ltp.md

LTP (WebSocket)

Subscribe to real-time Last Traded Price (LTP) updates via WebSocket.

WebSocket URL

Local Host   :  ws://127.0.0.1:8765
Custom Host  :  ws://<your-host>:8765

Subscribe to LTP

Subscribe Message

{
  "action": "subscribe",
  "mode": "ltp",
  "instruments": [
    {"exchange": "NSE", "symbol": "RELIANCE"},
    {"exchange": "NSE", "symbol": "INFY"}
  ]
}

LTP Update Message

{
  "type": "ltp",
  "data": {
    "exchange": "NSE",
    "symbol": "RELIANCE",
    "ltp": 1187.75,
    "timestamp": 1712572800000
  }
}

Unsubscribe from LTP

{
  "action": "unsubscribe",
  "mode": "ltp",
  "instruments": [
    {"exchange": "NSE", "symbol": "RELIANCE"}
  ]
}

Python SDK Example

from openalgo import api
import time

# Initialize client with WebSocket
client = api(
    api_key="your_api_key",
    host="http://127.0.0.1:5000",
    ws_url="ws://127.0.0.1:8765"
)

# Instruments to subscribe
instruments = [
    {"exchange": "NSE", "symbol": "RELIANCE"},
    {"exchange": "NSE", "symbol": "INFY"}
]

# Callback for LTP updates
def on_ltp(data):
    print(f"LTP Update: {data['symbol']} = {data['ltp']}")

# Connect and subscribe
client.connect()
client.subscribe_ltp(instruments, on_data_received=on_ltp)

# Keep running
try:
    time.sleep(60)  # Run for 60 seconds
finally:
    client.unsubscribe_ltp(instruments)
    client.disconnect()

Message Fields

Subscribe/Unsubscribe Message

Field	Type	Description
action	string	"subscribe" or "unsubscribe"
mode	string	"ltp"
instruments	array	Array of instrument objects

Instrument Object

Field	Type	Description
exchange	string	Exchange code (NSE, BSE, NFO, etc.)
symbol	string	Trading symbol

LTP Update Message

Field	Type	Description
type	string	"ltp"
data	object	LTP data object

Data Object

Field	Type	Description
exchange	string	Exchange code
symbol	string	Trading symbol
ltp	number	Last traded price
timestamp	number	Update time (epoch milliseconds)

Notes

• LTP mode provides minimal data for lowest latency
• Updates are pushed on every tick (each trade)
• Subscribe to multiple symbols in a single message
• Use for:
  • Price displays
  • Trigger-based alerts
  • Simple strategy signals

Related Endpoints

• Quote WebSocket - More data including OHLC
• Depth WebSocket - Full market depth

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