New Websocket

Subscribe Feed

This document details how to subscribe to the market feed on the Firstock Websockets.

Overview

The Subscribe Feed API enables you to initiate a persistent WebSocket connection to Firstock’s real-time market data stream. Through this connection, you can subscribe to price feeds (LTP, and more) for multiple instruments simultaneously, receiving bundled updates in a single message

Body

Order Placement API Parameters
Field Type Mandatory Description Example
action

string

Yes

Type of request;

"t"
tokens

string

Yes

Subscription parameter

"BSE:500470|NSE:26000|NSE:2885"

Request

Multiple Token

{"action":"subscribe","tokens":"BSE:500470|NSE:26000"}

action = Type of request; subscribe indicates a live subscription to market data

tokens = Parameters for subscription. In Multiple Token, we can send multiple tokens in single request.

Single Token

{"action":"subscribe","tokens":"NSE:2885"}

action = Type of request; subscribe indicates a live subscription to market data

tokens = Parameters for subscription. In Single Token, we can send only one tokens in single request.


Response Structure

  1. Acknowledgement Response

Body

Number of Acknowledgements for a single subscription will be the same as the number of scrips mentioned in the key (k) field.

Order Placement API Parameters
Parameter Description

best_buy

Array of top 5 buy orders with price, quantity, and number of orders.

best_sell

Array of top 5 sell orders with price, quantity, and number of orders.

c_exch_feed_time

Exchange feed time in human-readable format (e.g., 24-Apr-2025 13:45:24).

c_exch_seg

Exchange segment, such as NSE or BSE.

c_net_change_indicator

Indicator showing the direction or amount of net price change.

c_symbol

Scrip token symbol representing the instrument.

i_buy_depth_size

Depth size of buy orders (number of levels).

i_sell_depth_size

Depth size of sell orders (number of levels).

i_feed_time

Feed timestamp in milliseconds since Unix epoch.

i_last_trade_time

Time of the last trade in system timestamp format.

i_last_traded_price

Last traded price (usually in paise).

i_open_interest

Current open interest value for the contract.

i_total_open_interest

Total open interest for the underlying instrument.

i_total_buy_quantity

Sum of all buy quantities across order book.

i_total_sell_quantity

Sum of all sell quantities across order book.

i_total_tradevalue

Total traded value of the instrument today (in paise).

i_volume_traded_today

Total number of units traded today.

i_seconds_since_boe

Microsecond-precision time since beginning of exchange day.

i_usecs

Microseconds part of the timestamp for precise timing.

Response:

{
  "best_buy": [
    {
      "price": 9223372036854775808,
      "quantity": 9223372036854775808,
      "orders": 9223372036854775808
    },
    {
      "price": 9223372036854775808,
      "quantity": 9223372036854775808,
      "orders": 9223372036854775808
    },
    {
      "price": 9223372036854775808,
      "quantity": 9223372036854775808,
      "orders": 9223372036854775808
    },
    {
      "price": 9223372036854775808,
      "quantity": 9223372036854775808,
      "orders": 9223372036854775808
    },
    {
      "price": 9223372036854775808,
      "quantity": 9223372036854775808,
      "orders": 9223372036854775808
    }
  ],
  "best_sell": [
    {
      "price": 9223372036854775808,
      "quantity": 9223372036854775808,
      "orders": 9223372036854775808
    },
    {
      "price": 9223372036854775808,
      "quantity": 9223372036854775808,
      "orders": 9223372036854775808
    },
    {
      "price": 9223372036854775808,
      "quantity": 9223372036854775808,
      "orders": 9223372036854775808
    },
    {
      "price": 9223372036854775808,
      "quantity": 9223372036854775808,
      "orders": 9223372036854775808
    },
    {
      "price": 9223372036854775808,
      "quantity": 9223372036854775808,
      "orders": 9223372036854775808
    }
  ],
  "c_exch_feed_time": "24-Apr-2025 13:45:24",
  "c_exch_seg": "NSE",
  "c_net_change_indicator": 43,
  "c_symbol": "26074",
  "i_buy_depth_size": 5,
  "i_feed_time": 1745482524000,
  "i_last_trade_time": 9223372036854775808,
  "i_last_traded_price": 1228855,
  "i_open_interest": 9223372036854775808,
  "i_seconds_since_boe": 1745482524462990160,
  "i_sell_depth_size": 5,
  "i_total_buy_quantity": 9223372036854775808,
  "i_total_open_interest": 9223372036854775808,
  "i_total_sell_quantity": 9223372036854775808,
  "i_total_tradevalue": 9223372036854775808,
  "i_usecs": 462990160,
  "i_volume_traded_today": 9223372036854775808
}
  1. Updates Response

