CONFIDENTIAL

WebSocket Market Data API

(Real-time + Historical)

Technical Specifications

02 Apr 2021

V2.2

This document is covered under a Non-Disclosure agreement with the recipient. No Part of
this document must be reproduced or forwarded to any person other than the Intended
Recipient. In case you received this document by mistake, please destroy the same
immediately.

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Table of Contents:
1. Change History .............................................................................................................................................................. 3
2. About TrueData ............................................................................................................................................................ 5
3. TrueData Advantage & Features ............................................................................................................................ 6
4. API Specifications ........................................................................................................................................................ 8
a) Overview ....................................................................................................................................................... 8
b) Streaming WebSocket (Real Time) ............................................................................................................... 8
i) Streaming WebSocket URL (Real Time) ......................................................................................... 8
ii) Authentication Response .................................................................................................................. 8
iii) Heartbeat Messages .......................................................................................................................... 9
iv) Market Messages ............................................................................................................................ 10
v) Symbol Subscribe ........................................................................................................................... 11
vi) Symbol Unsubscribe ....................................................................................................................... 12
vii) Touchline Message .......................................................................................................................... 13
viii) Tick Streaming Data Response (Real Time) .................................................................................. 14
ix) 1Min Streaming Bar Data Response (Real Time) .......................................................................... 15
x) Logout/Disconnect WebSocket (for Real Time & Historical) ........................................................ 15
xi) Forced Logout ................................................................................................................................ 16
c) Historical Data over REST .......................................................................................................................... 16
i) Historical Data API & URL ........................................................................................................... 16
ii) REST Authentication ...................................................................................................................... 18
iii) Tick Data History ........................................................................................................................... 18
iv) Bar Data History ............................................................................................................................. 19
v) Last N Bars History ........................................................................................................................ 20
vi) Last n Ticks History ....................................................................................................................... 21
vii) Retrieve the Bhavcopy ................................................................................................................... 21
viii) Retrieve the Bhavcopy Availability Status for the day .................................................................. 22
ix) Retrieve the LTP of any symbol ..................................................................................................... 23
5. Support Contact Details ............................................................................................................................................. 24
Appendix I ............................................................................................................................................................................... 24
6. Pre-built Client Library Details (Python) .............................................................................................................. 24
7. Pre-built Client Library Details (nodejs) ............................................................................................................... 24

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1. Change History

Version Date Notes

0.9 28 Jan 2020 First version (Beta)
1.0 02 Feb 2020 Master file can also be downloaded
1.1 08 Feb 2020 ATP, Bid Ask, Added in RT feed
1.2 20 Feb 2020 Symbol Subscription plus Touchline
updates
1.3 05 Mar 2020 Bid Ask Upgrades, Historical Data Updates
1.4 07 Apr 2020 Added field "O","H","L",""to trade header
1.5 06 May 2020 • Added subscription type in login
response
• Added Tick sequence number field in
tick data to track tick drops at client end
• Rearranged the sequence of the fields to
enable data flow with and without Bid /
Ask
• Added touchline fields previous close
and previous day open interest close
• Replaced Total Traded volume in place
of Turnover in tick streaming
• Added 15min/30min history
• Add Symbol ID, Symbol name &
Internval in History response to identify
& match the request with the response.
• Added 1min streaming Subscription
type
• Deprecated “mysymbols” method with
new “touchline” method
1.6 02 Aug 2020 • Added Heartbeat messages for Real time
stream
• Histories now available for Tick /
1/2/3/5/10/15/30/60 mins along with
EOD
• Added last n bars retrieval with
gethistorylastnbars method
• Added Market Messages
• Search for a symbol in the masters using
a keyword
• Sandbox page additions
• Python Library - Tick Sequence number

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• Python Library – Tick Type Added

• Python Library – Last n bars
• Python Library – Heartbeat control
1.7 18 Dec 2020 • Tick + 1 min simultaneous feed enabled
1.8 • Touchline / Add symbol format updated
• Touchline / Add symbols – fields added
• Trade (Real Time Tick) – fields added
• Option chains - Symbol list download
• Heartbeat timestamp & format updated
• Market messages format updated
• Get Market Status – Open / Closed
• Get EOD Data availability status
• Get Bhavcopy download
• Force logout enabled
• Search for a particular symbol
• Historical Data- Rate limits set
• Historical data – Idle disconnect
1.9 01 Mar 2020 • REST History Service enabled
• (WebSocket History Service Deprecated)
– Would be completed disabled from 30
Apr 2021
2.1 21 Mar 21 • Get Bhavcopy Status, get Bhavcopy,
Gainers / Loser added.
2.2 02 Apr 21 • Error codes updated

