quote.md

Quote (WebSocket)

Subscribe to real-time quote updates via WebSocket including OHLC and volume data.

WebSocket URL

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

Subscribe to Quotes

Subscribe Message

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

Quote Update Message

{
  "type": "quote",
  "data": {
    "exchange": "NSE",
    "symbol": "RELIANCE",
    "ltp": 1187.75,
    "open": 1172.0,
    "high": 1196.6,
    "low": 1163.3,
    "close": 1165.7,
    "volume": 14414545,
    "timestamp": 1712572800000
  }
}

Unsubscribe from Quotes

{
  "action": "unsubscribe",
  "mode": "quote",
  "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 quote updates
def on_quote(data):
    print(f"Quote: {data['symbol']}")
    print(f"  LTP: {data['ltp']}")
    print(f"  High: {data['high']}, Low: {data['low']}")
    print(f"  Volume: {data['volume']}")

# Connect and subscribe
client.connect()
client.subscribe_quote(instruments, on_data_received=on_quote)

# Keep running
try:
    time.sleep(60)
finally:
    client.unsubscribe_quote(instruments)
    client.disconnect()

Message Fields

Subscribe/Unsubscribe Message

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

Quote Update Message

Field	Type	Description
type	string	"quote"
data	object	Quote data object

Data Object

Field	Type	Description
exchange	string	Exchange code
symbol	string	Trading symbol
ltp	number	Last traded price
open	number	Day's open price
high	number	Day's high price
low	number	Day's low price
close	number	Previous close price
volume	number	Total traded volume
timestamp	number	Update time (epoch ms)

Notes

• Quote mode provides OHLCV data in addition to LTP
• Updates are less frequent than LTP (on significant changes)
• Use for:
  • Market overview displays
  • Technical analysis
  • Charting applications

Related Endpoints

• LTP WebSocket - Minimal data, lowest latency
• Depth WebSocket - Full market depth

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