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Market Quotes

quote() returns an order-book snapshot for one instrument. Use it when you need bid and ask depth, last traded price, traded quantity, and volume instead of a lightweight top-line price check.

This API supports instruments resolved from the NSE, BSE, and MCX instrument masters.

When To Use This Page

Use this page when you need to:

  • fetch market depth for a specific instrument
  • inspect bid and ask levels
  • read last traded price and quantity together with the order book
  • build quote widgets or depth-aware trading tools

LLM guidance

Use quote() only when order-book depth is required. If you only need the latest price and percentage change, prefer Current Price.

Basic Usage

from nubra_python_sdk.marketdata.market_data import MarketData
from nubra_python_sdk.refdata.instruments import InstrumentData
from nubra_python_sdk.start_sdk import InitNubraSdk, NubraEnv

nubra = InitNubraSdk(NubraEnv.UAT, env_creds=True)
instruments = InstrumentData(nubra)
market_data = MarketData(nubra)

ref_id = instruments.get_instrument_by_symbol("HDFCBANK", exchange="NSE").ref_id
quote = market_data.quote(ref_id=ref_id, levels=5)

print(quote)

from nubra_python_sdk.marketdata.market_data import MarketData
from nubra_python_sdk.refdata.instruments import InstrumentData
from nubra_python_sdk.start_sdk import InitNubraSdk, NubraEnv

nubra = InitNubraSdk(NubraEnv.UAT, env_creds=True)
instruments = InstrumentData(nubra)
market_data = MarketData(nubra)

ref_id = instruments.get_instrument_by_symbol("HDFCBANK", exchange="BSE").ref_id
quote = market_data.quote(ref_id=ref_id, levels=5)

print(quote)

from nubra_python_sdk.marketdata.market_data import MarketData
from nubra_python_sdk.refdata.instruments import InstrumentData
from nubra_python_sdk.start_sdk import InitNubraSdk, NubraEnv

nubra = InitNubraSdk(NubraEnv.PROD, env_creds=True)
instruments = InstrumentData(nubra)
market_data = MarketData(nubra)

ref_id = instruments.get_instrument_by_symbol("FUT_CRUDEOIL_20260618", exchange="MCX").ref_id
quote = market_data.quote(ref_id=ref_id, levels=5)

print(quote)

Accessing Response Fields

order_book = quote.orderBook

print(f"Reference ID: {order_book.ref_id}")
print(f"Timestamp: {order_book.timestamp}")
print(f"Last Traded Price: {order_book.last_traded_price}")
print(f"Last Traded Quantity: {order_book.last_traded_quantity}")
print(f"Volume: {order_book.volume}")
print(f"Bid Levels: {len(order_book.bid)}")
print(f"Ask Levels: {len(order_book.ask)}")

for bid in order_book.bid:
    print(f"Bid price={bid.price} quantity={bid.quantity} orders={bid.num_orders}")

for ask in order_book.ask:
    print(f"Ask price={ask.price} quantity={ask.quantity} orders={ask.num_orders}")

Request Contract

Parameter Type Required Example Meaning
ref_id int yes 69353 Nubra instrument reference ID
levels int yes 5 order-book depth to fetch, typically from 1 to 20

Response Shape

Response Shape

class OrderBookWrapper:
    orderBook: OrderBook

class OrderBook:
    ref_id: int
    timestamp: int
    bid: list[OrderLevel]
    ask: list[OrderLevel]
    last_traded_price: int
    last_traded_quantity: int
    volume: int

class OrderLevel:
    price: int
    quantity: int
    num_orders: int

Response Contract

Field Type Nullable Meaning
orderBook OrderBook no quote response container
orderBook.ref_id int no instrument reference ID
orderBook.timestamp int no quote timestamp
orderBook.bid list[OrderLevel] yes bid-side depth
orderBook.ask list[OrderLevel] yes ask-side depth
orderBook.last_traded_price int yes last traded price
orderBook.last_traded_quantity int yes last traded quantity
orderBook.volume int yes traded volume

Implementation Notes

  • Use smaller depth values when full 20-level depth is not necessary.
  • Bid levels are ordered from highest to lowest price.
  • Ask levels are ordered from lowest to highest price.

Important Rules

  • quote() requires a valid ref_id, not just a trading symbol.
  • quote() can be used with ref_id values resolved from NSE, BSE, or MCX.
  • Resolve instruments first instead of hardcoding ref_id values across environments.
  • levels controls quote depth and should stay within the supported range, typically 1 to 20.
  • last_traded_price and order-book prices are returned in exchange-native integer units such as paise for NSE instruments.
  • This is a snapshot response, not a realtime streaming feed.
  • Use Current Price instead of quote() when you do not need order-book depth.

The most common next pages are:

  1. Get Instruments
  2. Current Price
  3. Option Chain
  4. Place Order
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