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2. About TrueData

a) TrueData Financial Information Pvt. Ltd. is on a mission to become the best market
data vendor in the country (& beyond) by providing users with a multitude of solutions for
the financial services sector, including making market data feeds available in all its forms,
to as many applications as possible, including a wide range of technical analysis
applications, trading solutions, automated & algorithmic traders / platforms and a lot more.

b) TrueData initially started out in Feb 2007 launching the first version of the well-
known app – TDI (for True Data India). The company is now an Official Real Time Data
Vendor of the NSE and MCX with direct feeds from the exchanges.

c) The company has since then developed its own applications from the ground up
with unique data integration plugins through its flagship product ‘Velocity’. The company
has also garnered strategic partnerships to bring exceptional solutions including
Historical Tick data, corporate action adjusted intraday & EOD historical data & unique
programming language agnostic APIs.

d) The company is now on a path as described by its tag line - ‘Positioning You for
Profits!’, to deliver products and services which cover the entire spectrum for the user
from Data feeds (Into his / her favorite Applications) to Decision making + Trading.

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3. TrueData Advantage & Features

TrueData is continually coming out with newer & better solutions for data
integration and Data APIs. Also, our solutions are continually improving to keep up with
the demands of users and with access to better technology. We can provide an
exceptional start point for integrating newer applications& demanding algo strategies.
The current features include: -

a) An entirely new backend customized & hosted to serve Very Low Latency Data feeds
directly from the NSE & MCX for Indices, Equities, Futures, and Currencies & Options.

b) This new backend for real time & historical data includes many new features and
improvements over the existing data structure.

c) To connect to this new backend, we have very efficient and extremely easy to
integrate APIs for Desktop applications (Socket based), Web & mobile apps (WebSocket /
REST API) with readymade code samples and quick technical support for the same. The APIs
could also be customized with regards to the data format to meet client needs (Binary / Json
/ csv).

d) Easy-to-use python (pip install truedata-ws) & nodejs libraries (npm install
truedatanodejs) with sample code is also available.

e) Real Time data for many symbols could be made available simultaneously, unlike
most brokers & vendors where you could get only up to 50 / 200 symbols at a time.

f) Real Time streaming candle data has also been made available. Streaming candle
updates are available for 1 & 5 min bars.

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g) Historical Data is currently available in Tick, 1/2/3/5/10/15/30/60 mins, along with

Daily / Weekly & Monthly formats. More time frames would be added in the future.
h) The entire History (from Tick to Monthly) is adjusted for splits, bonuses, rights &
dividends.
i) Tick data history for the current day is provided for any of the 60,000 + symbols of
NSE/ MCX. Purchase of longer tick history is possible.

j) All bar history for trial users is available for 30 calendar days. Soon, clients would
also be able to purchase, extended history for up to 1 year by contacting TrueData. More
history in case required would need to be purchased offline.

k) EOD History is adjusted and available for 10years +.

l) View both Continuous & Contract Futures Simultaneously - NIFTY-I and

NIFTY20MARFUT at the same time

m) Premium adjusted Continuous Futures (History of continuous futures adjusted at

rollover to enable seamless and even more accurate backtesting and averages over longer
durations. Symbol format – NIFTY-IP)

n) Unmatched Customer Support – LiveChat, Call, Email, TeamViewer Setups, Strategy

Guidance, TA software Setups, Comprehensive Knowledge Base, FAQ & Feedback Channel

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4. API Specifications

a) Overview
i) The TrueData API provides Real Time streaming data via WebSocket while the historical
data is provided via REST. The earlier WebSocket API service for Historical data has been deprecated
and the service would be available only upto 30 Apr 2021. A client would need to connect to the
respective WebSocket port for which they wish to receive the real time data. In case historical data is
required, then the client would need to login to the REST service using the same login details and
obtain the authentication token (bearer token) which would be needed for each subsequent request.

ii) The API is provided under two environments. One is the sandbox and the other being the
production environment. All trials and access to real time data during the development period / initial
integration period would be provided on the sandbox environment. Once you complete your
integration, you would be shifted to the Production ports. Please change the codes in your codes
accordingly.

iii) The only difference between the two live data ports would be as follows: -

a) Sandbox Environment Port(s) – Real Time – 8084

b) Production Environment Port(s) – Real Time – 8082

iv) Please use this sandbox webpage to test the feed during the development phase and to
keep a track of / compare your own coding results

a) https://wstest.truedata.in/

b) We have added a few buttons on this page to help you to start testing your code and
seeing the data flow immediately.

c) Please use this page to test the raw requests and responses in case your code has
some issues. This is recommended as the first step before you raise a ticket for your issue.

b) Streaming WebSocket (Real Time)

i) Streaming WebSocket URL (Real Time)

Streaming WebSocket URL wss://push.truedata.in:real_time_port?user=your_user_id&passw

ord=your_password

ii) Authentication Response

a) A successful login response returns the details as shown below along with the
details of segments subscribed and the type of streaming subscription enabled – which is tick
/ 1 min/ 5 min. (Note that if you are subscribed for tick, you would not receive 1 min or
5min streaming bars and vice versa.)

