market-data

OpenAlgo Market Data

Access real-time and historical market data using OpenAlgo's unified Python SDK. Supports REST API for on-demand data and WebSocket for real-time streaming.

Environment Setup

from openalgo import api

# REST API only
client = api(
    api_key='your_api_key_here',
    host='http://127.0.0.1:5000'
)

# With WebSocket streaming
client = api(
    api_key='your_api_key_here',
    host='http://127.0.0.1:5000',
    ws_url='ws://127.0.0.1:8765',
    verbose=True  # Enable connection logs
)

Quick Start Scripts

Get Quotes

python scripts/quotes.py --symbol RELIANCE --exchange NSE
python scripts/quotes.py --symbols RELIANCE,TCS,INFY --exchange NSE

Get Historical Data

python scripts/history.py --symbol SBIN --exchange NSE --interval 5m --start 2025-01-01 --end 2025-01-15

Get Market Depth

python scripts/depth.py --symbol SBIN --exchange NSE

Stream Live Data

python scripts/stream.py --symbols NIFTY,BANKNIFTY --exchange NSE_INDEX --mode ltp

---

REST API Methods

1. Single Quote

Get current market quote for a symbol:

response = client.quotes(symbol="RELIANCE", exchange="NSE")

Response:

{
  "status": "success",
  "data": {
    "open": 1172.0,
    "high": 1196.6,
    "low": 1163.3,
    "ltp": 1187.75,
    "ask": 1188.0,
    "bid": 1187.85,
    "prev_close": 1165.7,
    "volume": 14414545
  }
}

2. Multiple Quotes

Get quotes for multiple symbols in one call:

response = client.multiquotes(symbols=[
    {"symbol": "RELIANCE", "exchange": "NSE"},
    {"symbol": "TCS", "exchange": "NSE"},
    {"symbol": "INFY", "exchange": "NSE"},
    {"symbol": "NIFTY", "exchange": "NSE_INDEX"}
])

Response:

{
  "status": "success",
  "results": [
    {
      "symbol": "RELIANCE",
      "exchange": "NSE",
      "data": {
        "open": 1542.3,
        "high": 1571.6,
        "low": 1540.5,
        "ltp": 1569.9,
        "prev_close": 1539.7,
        "ask": 1569.9,
        "bid": 1569.8,
        "oi": 0,
        "volume": 14054299
      }
    },
    ...
  ]
}