Websocket

Subscribe Feed V2

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	"subscribe"
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.

Example Usage

Multiple Tabbed Interfaces

Python

Nodejs

Golang

from firstock import Firstock, FirstockWebSocket
import time

def subscribe_feed_data(data):
    print(data)

user_id = 'YOUR_USER_ID'

model = FirstockWebSocket(
    subscribe_feed_data=subscribe_feed_data,
    tokens=["NSE:26000"]
)

conn, err = Firstock.initialize_websockets(user_id, model)
print("Error:", err)

if conn:
    err = Firstock.subscribe(conn, ["BSE:1"])
    print("Subscribe Error:", err)

time.sleep(25)

err = Firstock.unsubscribe(conn, ["NSE:26000", "BSE:1"])
print("Unsubscribe Error:", err)

time.sleep(5)

close_err = Firstock.close_websocket(conn)
print("Close Error:", close_err)

const { Firstock, FirstockWebSocket } = require("firstock");

// Define callback method 
function subscribeFeedData(data) {
    console.log(data);
}

const userId = 'YOUR_USER_ID';
const model = new FirstockWebSocket({
    subscribe_feed_data: subscribeFeedData,
    tokens: ["NSE:26000"]
});

async function main() {
    // Create the Firstock instance
    const firstock = new Firstock();
    
    const [conn, err] = await firstock.initializeWebsockets(userId, model);
    console.log("Error:", err);
    
    if (conn) {
        const subscribeErr = await firstock.subscribe(conn, ["BSE:1"]);
        console.log("Subscribe Error:", subscribeErr);
    }
    
    await new Promise(resolve => setTimeout(resolve, 25000));
    
    // Unsubscribe
    const unsubErr = await firstock.unsubscribe(conn, ["NSE:26000", "BSE:1"]);
    console.log("Unsubscribe Error:", unsubErr);
    
    await new Promise(resolve => setTimeout(resolve, 5000));
    
    // Close WebSocket connection
    const closeErr = await firstock.closeWebsocket(conn);
    console.log("Close Error:", closeErr);
}

main();

import (
	"github.com/the-firstock/firstock-developer-sdk-golang/Firstock"
)

//Establishing WebSocket Connection
var conn1 *websocket.Conn

func webSocketConnection1(conn *websocket.Conn) {
  if conn != nil {
    conn1 = conn
  }
}

//CallBack method
func subscribeFeedData(data Firstock.SubscribeFeedModel) {
  fmt.Println(data)
}

model := Firstock.WebSocketModel{
    SubscribeFeedData:             subscribeFeedData,
    SubscribeFeedTokens:         []string{"NSE:26000"},
    WebSocketConection:          webSocketConnection1,
  }
err = Firstock.InitializeWebSockets("{{userId}}", model)
fmt.Println("Error:", err)
if conn1 != nil {
  err = Firstock.Subscribe(conn1, []string{"BSE:1"})
}
fmt.Println("Error:", err)
time.Sleep(25 * time.Second)
err = Firstock.Unsubscribe(conn1, []string{"NSE:26000", "BSE:1"})
fmt.Println("Error:", err)
time.Sleep(25 * time.Second)
err = Firstock.CloseWebSocket(conn1)
fmt.Println(err)

Response Structure

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:

Response structure represents a consolidated real-time market data snapshot for multiple financial instruments, for each subscribed security