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b) If the client is connected elsewhere, the client would not be able to connect. You
would first need to logout from your previous session and then attempt a login.

Response {
Success “success”: true,
“message” :“TrueData Real Time Data Service”,
“segments” : [“nseeq”, “nsefo”, “mcx”, “cds” ],
“maxsymbols” : 250,
“subscription” : “tick/1min/tick+1min/tick+5min/tick+1min+5min”,
“validity” , “31/12/2020T23:30:00”
}
Response {
Failure “success”: false,
“message” :“invalid login credentials / user subscription expired / invalid request”,
“segments” : null,
"maxsymbols":0,
“subscription” : null,
"validity":"0001-01-01T00:00:00"}
}
Response {
Broker "success":false,
Token "message":"invalid token",
Not "segments":null,
Provided "maxsymbols":0,
/ "subscription":null,
Incorrect "validity":"0001-01-01T00:00:00"
}
Response {
Duplicate "success":false,
Login "message":"User Already Connected",
"segments":null,
"maxsymbols":0,
“subscription” null,
"validity":"0001-01-01T00:00:00"}
}

iii) Heartbeat Messages

a) Heartbeat messages have been added to the Real time stream (Ports 8082/8084). A
heartbeat shall be sent at every 5-6 seconds interval.

b) As soon as the client is connected to the Real time port, you would start receiving
heartbeat messages along with the time stamp, as shown below.

c) Please note that Heartbeat messages are not sent over REST for the Historical data
port. These are only sent over the Real time streaming ports.

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Heartbeat {"success":true, "message": "HeartBeat","success": true, "timestamp":

"YYYY-MM-DDTHH:MM:SS.FFF"}

iv) Market Messages

a) Market messages indicating the start and stop of the various market sessions have been
added for NSE. The following messages are pushed automatically in the real time
WebSocket streams: -

• NSE EQ Pre Open Start

• NSE EQ Pre Open End
• NSE EQ Normal Market Start
• NSE FO Normal Market End
• NSE EQ Post Close Start
• NSE EQ Post Close End
• NSE FO Normal Market Start
• NSE FO Normal Market End
• MCX Market Status: 5 Session No: 1
• MCX Market Status: 6 Session No: 1
• MCX Market Status: 1 Session No: 2
• MCX Market Status: 2 Session No: 2

Market
Messages {“success” : “true” , "message":"marketstatus","data":"NSE EQ Normal
Examples Market Start"}

{“success” : “true” ,"message":"marketstatus","data":"NSE FO Normal Market

Start"}

{"success":true,"message":"marketstatus","data":"MCX Market Status: 1

Session No: 2"}

b) Other than the market messages which are pushed automatically, you can also check at
any time if a particular market is open or closed.

Request {
"method”: " getmarketstatus ",
}
Respons
e {
"success":true,
"NSE_EQ":"CLOSED","NSE_FO":"CLOSED","NSE_CDS":"OPEN","MCX":"OPEN
"
}

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v) Symbol Subscribe

a) The symbols once subscribed are referred to by their symbol ids in the real time feed.

b) When you subscribe for a symbol with the request as shown below, a successful
response would return the touchline, which would have the symbol id. This symbol id would
need to be mapped to that symbol. This would help you to identify the data in the stream to
that symbol.

c) As mentioned above, the symbol subscribed return includes a snap shot (touchline)
information about the symbol till that very moment. This is also helpful post market hours to
get the snapshot of the market at close of trade for reference till the next trading day open.
The touchline is explained in detail at Sl. No. vii below

d) Search for a symbol / symbol keyword in the masters - Another way to get the
symbol id list would be to search for the symbols (recommended) or request for the entire
masters (not recommended) from the following mentioned URL to get the master files in
json format: -

https://api.truedata.in/getAllSymbols?segment=eq&user=your_user_id&password=your_pas
sword&search=RELIANCE

e) Download entire Master files - You can also download the entire Master files if
needed. This however, may not be needed as Symbol ID is already returned when you first
subscribe to the symbol for the streaming feed.

https://api.truedata.in/getAllSymbols?segment=fut&user=your_user_id&password=your_pa
ssword&csv=true&allexpiry=false

Please change the segment in this URL as desired by you: -

✓ segment=eq – Equity Master

✓ segment=fo – Futures & Options Master
✓ segment=fut – Futures (Only) Master
✓ segment=mcx – MCX Master
✓ segment=all – Full master (all segments)

