Realtime Market Data (WebSocket)¶

This section documents Nubra's WebSocket streams for real-time market data in the REST API. Use these streams for low-latency updates on indexes, instruments, order books, option chains, and Greeks.

Method: WebSocket
Endpoint: /apibatch/ws

WebSocket URLs¶

Environment	WebSocket URL
UAT	`wss://uatapi.nubra.io/apibatch/ws`
Production	`wss://api.nubra.io/apibatch/ws`

Available WebSocket Streams¶

Stream	Channel	Description
Index Data	`index`	Live index and instrument ticks including LTP, volume, and percentage change.
Index Bucket (OHLCV)	`index_bucket`	Time-bucketed OHLCV data for indexes and instruments.
Order Book	`orderbook`	Market depth with bid/ask levels, LTP, LTQ, and volume.
Greeks	`greeks`	Tick-level option Greeks for option instruments.
Option Chain	`option`	Full option chain updates by asset and expiry.

WebSocket Stream Controls¶

These commands modify stream behavior across channels.

Feature	Command	Scope	Description
Stream Interval	`socket_interval`	Per channel	Controls the update frequency of WebSocket streams.
Post Market Data	`post_market`	Connection-level	Enables static post-market data for testing and validation after market hours.
Order Book Depth	`orderbook_depth`	Per connection	Controls the number of order-book levels streamed.

Message Envelope (GenericData)¶

All WebSocket payloads are wrapped in a common envelope.

message GenericData {
  string key = 1;
  google.protobuf.Any data = 2;
}

key identifies the message type.
data contains one of the stream payloads defined below.

1. Index Data¶

Channel: index

SUBSCRIBE:   batch_subscribe [token] index {"indexes":["BANKNIFTY","TCS","RELIANCE"]} NSE
UNSUBSCRIBE: batch_unsubscribe [token] index {"indexes":["BANKNIFTY","TCS","RELIANCE"]} NSE

Notes: - exchange is sent at the message level, for example NSE or BSE. - Both index symbols and instrument symbols are sent in the indexes array. - The response separates them into indexes and instruments. - The JSON object must not contain spaces.

Payload (Proto)¶

message BatchWebSocketIndexMessage {
  int64 timestamp = 1;
  repeated WebSocketMsgIndex indexes = 2;
  repeated WebSocketMsgIndex instruments = 3;
}

message WebSocketMsgIndex {
  string indexname = 1;
  int64 timestamp = 2;
  int64 index_value = 3;
  int64 high_index_value = 4;
  int64 low_index_value = 5;
  int64 volume = 6;
  float changepercent = 7;
  int64 tick_volume = 8;
  int64 prev_close = 9;
  string exchange = 10;
  int64 volume_oi = 11;
}

2. Index Bucket (OHLCV)¶

Channel: index_bucket

SUBSCRIBE:   batch_subscribe [token] index_bucket {"indexes":["BANKNIFTY","TCS","RELIANCE"]} 2m NSE
UNSUBSCRIBE: batch_unsubscribe [token] index_bucket {"indexes":["BANKNIFTY","TCS","RELIANCE"]} 2m NSE

Notes: - interval and exchange are sent at the message level. - Both index symbols and instrument symbols are sent in the indexes array. - The response separates them into indexes and instruments. - The JSON object must not contain spaces. - Interval values are returned in the payload as an Interval enum.

Supported Intervals¶

The server accepts the following interval strings in the subscribe command:

1s, 5s, 10s, 30s
1m, 2m, 3m, 5m, 10m, 15m, 30m
1h, 2h, 4h
1d
1w
1mt
1yr

Important: Although the Interval enum includes values from INTERVAL_INVALID = 0 through INTERVAL_1_YEAR = 16, the following enum values are currently not available for index_bucket: - INTERVAL_INVALID = 0 - INTERVAL_1_SECOND = 1 - INTERVAL_10_SECOND = 2 - INTERVAL_1_YEAR = 16

Payload (Proto)¶

message BatchWebSocketIndexBucketMessage {
  int64 timestamp = 1;
  repeated WebSocketMsgIndexBucket indexes = 2;
  repeated WebSocketMsgIndexBucket instruments = 3;
}

message WebSocketMsgIndexBucket {
  string indexname = 1;
  string exchange = 2;
  Interval interval = 3;
  int64 timestamp = 4;
  int64 open = 5;
  int64 high = 6;
  int64 low = 7;
  int64 close = 8;
  int64 bucket_volume = 9;
  int64 tick_volume = 10;
  int64 cumulative_volume = 11;
  int64 bucket_timestamp = 12;
}

