Market Footprint using API

[AmitKatkar]

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.

[Hardik]

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.

[Hardik]

Hello @AmitKatkar

We have released Level 2 data on Live Market Feed. Do try this out and let us know your feedback:

Now Live: Live Market Feed on DhanHQ Trading APIs

Hello Traders, We have talked about our tech stack and approach about building Dhan in this community a lot of times. And as we scale Dhan, we continue to build awesome products and features which aim to make your trading and investing experience seamless. We made trading APIs for our stack available to every Dhan user very early in our journey (within four months of launching) under DhanHQ and we have kept on improving the technology stack with every user feedback and suggestions each day. Ou…

[AmitKatkar]

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 !

[Hardik]

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