*Please note that it is not necessary to download the master files as the symbol ID is returned once a
symbol subscription request is sent (as shown below).
*The instrument list API returns large amounts of data. It's best to request it once a day (ideally at
around 08:30 AM) and store in a database at your end.
*JSON format – removing &csv=True would give you the response in JSON format. Note that this
would increase the download size and could take longer to download
*&allexpiry=true would download all the symbols (including all expired symbols) in the TrueData
database. This could be a huge list and it is recommended to use the &search command instead as
explained above.

f) Get Option Chain Symbols - If you need to get all the symbols of an Option
chain, you can get those by calling the getOption Chain command. You need to specify the
symbol and the expiry date in yyyymmdd format. Default format for the option chain is json.
If you need the option in csv format add “&csv=true” in the end.

https://api.truedata.in/getOptionChain?user=your_user_id&password=your_password
&symbol=NIFTY&expiry=20200917&csv=true

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g) Add symbol request and response is now updated to an array. Many additional
fields have been added like timestamp, Bid, Ask. Except for the message > symbols added, the
format of the message is same as the touchline message. For detailed format of the message
see the touchline fields as explained in Sl. No. vii. An example of the return when symbols are
added is as below: -

Request {
"method" : "addsymbol",
"symbols" : ["NIFTY BANK", "NIFTY-I", "RELIANCE20DECFUT",
"CRUDEOIL-I"]
}

Response {
Success "success":true,
"message":"symbols added",
"symbolsadded":4,
"symbollist":
[
["NIFTY BANK","200000004","2020-12-17T08:40:29","30698.4","0","0",
"0","30920.35","30932.25","30587.1","30698.4","0","0","0","0","0","0" ],
["NIFTY-I","900000596","2020-12-17T09:17:52","13701.8","300","13695.74",
"206850",13710.15","13715.2","13686.9","13699.45","12538050","2832963189
","13701.25","450","13701.9","375"],
["RELIANCE20DECFUT","300173228","2020-12-17T09:17:52","1996",
"12625","1991.2","448945","1996","1996.2","1985.3","1984.6","35465140","0",
"1995.55","1010","1996.55","1010"],
["CRUDEOIL-I","950000072","2020-12-17T09:17:52","3554","0","3554.48",
"209","3555","3558","3551","3520","1057","74288600","3553","40","3554","19
"]
],
"totalsymbolsubscribed":4
}
Response {
Failure "success": false,
"message" : "symbol limit reached / invalid request"
}

vi) Symbol Unsubscribe

Request {
"method": "removesymbol",
"symbols": ["MINDTREE"]
}

Response {
Success “success”: true,
“message” :“symbols removed”,
“symbolsremoved” : 1,

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}
Response {
Failure “success”: false,
“message” :“invalid symbol/invalid request”
}

vii) Touchline Message

a) Touchline messages comes automatically before market begins, at MCX Pre-open

Start (Normally 8:45AM) followed by NSE Pre Open Start (Normally 9:00 AM) and also at
30 seconds after NSE Pre Open Close (Normally around 09:08 am). The aim to push these
messages is mainly to update the previous Close & the Prev OI close prior to market open.

b) The touchline message is similar to the symbols added message, which is now
formatted as an array in an array. The touchline message is pushed into the real time
WebSocket streams at the times mentioned above and also when symbols are added:-

Symbol, SymbolID, LastUpdateTime, LTP, TickVolume, ATP, TotalVolume, Open, High, Low ,
Previous Close , Today’s OI , Previous Open Interest Close, Turnover, Bid , BidQty , Ask , AskQty

c) Note that the requesting for touchline method ("method": "touchline"), has been
deprecated. Touchline is now pushed automatically at certain times as listed above without
the requirement of a request. Also, this is sent whenever a symbol is subscribed as explained
above. Please find the message format below:-

Touchline {
"success":true,
"message":"touchline",
"symbolsadded":4,
"symbollist":
[
["NIFTY BANK","200000004","2020-12-17T08:40:29","30698.4","0","0",
"0","30920.35","30932.25","30587.1","30698.4","0","0","0","0","0","0" ],
["NIFTY-I","900000596","2020-12-17T09:17:52","13701.8","300","13695.74",
"206850",13710.15","13715.2","13686.9","13699.45","12538050","283296318
9","13701.25","450","13701.9","375"],
["RELIANCE20DECFUT","300173228","2020-12-17T09:17:52","1996",
"12625","1991.2","448945","1996","1996.2","1985.3","1984.6","35465140","0
","1995.55","1010","1996.55","1010"],
["CRUDEOIL-I","950000072","2020-12-17T09:17:52","3554","0","3554.48",
"209","3555","3558","3551","3520","1057","74288600","3553","40","3554","1
9"]
],
"totalsymbolsubscribed":4
}

