Instrument List

General

This API provides snapshot and real-time updates for instruments details.

The response is sorted by symbol (case-insensitive)

Use Cases:

1. Retrieving All Instruments: When all instruments are required, the API should be used without pagination and without filters.

2. Retrieving a Specific Segment of Instruments: For scenarios where a specific segment of instruments is needed, the API should be used without pagination but with filters.

3. UI Applications: When the consumer needs to paginate through the instruments, the API should be used with pagination enabled—utilizing the fromSymbol request parameter.

instrumentList

qualifier: v1/exchange.marketdata/instrumentList

This API does not include pagination and support filters on the request.

Upon successful subscription, a snapshot of all active instruments is sent. The last message of the snapshot contains lastMessage=Y. Any changes to the instruments after the snapshot are sent as subsequent updates.

In cases where there are no instruments to return, the system will send an empty message.

Snapshot- will receive all instruments that meet the filters from the request (If no filter exists, only “Active” instruments will be sent)

Live updates-

You will receive live updates for the following:

1. All Instruments from the Snapshot: Continuous updates on all instruments included in the initial snapshot.

2. New Instruments Meeting Filter Criteria: Notifications for any new instruments that meet your specified filter criteria.

3. Updated Instruments Meeting Filter Criteria: Updates on instruments that were modified and now meet your requested filters.

4. Instruments No Longer Meeting Filter Criteria: If an instrument initially met the filters but no longer does due to an update, you will receive a notification for the first change. After this, no further updates will be sent for that instrument.

5. Status Change Notifications: When an instrument changes status from Active to Disabled/Archived, you will receive a notification of this change—unless the instrument now meets the specified filters.

Request

Request parameters are the same as define here , below parameters are not included:

• offset

• limit

• orderBy

Response

Similar to this.

NOTE: All numbers are stringified

Error Codes

Code	Message
1	System is unavailable
100	Missing or invalid parameter: [FieldName]
102	Single category should be sent
102	Wrong Sub Category
102	Strategies category should be sent

Samples

Subscription

{
  "q": "v1/exchange.marketdata/instrumentList",
  "token": "eyJleGNoYW5nZUlkIjozMCwicHJvamVjdElkIjoyMDB9",
  "sid": 10,
  "d": {
  }
}

Snapshot

{
  "q": "v1/exchange.marketdata/instrumentList",
  "sid": 13,
  "d": {
    "id": "268",
    "symbol": "BA",
    "calendarId": "7",
    "activityStatus": "ACTIVE",
    "minQuantity": "0.000001",
    "maxQuantity": "1000000",
    "pricePrecision": "4",
    "quantityPrecision": "6",
    "description": "Boeing Co.",
    "quoteCurrency": "USD",
    "category": "E",
    "tradingModels": [
      "CLOB"
    ]
  }
}

Last message

{
  "q": "v1/exchange.marketdata/instrumentList",
  "sid": 13,
  "d": {
    "id": "4136",
    "symbol": "INST2",
    "calendarId": "7",
    "activityStatus": "ACTIVE",
    "minQuantity": "1",
    "maxQuantity": "1000000",
    "pricePrecision": "0",
    "quantityPrecision": "0",
    "description": "INST 2",
    "quoteCurrency": "USD",
    "category": "E",
    "lastMessage": "Y"
  }
}

Empty message

{
  "q": "v1/exchange.marketdata/instrumentList",
  "sid": 17,
  "d": {
    "lastMessage": "Y"
  }
}

Live updates

{
  "q": "v1/exchange.marketdata/instrumentList",
  "sid": 12,
  "d": {
    "id": "310",
    "symbol": "bonds",
    "calendarId": "10",
    "activityStatus": "ACTIVE",
    "minQuantity": "0.1",
    "maxQuantity": "77777",
    "pricePrecision": "4",
    "quantityPrecision": "5",
    "description": "bonds instrument - try",
    "quoteCurrency": "USD",
    "startDate": "1693475220",
    "stopDate": "1725097620",
    "category": "D",
    "subCategory": "B",
    "underlyingAssets": "V",
    "coupon": "5",
    "periodOfCoupon": "ANNUAL",
    "accrualConvention": "ACT_ACT",
    "maturityDate": "2024-01-01",
    "tradingModels": [
      "CLOB"
    ],
    "minQuantityTradeEntries": [
      {
        "type": "Block",
        "amount": "444"
      },
      {
        "type": "EFRP",
        "amount": "555"
      }
    ]
  }
}

instrumentListWithPagination

qualifier: v1/exchange.marketdata/instrumentListWithPagination

This API includes pagination and filters.

