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Market Data WebSocket API

Overview

The Market Data WebSocket API provides real-time market feed data through a persistent WebSocket connection. This API supports subscription-based data streaming with multiple data modes and authentication mechanisms.

Connection Endpoint

Connect to the Mirae WebSocket using the following endpoint:

wss://ws.mstock.trade?API_KEY=your_api_key_here&ACCESS_TOKEN=your_access_token_here

Authentication

Initial Authentication

  1. Authentication requires both API Key and Access Token
  2. API Key is obtained from your account dashboard
  3. Access Token is generated during login process
  4. Pass both parameters in the WebSocket URL: 
    wss://ws.mstock.trade?API_KEY=your_api_key_here&ACCESS_TOKEN=your_access_token_here
  5. Connection will be rejected if either parameter is invalid or expired

Connection Maintenance

After successful connection, send a login message to maintain the session:

LOGIN:your_access_token_here

Session Timeout

If the LOGIN message is not sent promptly after connection, the WebSocket will automatically disconnect.

Request Format

All requests are JSON messages with the following structure:

Parameter Description Type
a Action to perform string
v Values/parameters for the action array

Available Actions

  • subscribe: Subscribe to market data for specified tokens
  • unsubscribe: Unsubscribe from market data for specified tokens
  • mode: Set data streaming mode

Available Modes

  • ltp: Last Traded Price only
  • quote: Basic quote data
  • full: Complete market data with depth

API Operations

Subscribe to Market Data

Subscribe to real-time data for specific instrument tokens:

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

Unsubscribe from Market Data

Stop receiving data for specific instrument tokens:

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

Set Data Mode

Configure the level of market data to receive:

{
    "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

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

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

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