OHLCV Data¶

The ohlcv realtime stream delivers continuously updating OHLCV candle buckets for supported symbols at the requested interval.

LLM guidance

Use this page when the application needs the current interval candle updated in realtime. This stream does not return prior interval history. Use Historical Market Data for retrospective time-window queries.

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_ohlcv_data(msg):
    print("[OHLCV]", 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_ohlcv_data=on_ohlcv_data,
    on_connect=on_connect,
    on_close=on_close,
    on_error=on_error,
)

socket.connect()
socket.subscribe(["NIFTY", "HDFCBANK"], data_type="ohlcv", interval="10m", exchange="NSE")
socket.keep_running()

Supported Intervals¶

1m
2m
3m
5m
10m
15m
30m
1h
2h
4h
1d
1wk
1mt

Subscription Contract¶

Parameter	Type	Required	Meaning
`symbols`	`list[str]`	yes	supported index or stock symbols
`data_type`	`str`	yes	must be `ohlcv`
`interval`	`str`	yes	candle interval
`exchange`	`str`	no	exchange override

Response Shape¶

class OhlcvDataWrapper:
    indexname: str
    exchange: str
    interval: str
    timestamp: int
    open: int
    high: int
    low: int
    close: int
    bucket_volume: int
    tick_volume: int
    cumulative_volume: int
    bucket_timestamp: int

Response Contract¶

Field	Type	Meaning
`indexname`	`str`	subscribed symbol
`exchange`	`str`	exchange name
`interval`	`str`	candle interval
`timestamp`	`int`	candle close timestamp
`open`	`int`	candle open
`high`	`int`	candle high
`low`	`int`	candle low
`close`	`int`	candle close
`bucket_volume`	`int`	traded volume for the candle bucket
`tick_volume`	`int`	tick-level update volume
`cumulative_volume`	`int`	session cumulative volume
`bucket_timestamp`	`int`	candle start timestamp

Implementation Notes¶

Each update represents the stream's candle bucket data, not a one-time historical query.
The stream provides the current interval candle data in realtime, not a historical series of prior interval buckets.
Use Historical Market Data for retrospective time-window queries.
Price fields are returned in exchange-native units where applicable.

Important Rules

This is a realtime stream, not a snapshot API.
interval must match one of the supported values exactly.
OHLCV streaming gives the current interval candle updates in realtime, not prior days or historical interval series.
Use OHLCV streaming for live candle updates and historical data APIs for retrospective windows.
Review Subscription Limits before opening large numbers of subscriptions.