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viii) Tick Streaming Data Response (Real Time)

a) Tick Streaming Data needs to be allowed from the True Data backend. This is allowed
by default (Data subscription is tick).
b) The stream contains two main messages type header – ‘trade’ and ‘bidask’
c) The ‘bidask’ header needs to be also allowed from the backend. This is allowed by default
in case of Tick Streaming data is enabled. However, this could be disabled in case it is not
required by a client to reduce the flow / clutter in the feed.
d) The ‘trade’ header also contains a Special tag character which contains "O", "H","L"
or "" as a field, signifying if the tick is an open tick for the day, day’ s high or day’ low. If
it’s none of these it is demarcated with nothing. An “OHL” Tag has also been added in the
ases where we have sent the first tick (Open) itself along with a new High & also a New Low.
e) Tick Sequence number provided helps you verify that no Ticks are lost or packets
dropped and that you were able to handle all the packets received.
f) Implementing an asynchronous WebSocket client may be a complex task. We
recommend using our pre-built client libraries in Python. If not done properly this could fill
up the receive buffer at your end and the send buffer at the server end leading to packet drops.
g) In case both Tick Streaming & Bid / Ask are activated (Allowed by default),
then the following response would be sent to the user: -

i) The response with the “trade” header is sent whenever there is a trade in the
subscribed symbol, and it includes the following fields: -

Symbol ID, Date Time (Timestamp), LTP, LTQ, ATP (Average Traded Price – for
the day), TTQ (Total Traded Qty – Volume for the day), Open, High, Low, Prev
Close, OI (Open Interest), Prev Open Int Close, Day’s Turnover, Special Tag
(”O/H/L” or “”), Tick Sequence No, Bid, Bid Qty, Ask, Ask Qty

Response {"trade":["100000995","2020-12-
JSON 16T14:02:32","1472.8","635","1475.83","680949","1475.05","1484","1463","1468.35","0","0","
(with 1004964962.67","","4775","1472.8","429","1473.3","34"]}
bid/ask)

ii) The response with the “bidask” header is sent whenever there is only a
Bid / Bid Qty / Ask / Ask Qty update without any trade having been executed in the
subscribed symbol and it includes the following fields: -

Symbol ID, Date Time (Timestamp), Bid, Bid Qty, Ask, Ask Qty

Response JSON {"bidask":["950000606","2/18/2020 3:43:45 PM","3698","34","3700","54"]}

h) In case only Tick Streaming is activated & Bid /Ask are deactivated on request,
then the following response would be sent to the user: -

i) The response with the “trade” header is sent whenever there is a trade in
the subscribed symbol, and it includes the following fields: -

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Symbol ID, Date Time (Timestamp), LTP, LTQ, ATP (Average Traded Price – for
the day), TTQ (Total Traded Qty – Volume for the day), Open, High, Low, OI
(Open Interest),PrevDay Open Int, Special Tag (”O/H/L” or “”), Tick Sequence
No

Response {"trade":["100000995","2020-12-
JSON 16T14:02:32","1472.8","635","1475.83","680949","1475.05","1484","1463","1468.35","0
(without ","0","1004964962.67","","4775"]}
bid/ask)

ii) There would be no “bidask” header in this response. This needs to be

disabled from our backend as it is enabled by default.

ix) 1Min Streaming Bar Data Response (Real Time)

a) Please note that a single user can subscribe for either Tick streaming or 1 min Bar
streaming.
b) Bid / Ask Streaming does not form a part of 1 min streaming subscription.
c) 1 Min streaming is not enabled by default.
d) The number of symbols streamed would depend upon your subscription.
e) Format shall be {“bar1min”, [symbolid, timestamp, open, high, low, close, volume,
oi]}

Response JSON {"bar1min":

(Compressed GZIP) ["950000114",
"2020-05-06T09:06:00",
"45691",
"45698",
"45687",
"45693",
"45",
"7602"]}

x) Logout/Disconnect WebSocket (for Real Time & Historical)

a) Logging out from the Real time WebSocket connection would now not force a logout
from the historical WebSocket connection or vice versa. Meaning that you would need to
logout of the real time & historical ports separately.
b) However, note that, in case of no request on the Historical Data Port, the History Data
WebSocket would get disconnected after an idle time of 90 minutes. For a subsequent
history request in that case you would need to re-login to the Historical data WebSocket port.

