"From what I understand, the Option Chain API is limited to one call every three seconds. That makes sense given that components like open interest are updated less frequently by the exchange. If I only need LTP or market depth for specific option strikes, I agree that the Market Quote APIs are the better fit.
One clarification I’m still unsure about: does the “one call per three seconds” limit apply per API key across the entire Option Chain endpoint, or per symbol/instrument?
My use case is to check option chains for 15 different symbols. Can you confirm whether:
These can be queried sequentially (one after another) under the same three-second global throttle for the Option Chain endpoint, or
The three-second restriction is enforced per symbol, allowing multiple different symbols to be queried within the same three-second window?"
Clarification need on this from the Team… Accessing different option chains should not be limited, else it defeats the whole purpose of using an API.
The limit of 3 requests per second applies to the entire option chain. Therefore, if you wish to make API calls for 15 symbols, you will need to maintain a buffer time of 3 seconds between each call.
The limit of 3 requests per second for the entire option chain makes it very restrictive when dealing with a large number of symbols. For example, I need data for around 220 symbols, and introducing a 3-second buffer between each call makes the API practically unusable.
Some possible solutions that could make this more feasible:
Batch API Support – Allow fetching option chains for multiple symbols in a single request (e.g., 10–20 symbols at once).
Bulk Endpoint – Provide a download-style endpoint for the full option chain (all symbols), similar to how market data dumps are provided.
WebSocket Streaming – Real-time option chain updates over WebSocket would reduce the need for repetitive polling.
This would make the API usable for traders and developers who need to work with a broader market universe.
I’d strongly recommend that this restriction be clearly documented upfront in the API specifications and rate-limit charts, rather than surfacing only after purchase. When developers and traders evaluate an API, we factor in the published limits to design our workflows and assess whether the product meets our requirements. If such a critical limitation is missing from the documentation.
Yes, the Option Chain rate limits are kept a bit on the restrictive side. Given the quantum of data that is sent with each request and speed of updates for the same, rate limits are limiting.
Can you tell me about the use case where in you want option chain data for all 220 F&O enabled stocks. Will make sure to add the Option Chain rate limit on the main Rate Limit section as well. It is mentioned already in the documentation, in the Option Chain section itself.
Thanks for the clarification. My use case is primarily around building a market-wide view of F&O activity — scanning across all 220 symbols to identify unusual OI build-up, shifts in IV, or sudden changes in option spreads. For such use cases, near-real-time updates across the universe are essential.
With the current 3 RPS cap, it takes several minutes to cycle through all instruments, which makes it less actionable for trading strategies that rely on timely data. Even a slightly higher limit or a bulk-fetch option (e.g., symbol batches or snapshot endpoints) would make it much more practical.
Is there a possibility of introducing tiered limits or an optimized endpoint for multi-symbol option chain snapshots? That would solve the latency challenge without putting unnecessary load on the system.
Anyone else in the forum facing a similar challenge or would like to add their thoughts on this?
Exactly @Khush_anand , that’s the main concern. If it takes 2–3 minutes just to scan Nifty50, scaling it up to all F&O symbols becomes almost impractical. For algo or real-time analytics, we need a way to get data faster — either through higher limits or a bulk endpoint.
Maybe if more of us highlight these use cases, the team could consider tiered access or a snapshot API for option chains.
Anyone else here running into similar bottlenecks? Would be good to hear how others are handling it.
best suggestion i can give is DHAN Technical team should understand how MT5 are pulling data. I have not seen any robust system as they do. You can use 10 different time frame and no API restriction. right now i am using for crypto and i am not aware if they provide for INDIAN Market too. I hope dhan team will look into this. the biggest issue is you have 5000 stocks , 50stock of nifty 50 their option chain with both side call and put. so unless and until you increase your api limit or make it like they are providing ,its too difficult to trade.
Sure, will look into MT5 data methods as well. As far as I know, Meta Trader themselves don’t provide any data. Are you using any of the providers for this?
