate limits.

Request Attributes - For each order

Attribute	Data Type	Description
`symbol`	string	Eg: NSE:SBIN-EQ
`page_size`	string	The number of records to be fetched in one page (default is 100)
`page_no`	string	The page number to fetch (default is 1)
`from_date`	string	The start date for fetching orders in “YYYY-MM-DD” format (default is the start of the current financial year)
`to_date`	string	The end date for fetching orders in “YYYY-MM-DD” format (default is the current date)
`segment_type`	string	0 → Includes all Segments [default] 1 → Includes only Equity 2 → Includes only Equity Derivatives 3 → Includes Mutal Funds 4 → Includes only Currency Derivatives 5 → Includes only Commodity Derivatives
`exchange_type`	string	0 → Includes all Exchanges [default] 1 → Includes only NSE 2 → Includes only BSE 3 → Includes only MCX

Response Attributes - For each trade

Attribute	Data Type	Description
`symbol`	string	Eg: NSE:SBIN-EQ
`clientId`	string	The client id of the fyers user
`description`	string	The symbol name to display
`exchange`	int	The exchange in which order is placed View Details
`orderDateTime`	int	The epoch time when the trade occurred
`orderNumber`	string	The order id for which the trade occurred
`tradeNumber`	string	The trade number generated by the exchange
`exchangeOrderNo`	string	The order number provided by the exchange
`side`	string	1 => Buy -1 => Sell View Details
`product_type`	string	The product in which the order was placed View Details
`traded_qty`	int	The quantity of the trade
`trade_price`	float	The traded price
`segment`	int	The segment in which order is placed View Details
`trade_value`	float	The total traded value
`is_symbol_active`	boolean	This will show if the symbol is tradable or not

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",
    }
  response = fyers.tradehistory(data=data)
  print(response)

{
    "s": "ok",
    "data": [
        {
          "symbol": "MCX:GOLDPETAL25JUNFUT",
          "clientId": "XXXXXX",
          "description": "GOLDPETAL25JUNFUT",
          "orderDateTime": "13-Jun-2025 20:05:38",
          "orderNumber": "25061300346219",
          "tradeNumber": "100388805",
          "exchangeOrderNo": "516410327756710",
          "side": 1,
          "exchange": 11,
          "segment": 20,
          "product_type": "Overnight",
          "traded_qty": 1,
          "trade_price": 10007,
          "trade_value": 10007,
          "is_symbol_active": false
        }
    ],
    "message": "Trade Book data fetched successfully"
}