Index Data¶

The index realtime stream delivers continuously updating market data for indices, equities, and some derivative symbols through WebSocket callbacks.

SDK 0.5.2 exposes the optional indicative_close_price field on each parsed IndexDataWrapper update when the exchange provides an indicative closing price for an applicable NSE or BSE cash-market instrument and session.

This stream can be used with supported symbols from NSE, BSE, and MCX.

When To Use This Page¶

Use this page when you need to:

subscribe to streaming index values
receive tick-driven updates for supported stock symbols
monitor top-line realtime values without order-book depth

LLM guidance

This is a realtime stream, not a snapshot response. Use this page when you need continuously updating top-line values for indices, equities, or supported derivative symbols. If you only need one-time reads, use Current Price.

Basic Usage¶

from nubra_python_sdk.ticker import websocketdata
from nubra_python_sdk.start_sdk import InitNubraSdk, NubraEnv

nubra = InitNubraSdk(NubraEnv.PROD, env_creds=True)

def on_index_data(msg):
    print("[INDEX]", msg)
    print("Indicative close price:", msg.indicative_close_price)

def on_connect(msg):
    print("[status]", msg)

def on_close(reason):
    print(f"Closed: {reason}")

def on_error(err):
    print(f"Error: {err}")

socket = websocketdata.NubraDataSocket(
    client=nubra,
    on_index_data=on_index_data,
    on_connect=on_connect,
    on_close=on_close,
    on_error=on_error,
)

socket.connect()
socket.subscribe(["NIFTY", "HDFCBANK"], data_type="index", exchange="NSE")
socket.subscribe(["SENSEX"], data_type="index", exchange="BSE")
socket.subscribe(["FUT_CRUDEOIL_20260618"], data_type="index", exchange="MCX")
socket.keep_running()

Subscription Contract¶

Parameter	Type	Required	Meaning
`symbols`	`list[str]`	yes	index or supported symbol identifiers
`data_type`	`str`	yes	must be `index`
`exchange`	`str`	no	exchange override such as `NSE`, `BSE`, or `MCX`; defaults to `NSE` if supported by the stream

Response Shape¶

Response Shape

class IndexDataWrapper:
    indexname: str
    exchange: str
    timestamp: int
    index_value: int
    high_index_value: int
    low_index_value: int
    volume: int
    changepercent: float
    tick_volume: int
    prev_close: int
    volume_oi: int | None
    indicative_close_price: int | None

Response Contract¶

Field	Type	Meaning
`indexname`	`str`	subscribed symbol or index name
`exchange`	`str`	exchange name
`timestamp`	`int`	event timestamp
`index_value`	`int`	current streamed value
`high_index_value`	`int`	session high
`low_index_value`	`int`	session low
`volume`	`int`	traded volume
`changepercent`	`float`	percentage change from previous close
`tick_volume`	`int`	tick-activity count
`prev_close`	`int`	previous close
`volume_oi`	`int`	OI-related value when present
`indicative_close_price`	`int`	indicative closing price when provided; otherwise `None`

Implementation Notes¶

Despite the name, the index stream can emit updates for more than just benchmark indices.
Use dedicated callbacks when you want stream-specific processing.
Numeric values are returned in exchange-native units where applicable.
indicative_close_price is optional and may be None during regular updates or outside the applicable indicative-price session.
The field is currently applicable to eligible NSE and BSE cash-market instruments; it is not guaranteed in every update.

Important Rules

This is a realtime stream, not a snapshot API.
The index stream name does not mean only benchmark indices are supported.
The stream can be used with eligible NSE, BSE, and MCX symbols.
Use the correct symbol format for the instrument you subscribe to.
Respect session subscription-weight limits. Review Subscription Limits.