Body

Order Placement API Parameters
Parameter Description

best_buy

Array of top 5 buy orders containing price, quantity, and number of orders at each level.

best_sell

Array of top 5 sell orders containing price, quantity, and number of orders at each level.

c_exch_feed_time

Exchange feed time in readable format (e.g., 24-Apr-2025 13:45:24).

c_exch_seg

Exchange segment identifier (e.g., NSE).

c_net_change_indicator

Indicates net price change direction.

c_symbol

Internal symbol code used for identifying the security.

i_buy_depth_size

Number of levels in the buy order book.

i_sell_depth_size

Number of levels in the sell order book.

i_feed_time

Feed time in milliseconds since epoch.

i_last_trade_time

Timestamp of the last trade (if available).

i_last_traded_price

Last traded price (multiplied by 100).

i_open_interest

Current open interest on the contract.

i_total_open_interest

Total open interest across all contracts for the underlying.

i_total_buy_quantity

Sum of all buy quantities across order book levels.

i_total_sell_quantity

Sum of all sell quantities across order book levels.

i_total_tradevalue

Total value of trades executed today (in paise).

i_volume_traded_today

Total number of contracts traded today.

i_seconds_since_boe

Nanoseconds since beginning of exchange (BOE) day.

i_usecs

Microsecond part of the feed timestamp.

Response:

{
  "best_buy": [
    {
      "price": 9223372036854775808,
      "quantity": 9223372036854775808,
      "orders": 9223372036854775808
    },
    {
      "price": 9223372036854775808,
      "quantity": 9223372036854775808,
      "orders": 9223372036854775808
    },
    {
      "price": 9223372036854775808,
      "quantity": 9223372036854775808,
      "orders": 9223372036854775808
    },
    {
      "price": 9223372036854775808,
      "quantity": 9223372036854775808,
      "orders": 9223372036854775808
    },
    {
      "price": 9223372036854775808,
      "quantity": 9223372036854775808,
      "orders": 9223372036854775808
    }
  ],
  "best_sell": [
    {
      "price": 9223372036854775808,
      "quantity": 9223372036854775808,
      "orders": 9223372036854775808
    },
    {
      "price": 9223372036854775808,
      "quantity": 9223372036854775808,
      "orders": 9223372036854775808
    },
    {
      "price": 9223372036854775808,
      "quantity": 9223372036854775808,
      "orders": 9223372036854775808
    },
    {
      "price": 9223372036854775808,
      "quantity": 9223372036854775808,
      "orders": 9223372036854775808
    },
    {
      "price": 9223372036854775808,
      "quantity": 9223372036854775808,
      "orders": 9223372036854775808
    }
  ],
  "c_exch_feed_time": "24-Apr-2025 13:45:24",
  "c_exch_seg": "NSE",
  "c_net_change_indicator": 43,
  "c_symbol": "26074",
  "i_buy_depth_size": 5,
  "i_feed_time": 1745482524000,
  "i_last_trade_time": 9223372036854775808,
  "i_last_traded_price": 1228855,
  "i_open_interest": 9223372036854775808,
  "i_seconds_since_boe": 1745482524462990160,
  "i_sell_depth_size": 5,
  "i_total_buy_quantity": 9223372036854775808,
  "i_total_open_interest": 9223372036854775808,
  "i_total_sell_quantity": 9223372036854775808,
  "i_total_tradevalue": 9223372036854775808,
  "i_usecs": 462990160,
  "i_volume_traded_today": 9223372036854775808
}

Unsubscribe Feed

Body

Below is the general JSON body for the Unsubscribe Feed API request. All fields marked as Mandatory must be included.

Order Placement API Parameters
Field Type Mandatory Description Example
action

string

Yes

Type of request;

"t"
tokens

string

Yes

UnSubscription parameter

"BSE:500470|NSE:26000|NSE:2885"

Request

Multiple Token

{"action":"unsubscribe","tokens":"BSE:500470|NSE:26000"}

action = Type of request; unsubscribe indicates you want to stop receiving live market data for the specified tokens.

tokens = Parameters for unsubscription. In Multi Token, we can multiple tokens in single request.

Single Token

{"action":"unsubscribe","tokens":"NSE:2885"}

action = Type of request; unsubscribe indicates you want to stop receiving live market data for the specified tokens.

tokens = Parameters for unsubscription. In Single Token, we can send only one tokens in single request.