Realtime Data¶

The Nubra Python SDK provides WebSocket-based realtime market-data streams through NubraDataSocket. Use realtime data when you need continuously updating values instead of point-in-time snapshots.

What This Page Covers¶

This page covers:

how to initialize the WebSocket client
how callbacks receive streamed data
how to subscribe by stream type
where to find the individual stream pages

LLM guidance

Realtime pages describe streaming subscriptions, not snapshot APIs. Use these pages when the application needs continuously updating values, event-driven callbacks, or tick-driven behavior. Use snapshot APIs for one-time reads, polling flows, or point-in-time inspection. Subscription keys differ by stream: index and ohlcv use symbols, option uses ASSET:EXPIRY, and orderbook / greeks use instrument ref_id values.

Walkthrough Video¶

If the embedded video does not load, watch it on YouTube: Realtime Data Walkthrough

Available Streams¶

Stream	Purpose	Page
Index Data	streaming updates for indices, stocks, and some derivative symbols	Index Data
Option Chain Data	streaming option-chain updates by underlying and expiry	Option Chain Data
Order Book Data	streaming market depth by `ref_id`	Order Book Data
Greeks Data	streaming option Greeks by option `ref_id`	Greeks Data
OHLCV Data	streaming candle buckets by symbol and interval	OHLCV Data

Basic Usage¶

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

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

def on_market_data(msg):
    print("[MarketData]", msg)

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

def on_close(reason):
    print("Closed:", reason)

def on_error(err):
    print("Error:", err)

socket = websocketdata.NubraDataSocket(
    client=nubra,
    on_market_data=on_market_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.keep_running()

Callback Model¶

The WebSocket client can emit:

on_market_data for general market-data reception
stream-specific callbacks such as on_index_data, on_option_data, on_orderbook_data, on_ohlcv_data, and on_greeks_data
lifecycle callbacks such as on_connect, on_close, and on_error

Use stream-specific callbacks when you want a dedicated handler for one stream type. Use on_market_data when you want one central receiver.

Common Subscription Pattern¶

socket.subscribe(["NIFTY"], data_type="index", exchange="NSE")
socket.subscribe(["RELIANCE:20250626"], data_type="option", exchange="NSE")
socket.subscribe(["1746686"], data_type="orderbook")
socket.subscribe(["1058227"], data_type="greeks", exchange="NSE")
socket.subscribe(["NIFTY"], data_type="ohlcv", interval="5m", exchange="NSE")

Implementation Notes¶

socket.connect() starts the connection handshake.
socket.keep_running() blocks the current thread.
Run the WebSocket in a separate thread or service loop if the main process must continue doing other work.
Use Subscription Limits to plan stream capacity before scaling subscriptions.

Important Rules

Realtime data is a streaming interface, not a snapshot API.
keep_running() blocks the current thread. Run the WebSocket loop outside the main application flow when needed.
Use the correct symbols or ref_id values for the stream type you are subscribing to.
For option-chain and option-Greeks workflows, use Get Instruments to retrieve the latest instrument expiries before building expiry keys or resolving option ref_id values.
Respect session subscription-weight limits. Review Subscription Limits before scaling usage.
Use lifecycle callbacks such as on_error, on_connect, and on_close to handle production behavior safely.