Request {
"method": "logout"
}

Response {
Success “success”: true
}

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xi) Forced Logout

a) There may be occasions when you are logged in / connected via WebSocket
elsewhere and have forgotten about it and are then trying to reconnect again at a different
location with your same id or password.
b) In this case you would get a “User Already Connected” message.
c) This could also happen if you have had a dirty disconnect from your previous session
or that your coding environment has not cleanly disconnected your previous session.
d) In such a case you can use the force logout command.
i) Make sure that all your sessions are closed. This is especially important in
case automated reconnect to the WebSocket has been enabled by you.
ii) Request you to fire the below-given URL(s) to force logout from all other
places that you might have been logged in.
iii) Wait for 1 min after firing the URL and then try to log in and you should
not get this error message.
iv) URL for Real-Time
Connection: https://api.truedata.in/logoutRequest?user=xxx&password=yyy&port
=8082
(note port as per your concerned port)
v) For the historical port a re-login after 3600 seconds would provide you
with a fresh authorization token.

c) Historical Data over REST

i) Historical Data API & URL

a) History URL for login / authentication > https://auth.truedata.in/token

b) History URL for subsequent requests > https://history.truedata.in/...
c) History tokens have a validity of 3600 seconds. A new token needs to be obtained
in time in case further requests are required to be made.
d) Request rates are currently limited for tick history as follows. (This includes all
REST calls): -

i) Calls in 1 second – 3 (Max)

ii) Calls in 1 minute – 100 (Max)
iii) Calls in 1 hour – 6000 (Max)

e) The access token is renewed once every day at around 4 am. A fresh token needs to
be obtained at that time to continue using the service without any interruptions.
f) In case there is no data available for the date time range, given in the request, then
you will get a message like so: -

"No Data exists for <Symbol>"

g) You can download the entire postman collection for quicker development from this
link here:

h) You can pull the response in csv or json formats. You need to declare the response
format needed in your request. However, a csv response is recommended as it lowers the

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amount of data transfer / bandwidth consumption and thereby the data lands up faster due to
its comparably smaller size.

i) The recommended and default response format is csv. Json responses are also
possible. We recommend choosing the csv response format as it ensures comparatively
smaller bandwidthusage for the same historical data thereby enabling faster delivery over the
internet.

j) Sample csv format is as follows:-

timestamp,open,high,low,close,oi,volume
2021-02-01T09:07,1859.4,1859.4,1859.4,1859.4,1,0
2021-02-01T09:15,1859.4,1862.3,1853.05,1856.95,578586,0
2021-02-01T09:16,1857.8,1861.6,1856.15,1860.4,240393,0
……

k) Sample json format is as follows:-

{
"status": "Success",
"Records": [
[
"2021-03-22T15:29:40",
14756.55,
150,
8712225,
14756.4,
150,
14757.0,
375
],
[
"2021-03-22T15:29:42",
14757.0,
975,
8712225,
14756.5,
300,
14757.0,
225
]]}

l) For the rest of the document we have depicted all responses in the recommended
format which is csv.

m) To hasten your development process, the Postman collection for the Historical
REST API is available from this link. Please unzip the file and import it into Postman
(https://www.postman.com/) to work with it :-

TrueData_History_REST_API_v1.1.postman_collection

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ii) REST Authentication

a) The first step in the authentication process is to obtain the token which can be used
for subsequent requests. This is a POST request like so: -

Service URL https://auth.truedata.in/token

Request Method POST
Format x-www-from-urlencoded
Request Parameters username <user-id>
password <user-pwd>
grant_type passoword

b) The above request typically sends JSON response as follows: -

Response JSON
Sample Response {
"access_token": "og6zhJqQZuLAT54CpwPFNI8yOhC
RasyMiO6eMS62YF19A9tAMkgqJNP4LreC2vt_muHKpcMOisi
wPZgHZNmxwvfplKvU3SVZJ2QMtET3oeAMT8smgAP9HIxLTYn
QJIMJ_QB0xYWGe5efwGO4Kwun16nZ9GvNdQyPhPNed5t-oR-
ajdg_bSGdzb8XusmMbctC5aiCE2w2dcknuWKm6v8follpLD6
VvYBhEIHWxguePUuTfNztsZyVDyLn4p_-
vlwmquxDtt5BHqQfSksq_zy9hA",
"token_type": "bearer",
"expires_in": 13961,
"userName": "<your_username>",
".expires": "Sun, 21 Mar 2021 22:30:00 GMT",
".issued": "Sun, 21 Mar 2021 18:37:18 GMT"
}
Response access_token : will be used in subsequent request to retireve
parameters data
expires_in : token validity in seconds
Token_type: bearer (type of token)
Error {
"error": "invalid_grant",
"error_description": "The user name or password is
incorrect."
}
{
"error": "invalid_grant",
"error_description": "User subscription expired."
}

iii) Tick Data History

a) Tick Data can be retrieved using the following request. This is a GET request like
so: -

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Service URL https://history.truedata.in/getticks?

