Market Data

Establishing Connection

To establish connection with Mirae WebSocket for Market Feed, you can to the below endpoint using WebSocket library.

wss://ws.mstock.trade?API_KEY=KEY&ACCESS_TOKEN=ACXX

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Auth

1. Authentication is done based on the Access Token generated in Login
2. The Access Token is then passed in Query Paramater of the WebSocket URL
   1. Sample: ws://192.168.0.1:8003?ACCESS_TOKEN= abcxxx
   2. The IP:Port will be replaced with UAT and PROD urls.
3. If the Access Token is not authenticated, the connection will not be made.
4. Once the connection is successful, LOGIN:AccessToken has to be sent on the WebSocket connection to maintain the connection.
   1. If not sent, the connection will be auto disconnected in 10 seconds
   2. Sample: LOGIN:abcxxx

Request Structure -

Requests are simple JSON messages with two parameters, a (action) and v (value).

• Available Actions (a) : subscribe, unsubscribe, mode
• Available Values (v): These represents array of tokens in case of subscribe and unsubscribe. In case of mode, the available mode values are expected here.
• Available Modes: ltp, quote, full

---

Subscribe :

{
    "a": "subscribe",
    "v": [
        55256,
        55412
    ]
}

---

unsubscribe :

{
    "a": "unsubscribe",
    "v": [
        55256,
        55412
    ]
}

---

mode :

{
    "a": "mode",
    "v": [
        "ltp"
    ]
}

Response Structure -

Quotes delivered via the API are always binary messages. These have to be read as bytes and then type-casted into appropriate quote data structures.

Each binary message consists of Header and the actual Quote Packet. The structure is as follows,

• The first two bytes [short] are for number of packets in the message.
• The next two bytes [short] are for number of total bytes in the quote packet.
• The remaining bytes are for quote packet

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Note

Please Note : 1. [short]: 2 Bytes | [int]: 4 Bytes

Quote Packet Structure: (64 Bytes + Market Depth)

Field	Type	Bytes
Token	[int]	0 - 4
LTP	[int]	4 - 8
Last Traded Qty	[int]	8 - 12
Average Traded Price	[int]	12 - 16
Volume Traded Today	[int]	16 - 20
Total Buy Qty	[int]	20 - 24
Total Sell Qty	[int]	24 - 28
Open	[int]	28 - 32
High	[int]	32 - 36
Low	[int]	36 - 40
Close	[int]	40 - 44
Last Traded Timestamp	[int]	44 - 48
Open Interest	[int]	48 - 52
Open Interest High	[int]	52 - 56
Open Interest Low	[int]	56 - 60
Exchange Timestamp	[int]	60 - 64
Market Depth	[byte[]]	64 -184

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Market Depth Structure: (120 Bytes)

Field	Type	Bytes
Bid Qty 1	[int]	64 - 68
Bid Price 1	[int]	68 - 72
Bid Number Of Orders 1	[short]	72 - 74
Padding	[short]	74 - 76
Bid Qty 2	[int]	76 - 80
Bid Price 2	[int]	80 - 84
Bid Number Of Orders 2	[short]	84 - 86
Padding	[short]	86 - 88
Bid Qty 3	[int]	88 - 92
Bid Price 3	[int]	92 - 96
Bid Number Of Orders 3	[short]	96 - 98
Padding	[short]	98 - 100
Bid Qty 4	[int]	100 - 104
Bid Price 4	[int]	104 - 108
Bid Number Of Orders 4	[short]	108 - 110
Padding	[short]	110 - 112
Bid Qty 5	[int]	112 - 116
Bid Price 5	[int]	116 - 120
Bid Number Of Orders 5	[short]	120 - 122
Padding	[short]	122 - 124
Ask Qty 1	[int]	124 - 128
Ask Price 1	[int]	128 - 132
Ask Number Of Orders 1	[short]	132 - 134
Padding	[short]	134 - 136
Ask Qty 2	[int]	136 - 140
Ask Price 2	[int]	140 - 144
Ask Number Of Orders 2	[short]	144 - 146
Padding	[short]	146 - 148
Ask Qty 3	[int]	148 - 152
Ask Price 3	[int]	152 - 156
Ask Number Of Orders 3	[short]	156 - 158
Padding	[short]	158 - 160
Ask Qty 4	[int]	160 - 164
Ask Price 4	[int]	164 - 168
Ask Number Of Orders 4	[short]	168 - 170
Padding	[short]	170 - 172
Ask Qty 5	[int]	172 - 176
Ask Price 5	[int]	176 - 180
Ask Number Of Orders 5	[short]	180 - 182
Padding	[short]	182 - 184

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Index Packet Structure: (32 Bytes)

Specifically created for non tradable Index Tokens (Mentioned below)

Field	Type	Bytes
Token	[int]	0 - 4
Last traded price	[int]	4 - 8
High of the day	[int]	8 - 12
Low of the day	[int]	12 - 16
Open of the day	[int]	16 - 20
Close of the day	[int]	20 - 24
Price change	[int]	24 - 28
Exchange timestamp	[int]	28 - 32