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=api_key&ACCESS_TOKEN=jwtToken

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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 parameters

• Available Actions (action) : 1 = subscribe , 0 = unsubscribe, mode
• Available Values (mode): 1 = LTP, 2 = Quote, 3 = Snap Quote
• Available Exchange Types (exchangeType): 1 = NSECM, 2 = NSEFO, 3 = BSECM, 4 = BSEFO, 13 = NSECD

Samples :

{
    "correlationID": "Optional Field",
    "action": 1,
    "params": {
        "mode": 3,
        "tokenList": [
            {
                "exchangeType": 1,
                "tokens": [
                    "22",
                    "1333"
                ]
            }
        ]
    }
}

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 byte [byte] are for number of packets in the message.
• The next two bytes [byte] 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 | [long]: 8 Bytes | [double]: 8 Bytes

Quote Packet Structure: (379 bytes)

Field	Type	Bytes
Subscription Mode	[byte[1]]	0 - 1
Exchange Type	[byte[1]]	1 - 2
Token	[byte[25]]	2 - 27
Sequence Number	[long]	27 - 35
Exchange Timestamp	[long]	35 - 43
LTP	[long]	43 - 51
Last Traded Qty	[long]	51 - 59
Average Traded Price	[long]	59 - 67
Volume Traded Today	[long]	67 - 75
Total Buy Qty	[double]	75 - 83
Total Sell Qty	[double]	83 - 91
Open	[long]	91 - 99
High	[long]	99 - 107
Low	[long]	107 - 115
Close	[long]	115 - 123
Last Traded Timestamp	[long]	123 - 131
Open Interest	[long]	131 - 139
Open Interest Percent	[long]	139 - 147
Market Depth	[byte[200]]	147 - 347
Upper Circuit Limit	[long]	347 - 355
Lower Circuit Limit	[long]	355 - 363
52 Week High	[long]	363 - 371
52 Week Low	[long]	371 - 379

Market Depth Structure: (200 Bytes)

Field	Type	Bytes
Buy/Sell Flag 1	short	147 - 149
Bid Qty 1	long	149 - 157
Bid Price 1	long	157 - 165
Bid Number Of Orders 1	short	165 - 167
Buy/Sell Flag 2	short	167 - 169
Bid Qty 2	long	169 - 177
Bid Price 2	long	177 - 185
Bid Number Of Orders 2	short	185 - 187
Buy/Sell Flag 3	short	187 - 189
Bid Qty 3	long	189 - 197
Bid Price 3	long	197 - 205
Bid Number Of Orders 3	short	205 - 207
Buy/Sell Flag 4	short	207 - 209
Bid Qty 4	long	209 - 217
Bid Price 4	long	217 - 225
Bid Number Of Orders 4	short	225 - 227
Buy/Sell Flag 5	short	227 - 229
Bid Qty 5	long	229 - 237
Bid Price 5	long	237 - 245
Bid Number Of Orders 5	short	245 - 247
Buy/Sell Flag 1	short	247 - 249
Ask Qty 1	long	249 - 257
Ask Price 1	long	257 - 265
Ask Number Of Orders 1	short	265 - 267
Buy/Sell Flag 2	short	267 - 269
Ask Qty 2	long	269 - 277
Ask Price 2	long	277 - 285
Ask Number Of Orders 2	short	285 - 287
Buy/Sell Flag 3	short	287 - 289
Ask Qty 3	long	289 - 297
Ask Price 3	long	297 - 305
Ask Number Of Orders 3	short	305 - 307
Buy/Sell Flag 4	short	307 - 309
Ask Qty 4	long	309 - 317
Ask Price 4	long	317 - 325
Ask Number Of Orders 4	short	325 - 327
Buy/Sell Flag 5	short	327 - 329
Ask Qty 5	long	329 - 337
Ask Price 5	long	337 - 345
Ask Number Of Orders 5	short	345 - 347