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Market Data WebSocket API

Overview

The Market Data WebSocket API provides real-time market 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 an API Key and an Access Token.
  2. The API Key can be obtained from your account dashboard
  3. An Access Token is generated during the 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 establishing a successful connection, send the following login message to maintain the session:

LOGIN:your_access_token_here

Session Timeout

If the LOGIN message is not sent shortly after the connection is established, the WebSocket session will be automatically terminated.

Request Format

All requests must be sent as 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 the specified tokens.
  • unsubscribe: Unsubscribe from market data for the specified tokens.
  • mode: Set the market data streaming mode.

Available Modes

  • ltp: Last Traded Price (LTP) only.
  • quote: Basic quote data
  • full: Complete market data, including market 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 -

Market data updates are delivered as binary messages. These messages must be parsed as byte streams and converted into the appropriate quote data structures.

Each binary message consists of a header followed by the quote packet data. The structure is as follows:

  • The first two bytes [short] represent the number of packets contained in the message.
  • The next two bytes [short] represent the total size of the quote packet in bytes.
  • The remaining bytes contain the quote packet data.

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
Upper Circuit [int] 184 - 188
Lower Circuit [int] 188 - 192
Year High [int] 192 - 196
Year Low [int] 196 - 200

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: (48 Bytes)

This packet structure is used for non-tradable index tokens.

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
Upper Circuit [int] 32 - 36
Lower Circuit [int] 36 - 40
Year High [int] 40 - 44
Year Low [int] 44 - 48