Data Socket - Symbol Update

This WebSocket allows you to stream live price updates for equity and option symbols.

USE CASE

React to every price change on a stock or option, such as a watchlist update or a strategy trigger.

Details

The WebSocket API for receiving stock data is a real-time communication protocol designed to provide seamless and low-latency access to live stock market data. This API allows developers and traders to establish a persistent, bidirectional connection with the server, enabling them to receive continuous updates on stock prices, trading volumes, and other relevant market information.
To quickly get started with the WebSocket API and start receiving real-time stock data, you can explore our sample scripts and code examples in our GitHub repository:
Data WebSocket Sample Scripts
To update symbols in an already subscribed socket, it is recommended to unsubscribe from the existing list of symbols and then resubscribe with the updated list.
Subscribe with data_type set to SymbolUpdate and symbols in FYERS format, for example NSE:SBIN-EQ.
Check type on every message: sf carries equity and option data. cn and sub are connection and subscribe messages.
Price fields such as high_price, low_price, open_price, ch, chp and vol_traded_today are for the current trading day.
Use lite mode (litemode=True in Python, mode(LiteMode) in Node and Web JS) to get only symbol, ltp and type. See Lite Mode.
Index symbols arrive as index messages with fewer fields. See Indices Update.

Plan limits

Standard plan

Up to 100 symbols, counted per user across all connections

Prime plan

Up to 5,000 symbols, counted per user across all connections

For rate limits and all other plan details, see Plans & rate limits.

Response Attributes (Market Data Update)

Attribute	Data Type	Description
`symbol`	string	The symbol in fyers symbology format whose data is received on socket.
`ltp`	float	Last traded price of security or asset.
`prev_close_price`	float	Previous day's close of security or asset.
`high_price`	float	Current day's high of security or asset.
`low_price`	float	Current day's low of security or asset.
`open_price`	float	Current day's open of security or asset.
`ch`	float	Change in price of security or asset today.
`chp`	float	Change in price in % of security or asset today.
`vol_traded_today`	int	Volume traded for security or asset today.
`last_traded_time`	int	Last traded time of security or asset.
`bid_size`	int	The bid size key represents the quantity or volume of the security or asset that buyers are willing to purchase at a specific bid price level.
`ask_size`	int	The ask size key represents the quantity or volume of the security or asset that sellers are willing to sell at a specific ask price level.
`ask_price`	float	The ask price key represents the lowest price at which sellers are willing to sell a particular security or asset.
`bid_price`	float	The bid price key represents the highest price at which buyers are willing to purchase a particular security or asset.
`last_traded_qty`	int	Last traded quantity of security or asset.
`tot_buy_qty`	int	Total buy quantity of security or asset.
`tot_sell_qty`	int	Total sell quantity of security or asset.
`avg_trade_price`	float	Average trade price of security or asset.
`type`	string	cn - connection message sub - subscribe message if - index data message dp - market depth data message sf - Equity and option data message

Request

from fyers_apiv3.FyersWebsocket import data_ws


def onmessage(message):
    """
    Callback function to handle incoming messages from the FyersDataSocket WebSocket.

    Parameters:
        message (dict): The received message from the WebSocket.

    """
    print("Response:", message)


def onerror(message):
    """
    Callback function to handle WebSocket errors.

    Parameters:
        message (dict): The error message received from the WebSocket.


    """
    print("Error:", message)


def onclose(message):
    """
    Callback function to handle WebSocket connection close events.
    """
    print("Connection closed:", message)


def onopen():
    """
    Callback function to subscribe to data type and symbols upon WebSocket connection.

    """
    # Specify the data type and symbols you want to subscribe to
    data_type = "SymbolUpdate"

    # Subscribe to the specified symbols and data type
    symbols = ['NSE:SBIN-EQ', 'NSE:ADANIENT-EQ']
    fyers.subscribe(symbols=symbols, data_type=data_type)

    # Keep the socket running to receive real-time data
    fyers.keep_running()


# Replace the sample access token with your actual access token obtained from Fyers
access_token = "XC4XXXXXXM-100:eXXXXXXXXXXXXfZNSBoLo"

# Create a FyersDataSocket instance with the provided parameters
fyers = data_ws.FyersDataSocket(
    access_token=access_token,       # Access token in the format "appid:accesstoken"
    log_path="",                     # Path to save logs. Leave empty to auto-create logs in the current directory.
    litemode=False,                  # Lite mode disabled. Set to True if you want a lite response.
    write_to_file=False,              # Save response in a log file instead of printing it.
    reconnect=True,                  # Enable auto-reconnection to WebSocket on disconnection.
    on_connect=onopen,               # Callback function to subscribe to data upon connection.
    on_close=onclose,                # Callback function to handle WebSocket connection close events.
    on_error=onerror,                # Callback function to handle WebSocket errors.
    on_message=onmessage             # Callback function to handle incoming messages from the WebSocket.
)

# Establish a connection to the Fyers WebSocket
fyers.connect()

{
    "ltp":606.4,
    "vol_traded_today":3045212,
    "last_traded_time":1690953622,
    "exch_feed_time":1690953622,
    "bid_size":2081,
    "ask_size":903,
    "bid_price":606.4,
    "ask_price":606.45,
    "last_traded_qty":5,
    "tot_buy_qty":749960,
    "tot_sell_qty":1092063,
    "avg_trade_price":608.2,
    "low_price":605.85,
    "high_price":610.5,
    "open_price":609.85,
    "prev_close_price":620.2,
    "type":"sf",
    "symbol":"NSE:SBIN-EQ",
    "ch":-13.8,
    "chp":-2.23
  }

Data Socket - Symbol Update

Response Attributes (Market Data Update)

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