Interval Enum (Proto)¶

enum Interval {
  INTERVAL_INVALID = 0;
  INTERVAL_1_SECOND = 1;
  INTERVAL_10_SECOND = 2;
  INTERVAL_1_MINUTE = 3;
  INTERVAL_2_MINUTE = 4;
  INTERVAL_3_MINUTE = 5;
  INTERVAL_5_MINUTE = 6;
  INTERVAL_10_MINUTE = 7;
  INTERVAL_15_MINUTE = 8;
  INTERVAL_30_MINUTE = 9;
  INTERVAL_1_HOUR = 10;
  INTERVAL_2_HOUR = 11;
  INTERVAL_4_HOUR = 12;
  INTERVAL_1_DAY = 13;
  INTERVAL_1_WEEK = 14;
  INTERVAL_1_MONTH = 15;
  INTERVAL_1_YEAR = 16;
  INTERVAL_5_SECOND = 17;
}

Use these mappings to interpret WebSocketMsgIndexBucket.interval:

1m -> INTERVAL_1_MINUTE (3)
2m -> INTERVAL_2_MINUTE (4)
3m -> INTERVAL_3_MINUTE (5)
5m -> INTERVAL_5_MINUTE (6)
10m -> INTERVAL_10_MINUTE (7)
15m -> INTERVAL_15_MINUTE (8)
30m -> INTERVAL_30_MINUTE (9)
1h -> INTERVAL_1_HOUR (10)
2h -> INTERVAL_2_HOUR (11)
4h -> INTERVAL_4_HOUR (12)
1d -> INTERVAL_1_DAY (13)
1w -> INTERVAL_1_WEEK (14)
1mt -> INTERVAL_1_MONTH (15)
5s -> INTERVAL_5_SECOND (17)

Note: Even if the subscribe command allows 1s, 5s, 10s, 30s, the payload enum set shown above does not include 30s values.

3. Order Book¶

Channel: orderbook

Provides real-time market depth, LTP, LTQ, and traded volume for subscribed instruments.

SUBSCRIBE:   batch_subscribe [token] orderbook {"instruments":[1120031,73009]}
UNSUBSCRIBE: batch_unsubscribe [token] orderbook {"instruments":[1120031,73009]}

By default, the order book stream sends up to 20 bid and ask levels per instrument.

Order Book Depth (Selective Levels)¶

Users can subscribe to a specific depth level from 1 to 20 instead of receiving all 20 levels.

MESSAGE: batch_subscribe [token] orderbook_depth 4

Notes: - This setting applies to the orderbook channel. - orderbook_depth 4 streams the top 4 bid and ask levels only. - If not specified, the default depth is 20.

Payload (Proto)¶

message BatchWebSocketOrderbookMessage {
  int64 timestamp = 1;
  repeated WebSocketMsgOrderBook instruments = 2;
}

message WebSocketMsgOrderBook {
  uint32 inst_id = 1;
  int64 timestamp = 2;
  repeated OrderBookLevel bids = 3;
  repeated OrderBookLevel asks = 4;
  int64 ltp = 5;
  int64 ltq = 6;
  int64 volume = 7;
  int64 ref_id = 8;
}

message OrderBookLevel {
  int64 price = 1;
  int64 quantity = 2;
  int64 orders = 3;
}

Notes¶

The number of bids and asks entries depends on the subscribed order-book depth.
bids[0] and asks[0] represent the best bid and best ask respectively.

4. Greeks¶

Channel: greeks

SUBSCRIBE:   batch_subscribe [token] greeks {"instruments":[1120031,1120032]}
UNSUBSCRIBE: batch_unsubscribe [token] greeks {"instruments":[1120031,1120032]}

Payload (Proto)¶

message BatchWebSocketGreeksMessage {
  int64 timestamp = 1;
  repeated WebSocketMsgOptionChainItem instruments = 2;
}

message WebSocketMsgOptionChainItem {
  int64 inst_id = 1;
  int64 ts = 2;
  int64 sp = 3;
  int32 ls = 4;
  int64 ltp = 5;
  float ltpchg = 6;
  float iv = 7;
  float delta = 8;
  float gamma = 9;
  float theta = 10;
  float vega = 11;
  int64 oi = 12;
  int64 volume = 13;
  int64 ref_id = 14;
  int64 prev_oi = 15;
  int64 price_pcp = 16;
}

5. Option Chain¶

Channel: option

SUBSCRIBE:   batch_subscribe [token] option [{"exchange":"NSE","asset":"RELIANCE","expiry":"20260224"},{"exchange":"BSE","asset":"SENSEX","expiry":"20260205"},{"exchange":"NSE","asset":"NIFTY","expiry":"20260203"}]
UNSUBSCRIBE: batch_unsubscribe [token] option [{"exchange":"NSE","asset":"RELIANCE","expiry":"20260224"},{"exchange":"BSE","asset":"SENSEX","expiry":"20260205"},{"exchange":"NSE","asset":"NIFTY","expiry":"20260203"}]

Notes: - The JSON array must not contain spaces. - Option chain updates are received in the older format: one packet per subscribed chain (not batched together).

