Coming Soon: Market Feed Data API from Dhan, Seeking Suggestions from Dhan Community

Product Feedback 🗣️
64

That’s good to hear. Any tentative date for a public release? If not exact date, could you confirm if this would be released in the month of november?

65

Eagerly waiting for a very important missing piece!

66

@Hardik
Is there any update on the QuanTower live feed for mcx?

67

What is status of Market feed data…

Waiting…

69

Any updates??? On Market feed data

I was expecting this feature on Diwali

70

@Hardik
any update on getting data in Quantower?

71

HI, i JUST PAID 499+gst FOR ACCESSING DATA API, THEN ONLY I REALISED THERE IS NO REALTED DOCUMENTATION ON THE WEBSITE, IS THAT AVAILABLE SERVICE OR NOT ?
ANYONE PLEASE TELL ME, @Hardik IF NOT AVAILABLE WHY ARE YOU GUYS PLACING THE PAYMENT OPTION THERE?

IF ANYONE HAVE SUPPRTING DOCUMETNS PLZ SHARE WITH ME…!

72

Hello @appz13

Data APIs include Historical Data (here) which gives 1 min intraday data and daily historical data as well.

We are working on Live Market Feed as well as part of Data APIs only, that we plan to release soon.

73

Finally we did it.

74

@Hardik
any update on live feed integration in Quantower?
ye hoga bi ya nahi

75

Hello @HIR

This will happen post launch of Official Dhan Websockets, which we are expecting in coming month. Post which Quantower team needs to integrate the feed into their product for you to start using directly.

1 Like
76

@Hardik Any update on this? Is it possible to provide beta access at least for development purposes? If yes what is the procedure to get the access?

77

Hi @srinivasr Srinivas, we are looking to open Market Feeds for beta access in Feb, next month.

1 Like
78

Thanks PJ. It will be a great addition.

79

Good to see you back after a very long time @Mitesh

80

Hi @Hardik ,

I would like to share my thoughts on this.

I am particularly looking forward to the L2 (5 buy/sell levels from order book) data streaming using Websocket API. I have used various broker APIs, and I have faced 2 major issues: Latency and Scalability.
I have observed that if one subscribes just to LTP using the websockets, then the latency is more or less the network delay (which is ideal). But when I subscribe to full L2 quote, the latency becomes too high (Way more than the network delay).
The other issue is that if one subscribes to more than 500-600 symbols, there are abrupt latency spikes (jitter) in the streaming.

The above issues point to the fact that the infra at the broker end is not scaling efficiently and that there is a processing delay at the broker servers.

Also note that keeping the websocket packets in binary format (as received from exchange) would be must for low latency. (Some brokers use json messages and that really increases the latency compared to the binary counterparts)

So basically what I am looking forward to is,

  1. Low latency websocket feed for L2 packets. Basically, the packet that is relayed from the exchange should be relayed as it is, to the clients first, and the processed if needed at the server end. (So effectively the server processing delay should be neglegible in comparision to the network delay). Also I would like to know if sending the exchange packet as it is would have issues that I am overlooking. According to me relaying them as it is should be ideal.
  2. Ability to subscribe to any number of tokens/websocket connections (obviously this is impractical, but I should be able to pay to increase the limits as much as I want. Maybe like a tiered service)

I am willing to pay 1000 Rs per month per 10000 instruments if both the above requirements are met. If the requirements I mentioned are met perfectly I may be able to pay even more.

Note that I personally don’t use any SDK, I would like raw websocket endpoints sending binary messages so that I can process them at my end in a language of my choice.

81

Hello @tradernoob
Welcome to Dhan community!

Great to have your thoughts on this, and I am happy to inform you that we meet these requirements of yours. We have already been running it in beta for a while now, and the websockets are tested on the parameters highlighted by you already.

We are aiming to launch this soon, so do stay tuned on the community.

Just one point, the raw data packets as received from the exchange cannot be relayed directly. There is processing required (however minimal) as the exchange data structure does require decompression and some other modules, which will be too difficult for end user. We have optimised for this already, so the server process time is negligible.

82

@Hardik thats really exciting to hear!

Thanks for the timely update, would be looking forward to this.

Also, thanks for pointing out the decompression step, I overlooked that. But please keep all the fields like sequence number etc, since that helps in sanity checks at our end.

Hoping for a smooth launch!

83

Hi @Hardik

Can we expect Level 2 (Depth of Market) data as well? If yes, is this 20 depth?

84

Hello @noob1

Welcome to Dhan Community!

Yes. Level 2 data is 5 depth, the same that you see on all Dhan platforms will be on websockets.