{
    "NSE:2885": {
        "best_buy": [
            {
                "price": 0,
                "quantity": 0,
                "orders": 0
            },
            {
                "price": 139690,
                "quantity": 5,
                "orders": 3
            },
            {
                "price": 139660,
                "quantity": 500,
                "orders": 10
            },
            {
                "price": 139610,
                "quantity": 361,
                "orders": 3
            },
            {
                "price": 0,
                "quantity": 439,
                "orders": 6
            }
        ],
        "best_sell": [
            {
                "price": 0,
                "quantity": 0,
                "orders": 0
            },
            {
                "price": 139170,
                "quantity": 138,
                "orders": 3
            },
            {
                "price": 139420,
                "quantity": 1503,
                "orders": 11
            },
            {
                "price": 138690,
                "quantity": 1902,
                "orders": 6
            },
            {
                "price": 139750,
                "quantity": 880,
                "orders": 6
            }
        ],
        "c_exch_feed_time": "30-Jan-2026 15:32:57",
        "c_exch_seg": "NSE",
        "c_net_change_indicator": "45",
        "c_symbol": "2885",
        "i_average_trade_price": 139124,
        "i_buy_depth_size": 5,
        "i_closing_price": 139100,
        "close_price": 139100,
        "i_feed_time": 1769767377,
        "i_high_price": 139800,
        "i_last_trade_quantity": 1,
        "i_last_trade_time": 1769767199,
        "i_last_traded_price": 139540,
        "i_low_price": 137850,
        "i_lower_circuit_limit": 125190.00000000001,
        "i_net_price_change_from_closing_price": -410,
        "i_open_price": 138260,
        "i_seconds_since_boe": 1769767377052296028,
        "i_sell_depth_size": 5,
        "i_total_buy_quantity": 0,
        "i_total_open_interest": 197996000,
        "i_total_sell_quantity": 0,
        "i_total_tradevalue": 1561491186388,
        "i_upper_circuit_limit": 153010.0,
        "i_usecs": 52296028,
        "i_volume_traded_today": 11238602,
        "i_yearly_high_price": 161180.0,
        "i_yearly_low_price": 111484.99999999999
    },
    "NSE:26000": {
        "best_buy": [
            {},
            {},
            {},
            {},
            {}
        ],
        "best_sell": [
            {},
            {},
            {},
            {},
            {}
        ],
        "c_exch_feed_time": "30-Jan-2026 15:36:00",
        "c_exch_seg": "NSE",
        "c_net_change_indicator": "45",
        "c_symbol": "26000",
        "i_average_trade_price": 0,
        "i_buy_depth_size": 5,
        "i_closing_price": 2541890,
        "close_price": 2541890,
        "i_feed_time": 1769767560,
        "i_high_price": 2537070,
        "i_last_trade_quantity": 0,
        "i_last_trade_time": 0,
        "i_last_traded_price": 2532065,
        "i_low_price": 2521420,
        "i_lower_circuit_limit": 0,
        "i_net_price_change_from_closing_price": 0,
        "i_open_price": 2524755,
        "i_seconds_since_boe": 1769767560622226145,
        "i_sell_depth_size": 5,
        "i_total_open_interest": 77318355,
        "i_upper_circuit_limit": 0,
        "i_usecs": 622226145,
        "i_yearly_high_price": 2637320,
        "i_yearly_low_price": 2174365
    },
    "BSE:1": {
        "best_buy": [
            {},
            {},
            {},
            {},
            {}
        ],
        "best_sell": [
            {},
            {},
            {},
            {},
            {}
        ],
        "c_exch_feed_time": "30-Jan-2026 15:30:52",
        "c_exch_seg": "BSE",
        "c_net_change_indicator": "43",
        "c_symbol": "1",
        "i_average_trade_price": 0,
        "i_buy_depth_size": 5,
        "i_closing_price": 8256637,
        "close_price": 8256637,
        "i_feed_time": 1769767252,
        "i_high_price": 8243082,
        "i_last_trade_quantity": 0,
        "i_last_trade_time": 0,
        "i_last_traded_price": 8226978,
        "i_low_price": 8194103,
        "i_lower_circuit_limit": 0,
        "i_net_price_change_from_closing_price": 0,
        "i_open_price": 8194731,
        "i_seconds_since_boe": 1769767252781588932,
        "i_sell_depth_size": 5,
        "i_total_open_interest": 0,
        "i_upper_circuit_limit": 0,
        "i_usecs": 781588932,
        "i_yearly_high_price": 8615902,
        "i_yearly_low_price": 7142500
    }
}

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	"unsubscribe"
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.

"No Response will be sent for Unsubscribe Action from Websockets for Acknowledgment"

Overview

Downloader API

Login & Profile

Orders & Reports

Market Info

Websocket

Subscribe Feed V2

Overview

Request

Example Usage

Response Structure

Unsubscribe Feed

Request