Payload (Proto)¶

message WebSocketMsgOptionChainUpdate {
  string asset = 1;
  string expiry = 2;
  repeated WebSocketMsgOptionChainItem ce = 3;
  repeated WebSocketMsgOptionChainItem pe = 4;
  int64 atm = 5;
  int64 currentprice = 6;
  string exchange = 7;
}

Stream Interval Control¶

Users can control the update frequency of WebSocket streams by subscribing to a stream interval.

Set Stream Interval¶

MESSAGE: batch_subscribe [token] socket_interval option 1m

Notes: - The stream interval applies to the specified channel, for example option, index, orderbook, greeks, or index_bucket. - Interval settings are connection-level and affect subsequent subscriptions on that channel unless changed. - If no interval is specified, the default behavior is tick-level streaming.

Supported Stream Intervals¶

The following interval strings are supported:

1s
5s
10s
30s
1m
5m
10m

Subscription Limits by Interval¶

Second-Based Intervals (Limited)¶

The following intervals have standard subscription limits:

1s
5s
10s
30s

Notes: - These intervals are subject to per-connection and per-channel subscription limits. - Recommended for latency-sensitive strategies requiring near real-time updates.

Minute-Based Intervals (Unlimited)¶

The following intervals currently have no subscription limits:

1m
5m
10m

Notes: - You can subscribe to any number of instruments when using these intervals. - Ideal for strategies focused on candle-based logic, scans, or lower-frequency signals. - Significantly reduces bandwidth and processing overhead compared to second-level streams.

Example¶

Subscribe to the option chain stream with 1-minute updates:

MESSAGE: batch_subscribe [token] socket_interval option 1m
MESSAGE: batch_subscribe [token] option [{"exchange":"NSE","asset":"NIFTY","expiry":"20260203"}]

Best Practices¶

Use second-based intervals only when necessary for execution or market-making strategies.
Prefer minute-based intervals for monitoring, analytics, and signal generation.
Combine socket_interval with features like order book depth control to further optimize performance.

Post Market Data¶

Post-market data is available for testing and validation. This data represents an end-of-day static market snapshot and does not stream live updates.

Enable Post Market Mode¶

MESSAGE: batch_subscribe [token] post_market true

Notes: - When enabled, WebSocket streams return static post-market data instead of live ticks. - Data remains unchanged for the duration of the session. - This mode is intended for strategy testing, validation, and integration development. - Post-market data is available only after the market has closed.

Key Characteristics¶

Static data with no live updates
Same payload structures as live streams
Useful for non-market-hour testing and demos

Example Workflow¶

Enable post-market mode and subscribe to an index stream:

MESSAGE: batch_subscribe [token] post_market true
MESSAGE: batch_subscribe [token] index {"indexes":["NIFTY","BANKNIFTY"]} NSE

Notes¶

Post-market mode applies at the connection level.
To resume live data, reconnect without enabling post_market.

Realtime Market Data (WebSocket)¶

WebSocket URLs¶

Available WebSocket Streams¶

WebSocket Stream Controls¶

Message Envelope (GenericData)¶

1. Index Data¶

Subscribe / Unsubscribe¶

Payload (Proto)¶

2. Index Bucket (OHLCV)¶

Subscribe / Unsubscribe¶

Supported Intervals¶

Payload (Proto)¶

Interval Enum (Proto)¶

Interval Mapping (Subscribe String -> Enum)¶

3. Order Book¶

Subscribe / Unsubscribe¶

Order Book Depth (Selective Levels)¶

Payload (Proto)¶

Notes¶

4. Greeks¶

Subscribe / Unsubscribe¶

Payload (Proto)¶

5. Option Chain¶

Subscribe / Unsubscribe¶

Payload (Proto)¶

Stream Interval Control¶

Set Stream Interval¶

Supported Stream Intervals¶

Subscription Limits by Interval¶

Second-Based Intervals (Limited)¶

Minute-Based Intervals (Unlimited)¶

Example¶

Best Practices¶

Post Market Data¶

Enable Post Market Mode¶

Key Characteristics¶

Example Workflow¶

Notes¶