Order Book Data¶

The orderbook realtime stream delivers continuously updating market-depth data for subscribed instruments.

This stream can be used with supported ref_id values resolved from NSE, BSE, and MCX.

LLM guidance

Use this page when the application needs live market-depth updates keyed by ref_id. Use Market Quotes for one-time order-book snapshots instead of a streaming feed.

Basic Usage¶

from nubra_python_sdk.ticker import websocketdata
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)

nse_ref_id = instruments.get_instrument_by_symbol("HDFCBANK", exchange="NSE").ref_id
bse_ref_id = instruments.get_instrument_by_symbol("HDFCBANK", exchange="BSE").ref_id
mcx_ref_id = instruments.get_instrument_by_symbol("FUT_CRUDEOIL_20260618", exchange="MCX").ref_id

def on_orderbook_data(msg):
    print("[ORDERBOOK]", msg)

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_orderbook_data=on_orderbook_data,
    on_connect=on_connect,
    on_close=on_close,
    on_error=on_error,
)

socket.connect()
socket.subscribe([str(nse_ref_id)], data_type="orderbook")
socket.subscribe([str(bse_ref_id)], data_type="orderbook")
socket.subscribe([str(mcx_ref_id)], data_type="orderbook")
socket.keep_running()

Subscription Contract¶

Parameter	Type	Required	Meaning
`ref_ids`	`list[str]`	yes	instrument reference IDs
`data_type`	`str`	yes	must be `orderbook`

Response Shape¶

Response Shape

class OrderBookWrapper:
    ref_id: int
    timestamp: int
    last_traded_price: int
    last_traded_quantity: int
    volume: int
    bids: list[Orders]
    asks: list[Orders]

class Orders:
    price: int
    quantity: int
    num_orders: int

Response Contract¶

Field	Type	Meaning
`ref_id`	`int`	subscribed instrument identifier
`timestamp`	`int`	event timestamp
`last_traded_price`	`int`	latest traded price
`last_traded_quantity`	`int`	latest traded quantity
`volume`	`int`	traded volume
`bids`	`list[Orders]`	bid-side market depth
`asks`	`list[Orders]`	ask-side market depth
`bids[].price` / `asks[].price`	`int`	price at that level
`bids[].quantity` / `asks[].quantity`	`int`	quantity at that level
`bids[].num_orders` / `asks[].num_orders`	`int`	order count at that level

Implementation Notes¶

This stream is the realtime counterpart to snapshot Market Quotes.
Use ref_id values resolved from the matching exchange instruments master.
Bid and ask prices are returned in exchange-native units where applicable.

Important Rules

This is a realtime stream, not a snapshot API.
orderbook subscriptions require valid ref_id values.
orderbook subscriptions can use eligible instrument ref_id values from NSE, BSE, and MCX.
Do not reuse environment-specific identifiers across UAT and PROD.
Review Subscription Limits before opening large numbers of depth subscriptions.