symbol=NIFTY-I&bidask=0&from=210224T09:00:00&
to=210225T15:30:00&response=csv
Request Method GET
Headers bearer your-token – supply token obtained from auth
service in header
GET symbol=symbol-name e.g. NIFTY-I or RELIANCE or CURDEOIL-I
Query string bidask=0/1 , set 1 to get bid/ask in response otherwise 0
Parameters from=yymmddTHH:mm:ss – from date
to=yymmddTHH:mm:ss – to date
response=csv/json – response type required

b) Above request typically sends CSV or JSON response as follows: -

Response CSV/JSON
Sample Response timestamp,ltp,volume,oi,bid,bidqty,ask,askqty
2021-02-24T09:15:00,14755.15,1,7390425,14730,225,14745.45,375
Csv >
2021-02-24T09:15:00,14755.35,1,7390425,14730,225,14745.45,375
2021-02-24T09:15:00,14725,1,7390425,14730,225,14745.45,375
….
Response time,ltp, tickvol, openinterest,bid,bidqty,ask,askqty
parameters
Error Response1 API calls quota exceeded! maximum admitted 1 per
Second.
Error Response2 Segment not subscribed
Error Response3 Symbol does not exist
Error Response4 Authorization has been denied for this request.
Error Response5 No data exists for <symbol>

iv) Bar Data History

a) Bar Data History can be retrieved using the following request. This is a GET
request like so: -

Service URL https:// history.truedata.in/getbars?

symbol=RELIANCE&from=210201T09:00:00&
to=210224T15:30:00&response=csv&interval=1min
Request Method GET
Headers bearer your-token – supply token obtained from auth
service in header
GET symbol=symbol-name e.g. NIFTY-I or RELIANCE or CURDEOIL-I
Query string from=yymmddTHH:mm:ss – from date
Parameters to=yymmddTHH:mm:ss – to date
response=csv/json – response type required
interval=1min/2min/3min/5min/10min/15min/30min/60min

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b) Above request typically sends CSV or JSON response as follows: -

Response CSV/JSON
Sample Response timestamp,open,high,low,close,oi,volume
2021-02-01T09:07,1859.4,1859.4,1859.4,1859.4,1,0
2021-02-01T09:15,1859.4,1862.3,1853.05,1856.95,578586,0
2021-02-01T09:16,1857.8,1861.6,1856.15,1860.4,240393,0
……
Response parameters time,open,high,low,close,volume,openinterest
Error Response1 API calls quota exceeded! maximum admitted 1 per
Second.
Error Response2 Segment not subscribed
Error Response3 Symbol does not exist
Error Response4 Authorization has been denied for this request.
Error Response5 No data exists for <symbol>

v) Last N Bars History

a) Last N Bars History is currently enabled for 1 min & EOD bars. More bar sizes
will be added in the future.
b) The Data of the last ‘n’ bars can be retrieved using the following request. This is a
GET request like so: -

Service URL https:// history.truedata.in/getlastnbars?

symbol=NIFTY-I
&response=csv&nbars=200&interval=1min&bidask=0
Request Method GET
Headers bearer your-token – supply token obtained from auth
service in header
GET symbol=symbol-name e.g. NIFTY-I or RELIANCE or CURDEOIL-I
Query string nbars=1 to 200 (max 200)
Parameters response=csv/json – response type required
bidask=0 (must be 0)
interval=1min/2min/3min/5min/15min/30min/60min/eod

c) Above request typically sends CSV or JSON response as follows: -

Response CSV/JSON
Sample Response timestamp,open,high,low,close,oi,volume
2021-02-01T09:07,1859.4,1859.4,1859.4,1859.4,1,0
2021-02-01T09:15,1859.4,1862.3,1853.05,1856.95,578586,0
2021-02-01T09:16,1857.8,1861.6,1856.15,1860.4,240393,0
……
Response parameters time,open,high,low,close,volume,openinterest
Error Response1 API calls quota exceeded! maximum admitted 1 per
Second.
Error Response2 Segment not subscribed

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Error Response3 Symbol does not exist

Error Response4 Authorization has been denied for this request.
Error Response5 No data exists for <symbol>

vi) Last n Ticks History

a) The Data of the last ‘n’ ticks can be retrieved using the following request. This is a
GET request like so: -

Service URL https:// history.truedata.in/getlastnticks?

