Hello Experts !!
I am new comers to Dhan community and willing to explore API features to fetch Market footprint and market profile data from live market. Can someone please confirm if DHANHQ API is enough capable to fetch Market footprint and order book traded on live exchange ?
If its available, I would appreciate the sample code to fetch all these information in python.
Hello @AmitKatkar
Welcome to Dhan Community!
Great to know you are exploring Dhan APIs! For Market Footprint or Market Profile, you will need either Level 2 or Level 3 data. We are building Live Market Feed and planning to release this soon, which will have Market Depth data as well. Let me know if this would be enough or you require other data here as well.
Hello @AmitKatkar
We have released Level 2 data on Live Market Feed. Do try this out and let us know your feedback:
https://private-poc.madefortrade.in/t/now-live-live-market-feed-on-dhanhq-trading-apis/22672
Hello Hardik,
Great to hear that level 2 data can be accessible from DhanHQ API.
Could you please redirect us to the SDK which can be used for accessing this data ?
Additionally, appreciate if we get some examples on how to use it in python code.
Much appreciated !
Hello @AmitKatkar
You can use official DhanHQ Python library to get Level 2 Data via DhanHQ Live Market Feed - here is the Github Repo.
You just need to add the following mode here to get Market Depth data:
subscription_code = marketfeed.Ticker
Hello @AmitKatkar, an update for this thread.
You asked for Market Footprint through the API in January 2024. The first shipped form of footprint at Dhan is now live on the DEXT T3 terminal as a dedicated Order Flow widget. The API surface for trade-level data follows from the same custom pipeline that powers the widget, and that conversation belongs in its own thread once the team is ready.
For the immediate read: open dext.dhan.co, add the Order Flow widget, pick an instrument. Buy vs sell volume sits at every price level inside every candle, sourced from actual executed trades.
Full launch post here: Introducing: Order Flow on DEXT - The Trading Terminal
Curious to hear, once you have looked at the widget itself, what shape would you want the API version to take?
Hey @RahulDeshpande
I have been recently using the order flow tool on Dext and I really like it.
Can you please share any ETA that the team has around exposing the API for that?
P.S. Eagerly waiting !
Hi @arshpanghal
We don’t have it planned right now. But will surely let you know if we plan on bringing it.