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OHLCV Data

Subscribes to real-time OHLCV (Open, High, Low, Close, Volume) candle data for indices and stocks at a specified interval.
Each update represents a completed candle bucket for the given interval.

Usage

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


# Initialize the Nubra SDK client
nubra = InitNubraSdk(NubraEnv.UAT)

##using totp login and .env file 
#nubra = InitNubraSdk(NubraEnv.UAT, totp_login= True ,env_creds = True)

# Define callback functions

def on_ohlcv_data(msg):
    print(f"[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}")

# Initialize WebSocket
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()
#Subscribe to OHLCV data
socket.subscribe(["NIFTY", "HDFCBANK"], data_type="ohlcv", interval="10m", exchange="NSE")

#Infinite loop on the main thread. Nothing after this will run.
#You have to use the pre-defined callbacks to manage subscriptions.
socket.keep_running()

Supported Intervals

The OHLCV WebSocket supports the following candle intervals:

Minute Intervals

  • 1m
  • 2m
  • 3m
  • 5m
  • 10m
  • 15m
  • 30m

Hourly Intervals

  • 1h
  • 2h
  • 4h

Higher Timeframes

  • 1d — Daily candle
  • 1wk — Weekly candle
  • 1mt — Monthly candle

Note: The interval parameter must be passed exactly as listed above when subscribing to OHLCV data.

Attribute Data Type Description
symbols List[str] List of index or stock symbols (e.g., ["NIFTY", "HDFCBANK"])
data_type str "ohlcv"
interval str Candle interval (see supported intervals above)
exchange Optional[str] eg., "NSE", "BSE"; if exchange is not passed default is "NSE"

Response: 

# Response object structure
class OhlcvDataWrapper:
    indexname: str               # Symbol (e.g., "NIFTY")
    exchange: str                # eg., NSE, BSE
    interval: str                # Candle interval
    timestamp: int               # Candle close timestamp in Epoch
    open: int                    # Open price
    high: int                    # High price
    low: int                     # Low price
    close: int                   # Close price
    bucket_volume: int           # Total traded volume within the current candle interval
    tick_volume: int             # Volume of the most recent tick update
    cumulative_volume: int       # Total traded volume for the entire trading session so far today
    bucket_timestamp: int        # Candle start timestamp in Epoch

Error Handling

The WebSocket connection includes built-in error handling through the on_error callback. Common errors include: - Connection failures - Authentication errors - Subscription errors - Data parsing errors

Best Practices

  1. Always run WebSocket connections in a separate thread to prevent blocking the main application
  2. Implement proper error handling using the provided callbacks
  3. Use the keep_running() method to maintain the connection
  4. Close the connection properly when done using the close() method
  5. Monitor connection status using the on_connect and on_close callbacks
  6. Use the on_market_data callback as the primary data receiver, while using specific subscriptions to filter data types
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