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Historical Market Data

Historical market-data requests can be made for supported NSE, BSE, and MCX instruments.

Historical Data API provides the candle data(Open, High, Low, Close) with timestamps for a given time period, for the given scrips, for a specifed candle duration.

Method: POST
Endpoint: charts/timeseries

cURL

curl --location 'https://uatapi.nubra.io/charts/timeseries' \
--header 'x-device-id: TS123' \
--header 'Content-Type: application/json' \
--header 'Authorization: Bearer eyJh...6Pno' \
--data '{
   "query":[
      {
         "exchange":"NSE",
         "type":"STOCK",
         "values":[
            "ASIANPAINT"
         ],
         "fields":[
            "open",
            "high",
            "low",
            "close",
            "cumulative_volume"
         ],
         "startDate":"2025-02-12T03:45:00.000Z",
         "endDate":"2025-02-12T09:16:39.358Z",
         "interval":"1m",
         "intraDay":false,
         "realTime":false
      }
   ]
}
    '

Payload

{
   "query":[
      {
         "exchange":"NSE",
         "type":"STOCK",
         "values":[
            "ASIANPAINT"
         ],
         "fields":[
            "open",
            "high",
            "low",
            "close",
            "cumulative_volume"
         ],
         "startDate":"2025-02-12T03:45:00.000Z",
         "endDate":"2025-02-12T09:16:39.358Z",
         "interval":"1m",
         "intraDay":false,
         "realTime":false
      }
   ]
}

Request Parameters

Fields Data Type Description
exchange String Exchange name (e.g., NSE, BSE, MCX)
type String "STOCK", "INDEX", "OPT", "FUT", or "CHAIN"
values List[str] One or more instrument symbols e.g. ["ASIANPAINT","NIFTY25JUL25000PE"]
fields List[str] One or more fields e.g.["open","high","low","close","tick_volume","cumulative_volume","cumulative_volume_premium","cumulative_oi","cumulative_call_oi","cumulative_put_oi","cumulative_fut_oi","l1bid","l1ask","theta","delta","gamma","vega","iv_bid","iv_ask","iv_mid","cumulative_volume_delta"]
startDate str Start date time format eg. "2025-04-19T11:01:57.000Z"
endDate str end date time format eg. "2025-04-24T06:13:57.000Z"
interval str Interval can be "1s", "1m", "2m", "3m", "5m", "15m", "30m", "1h", "1d", "1w", or "1mth"
intraDay bool If True startDate is current date
realTime bool To be declared

Note: Intervals less than 1 day → data for last 3 months Intervals 1 day or more → data for up to 10 years (stocks)

Response 

{
  "market_time": "2025-06-12T07:56:46.12844401Z",
  "message": "charts",
  "result": [
    {
      "exchange": "NSE",
      "type": "STOCK",
      "values": [
        {
          "ASIANPAINT": {
            "close": [
              { "ts": 1749699900000000000, "v": 225010 }
            ],
            "cumulative_volume": [
              { "ts": 1749699900000000000, "v": 1211686 }
            ],
            "open": [
              { "ts": 1749699900000000000, "v": 223900 }
            ]
        }
      ]
}

Response attributes

Fields Description
market_time Current market time in ISO format
message Response message type (e.g. "charts")
result List of DataResult objects containing the historical data
result[].exchange Exchange name (e.g. "NSE")
result[].type Security type (e.g. "STOCK", "INDEX")
result[].values List of dictionaries containing data for each symbol
result[].values[].{symbol} SymbolData object containing OHLCV data for specific symbol
result[].values[].{symbol}.{field} List of DataPoint objects for each requested field
result[].values[].{symbol}.{field}[].timestamp Timestamp in nanoseconds
result[].values[].{symbol}.{field}[].value Value for the field at given timestamp
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