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Depth Feed

Websocket Depth Feed will provide multiple instruments available actions and possible values at once.

Tabbed Interface
from thefirstock import thefirstock

listOfTradingSymbol = ["Nifty Bank", "Nifty 50"]

def depth_feed_data(data):

  • In the above code you can send the trading symbol in the list to subscribe for the feed,
  • You can choose the socket_connection either to 1 or 2 and can maintain two connection simultaneously.
  • Once the above steps are done, you can create a method and provide it as a callback to the callback_depth_feed then this will start
    posting the feed to that method.

Acknowledgement Response


Feed Response

Parameter Description
t type
tf tick feed
tk tick acknowledgement
e exchange
tk token
pc percentage change
cv change value
v volume
o open
h high
l low
c close
ap average price
ts Symbol Name
bp1...bp5 Depth buy price
sp1...sp5 Depth sell price
bq1...bq5 Depth buy quantity
sq1...sq5 Depth sell quantity
bo1...bo5 Depth buy order
so1...so5 Depth sell order
oi open interest
ltp last traded qty
ltt last traded time
tbq total buy qty
tsq total sell qty
uc upper circuit
lc lower circuit