TrueData Market Data API
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This TrueData Market Data API channel provides you with API Updates and implementation ideas.

Real time via Websockets
Historical via REST

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NSE Open Interest feed Issue

Please note that there is also an issue with the Open Interest Data for F&O segment coming from NSE. The same is also not coming along with the spot indices.
NSE Data Feed has stopped

Market reopen timings

F&O Segment Normal Market will Re-open as follows:

Normal Market open time : 15:45 hrs
Normal Market close time : 17:00 hrs
Trade Mod cut off time: 17:30 hrs

CM Segment Market will Re-open as follows:

Pre-Open open time : 15:30 hrs
Pre-Open* close time : 15:38 hrs (random closure in last minute)
Normal Market open time : 15:45 hrs
Normal Market close time : 17:00 hrs
Call Auction Illiquid session open time (1 sessions of 1 hour) : 16:00
Post close start time : 17:10 hrs
Post close end time : 17:30 hrs
Trade Mod cut off time: 17:45 hrs
Websocket APIs working fine.

The TrueData Websocket APIs are working fine. There should have been no need to reconnect or restart your app unless you have hardcoded the time.
Gradual rollout of the Historical REST APIs

1) We have started rolling out the Historical REST APIs gradually and await feedback for improvements and additions.

2) Lots of features being added & more features like the following coming by next week:-

a) Gainers & Losers
b) Gainers & Losers by Volume
c) Gainers / Losers by OI Change / OI

..etc & more

3) Python library updation would need more time and we will keep you updated about that.

4) Expected overlap of the deprecated Historical Websocket and the Historical REST apis is about 1 month.
Issues with the websocket-client 0.58.0 package

We have noticed that the latest version of the websocket-client package which is version 0.58.0 is causing issues in the Real time Websocket connection.

If you have upgraded to this library, and are facing issues, please downgrade to websocket-client version 0.57.0 till a more stable version of the package is updated.

pip install websocket-client==0.57.0
Server Maintenance Timings

Please note our server maintenance timings on working days and weekends.

Services may be resumed earlier than the end of these timings, however these times are blocked for maintenance and if you have any issue during this time, please wait out the maintenance period.
Few tweets of interest for all
**Python Library Upgraded v 3.0.1**

If you are using the python library, please know that the library has been upgraded to version 3.0.1 Please upgrade to the latest version.

pip install --upgrade truedata-ws


pip install truedata-ws==3.0.1

This library addresses the following issues:-

1) REST Historical data implemented resulting in super fast downloads of Historical data
2) Websocket Historical API Deprecated
3) Get Bhavcopy added
4) updated to make it more explanatory with more details and sample codes
5) Debugged for dependency changes in websocket-client. Now the library works with the latest version of websocket-client (0.58.0) also.

> The library integrates seamlessly with the REST Historical data backend
> Users upgrading from older versions of the library, should not need to change their code in any way.

We are open to receiving any feedback for the same.
Raw data feed documentations would also be updated shortly.
TrueData Market Data API
Issues with the websocket-client 0.58.0 package We have noticed that the latest version of the websocket-client package which is version 0.58.0 is causing issues in the Real time Websocket connection. If you have upgraded to this library, and are facing…
The issue was the dependencies which were upgraded > websoccket-client = 0.58.0.
It is always difficult when dependencies are changed.
If you stuck with websocket-client 0.57.0 you would have not faced any issue.

However, in the new python library upgrade (v 3.0.1) we have debugged for this dependency and made it available.
TrueData Market Data API Documentation v 2.1

Please find the updated documentation for the TrueData Market Data API. This document outlines:-

1) New Historical REST implemented
2) Historical Websocket - Deprecated (Closure date - 30 April 2021)
3) New feature > get bhavcopy eod status, get bhavcopy
4) New feature > get LTP (via REST)
5) Postman collection provided for faster integration / development with the Historical REST API

..lots more... Go through the following documents to know more.

1) TrueData Market Data API Documentation v 2.1.pdf >

2) TrueData_History_REST_API_v1.1.postman_collection (To quicken your Development) >

3) Entire Documentation Folder >
Launching soon - nodejs library

We are excited to announce that along with the python library upgrade we would now also he launching our nodejs library for the market data APIs within a couple of days.

We have completed all work required towards that and are in the final testing stages.

The nodejs library also has the Historical REST APIs implemented and is ready to go.

Though everything is ready we are calling this a Beta release, as we wait for feedback from our wonderful community.

Cheers to your success 🥂
nodejs Library Launched

nodejs Library for the market data API has been launched - ver 1.0.3

We have tried to make things as simple as possible. Hope it helps !

Check it out >

Feedback is welcome > Raise Tickets / Send us Ideas / Ask a question here >

Please note that the Historical data service via WebSocket has been deprecated and the service will terminate completely on 30 Apr 2021. There will be no extension of this service.

In fact, we are keen to terminate this service as soon as possible, provided every one can shift to the REST API service. This would surely improve the experience for everyone.

If you are using the WebSocket API for historical data, you are requested to shift immediately to the new and Blazing Superfast REST API service for Historical data.

Users using the Python & nodejs libraries need to do nothing except to update to the latest versions of the respective libraries and experience the new and blazing fast feed.
NSE Currencies - Now live on Websocket

The NSE Currency Derivatives Segment (NSE CDS) Real time feed is now live over Websocket. This Historical Data is also enabled via REST.

Now get all Currency futures and options into your algos and apps at blazing fast speed. (eg. USDINR-I, EURINR-I, JPYINR210430FUT, JPYINR-I, JPYINR21APRFUT, USDINR21042875CE etc...)

Please connect with us over email if you are interested in subscribing to this feed.
NSE Currency Derivatives - Now Live on the TrueData Market Data API
nodejs library updated - version 1.0.5

A new update of the nodejs library has been published.

The key changes in this library includes the addition of the symbol id in the Historical data REST return in case needed by the client.

The Default Historical REST data return includes the symbol name but does not include the symbol id.

Default > getSymbolId = 0
Need symbol Id in History REST return > getSymbolId = 1