symbol=ACC&
bidask=1&
response=csv&
nticks=2000&interval=tick
Request Method GET
Headers bearer your-token – supply token obtained from auth
service in header
GET symbol=symbol-name e.g. NIFTY-I or RELIANCE or CURDEOIL-I
Query string nticks=1 to 200 (max 200)
Parameters response=csv/json – response type required
interval=tick – must be tick

b) Above request typically sends CSV or JSON response as follows: -

Response CSV/JSON
Sample Response timestamp,ltp,volume,oi,bid,bidqty,ask,askqty
2021-02-24T09:15:00,14755.15,1,7390425,14730,225,14745.45,375
2021-02-24T09:15:00,14755.35,1,7390425,14730,225,14745.45,375
2021-02-24T09:15:00,14725,1,7390425,14730,225,14745.45,375
….
Response time,ltp, tickvol, openinterest,bid,bidqty,ask,askqty
parameters
Error Response1 API calls quota exceeded! maximum admitted 1 per
Second.
Error Response2 Segment not subscribed
Error Response3 Symbol does not exist
Error Response4 Authorization has been denied for this request.
Error Response5 No data exists for <symbol>

Note: bid, bid_qty, ask, ask_qty only comes if requested & enabled

vii) Retrieve the Bhavcopy

a) The Bhavcopy of any particular date, can be retrieved. The token obtained in
authentication would need to be used in this too, like in any other request. This is a GET
request like so: -

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Service URL https:// history.truedata.in/

getbhavcopy?segment=MCX&date=2020-02-
18&response=csv
Request Method GET
Headers bearer your-token – supply token obtained from auth
service in header
GET segment=eq/fo/mcx/cds
Query string date=yyyy-MM-dd
Parameters response=csv/json – response type required

b) Above request typically sends CSV or JSON response as follows: -

Response CSV/JSON
Sample Response symbolid,symbol,open,high,low,close,volume,oi
800000372,MCXCOMPDEX,11059.52,11133.83,10984.32,11110.59,0,0
800000373,MCXBULLDEX,14944.58,14956.36,14771.68,14877.5,0,0
…
Response symbolid,symbol,dopen,dhigh,dlow,dclose,volume,oi
parameters
Error Response1 Authorization has been denied for this request.
Error Response2 No data exists for <date>

viii) Retrieve the Bhavcopy Availability Status for the day

a) Before you can request for the Bhavcopy, you need to know if the Bhavcopy for
the day has arrived or not.
b) You can retrieve the Bhavcopy availability status of today’s bhavcopy or for that
matter, for any particular date. The token obtained in authentication would need to be used
in this too, like in any other request. This is a GET request like so: -

Service URL https:// history.truedata.in/

/getbhavcopystatus?segment=FO&date=2020-02-
20&response=csv
Request Method GET
Headers bearer your-token – supply token obtained from auth
service in header
GET segment=eq/fo/mcx/cds
Query string date=yyyy-MM-dd
Parameters response=csv/json – response type required

c) Above request typically sends CSV or JSON response as follows: -

Response CSV/JSON

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Sample Response segment,timestamp

FO,3/2/2021 7:54:00 PM
Response parameters Segment, timestamp
Error Response1 Authorization has been denied for this request.
Error Response2 No data exists for <date>

ix) Retrieve the LTP of any symbol

a) The Last traded price (LTP) of any particular date, can be retrieved. The token
obtained in authentication would need to be used in this too, like in any other request. This is
a GET request like so: -

Service URL https:// history.truedata.in/getlastnticks?

symbol=RELIANCE&
bidask=1&response=csv&
nticks=1&interval=tick
Request Method GET
Headers bearer your-token – supply token obtained from auth
service in header
GET symbol=symbol-name e.g. NIFTY-I or RELIANCE or CURDEOIL-I
Query string nticks=1
Parameters response=csv/json – response type required
interval=tick

b) Above request typically sends CSV or JSON response as follows: -

Response CSV/JSON
Sample Response timestamp,ltp,volume,oi,bid,bidqty,ask,askqty
2021-03-
03T15:30:00,15300,900,10911825,15299.95,150,153
03,75
Response timestamp,ltp,volume,oi,bid,bidqty,ask,askqty
parameters
Error Response1 API calls quota exceeded! maximum admitted 1 per
Second.
Error Response2 Segment not subscribed
Error Response3 Symbol does not exist
Error Response4 Authorization has been denied for this request.
Error Response5 No data exists for <symbol>

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5. Support Contact Details

Data Vendor Name TRUEDATA FINANCIAL INFORMATION

PVT. LTD
GSTIN 24AAECT8911G1ZD
Permanent Account Number AAECT8911G
Address 309-310, Ugati Corporate Park, Opposite
ICICI Bank, PIN - 382421
City Gandhinagar
State Gujarat
Email address of contact person support@truedata.in
Client Support Number +91-7304-22-44-66

Appendix I

6. Pre-built Client Library Details (Python)

a) You can run ‘pip install truedata-ws’ to get the latest version of the library.
b) Refer this link for latest updates >> https://pypi.org/project/truedata-ws/

7. Pre-built Client Library Details (nodejs)

c) You can run ‘npm install truedata-nodejs’ to get the latest version of the library.
d) Refer this link for latest updates >> https://www.npmjs.com/package/truedata-nodejs

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