Index Data¶

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

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)

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", "RELIANCE26FEBFUT", "NIFTY2612026000CE"],
    data_type="index",
    exchange="NSE",
)
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, defaults to `NSE` if supported by the stream

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

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

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.

Important Rules

This is a realtime stream, not a snapshot API.
The index stream name does not mean only benchmark indices are supported.
Use the correct symbol format for the instrument you subscribe to.
Respect session subscription-weight limits. Review Subscription Limits.