Snapshot- will receive all instruments that meet the filters from the request (If no filter exists, only “Active” instruments will be sent)

Live updates-

You will receive live updates for the following:

• Snapshot Instruments Only: Updates will be sent exclusively for the instruments included in the initial snapshot.

• No New Instruments: You will not receive updates for any new instruments created after you subscribed.

• Status Change Alerts: If an instrument’s status changes from Active to Disabled, you will receive a notification. After this, no further updates will be sent for that instrument, even if it becomes active again.

Request

Similar to this with the below changes:

Request parameters are the same as define here with the below changes:

• offset is not included

• Additional parameter:

Name	Type	Description
fromSymbol	String	Optional From which symbol, start to send, exclusive. For example: We have instruments - “AA”, “BA”, “CB”, “CA” Request: limit: 1, fromSymbol: “BA” Response: “CB”

Response

Similar to this with the below change:

• totalCount in Admin API called here count

• fromSymbol is returned

Error Codes

Same as here

Samples

Subscription

{
  "q": "v1/exchange.marketdata/instrumentListWithPagination",
  "token": "ABC",
  "sid": 18,
  "d": {
    "fromSymbol": "bonds",
    "calendarId": 10
  }
}

Snapshot

{
  "q": "v1/exchange.marketdata/instrumentListWithPagination",
  "sid": 18,
  "d": {
    "messageType": "snapshot",
    "instruments": [
      {
        "id": "123",
        "symbol": "futures",
        "calendarId": "10",
        "activityStatus": "ACTIVE",
        "minQuantity": "0.1",
        "maxQuantity": "99999",
        "pricePrecision": "10",
        "quantityPrecision": "10",
        "minPrice": "1.25",
        "maxPrice": "500",
        "description": "Futures instrument",
        "quoteCurrency": "USD",
        "startDate": "1693296600",
        "stopDate": "1819440600",
        "category": "F",
        "subCategory": "F",
        "underlyingAssets": "F",
        "underlyingInstrumentId": "240",
        "deliveryType": "P",
        "contractSize": "10",
        "tradingModels": [
          "CLOB"
        ]
      },
      {
        "id": "124",
        "symbol": "option",
        "calendarId": "10",
        "activityStatus": "ACTIVE",
        "minQuantity": "1",
        "maxQuantity": "99999",
        "pricePrecision": "0",
        "quantityPrecision": "0",
        "description": "option instrument",
        "quoteCurrency": "USD",
        "startDate": "1693475040",
        "stopDate": "1725011040",
        "category": "O",
        "subCategory": "C",
        "underlyingAssets": "O",
        "underlyingInstrumentId": "284",
        "deliveryType": "P",
        "contractSize": "10",
        "expiryDate": "2025-01-01",
        "strike": "10",
        "exerciseType": "A",
        "tradingModels": [
          "CLOB"
        ]
      },
      {
        "id": "125",
        "symbol": "spot",
        "calendarId": "10",
        "activityStatus": "ACTIVE",
        "minQuantity": "1",
        "maxQuantity": "99999",
        "pricePrecision": "10",
        "quantityPrecision": "10",
        "minPrice": "1",
        "maxPrice": "1000",
        "description": "spot",
        "quoteCurrency": "USD",
        "auctions": [],
        "category": "I",
        "subCategory": "F",
        "tradingModels": [
          "CLOB"
        ]
      },
      {
        "id": "126",
        "symbol": "spread",
        "calendarId": "10",
        "activityStatus": "ACTIVE",
        "minQuantity": "1",
        "maxQuantity": "999999",
        "pricePrecision": "10",
        "quantityPrecision": "10",
        "description": "spread instrument",
        "quoteCurrency": "USD",
        "startDate": "1693475100",
        "stopDate": "1725011100",
        "category": "K",
        "underlyingInstrumentId": "240",
        "deliveryType": "P",
        "contractSize": "10",
        "dailyMinPricePercentage": "5",
        "dailyMaxPricePercentage": "15",
        "tickMinPricePercentage": "3",
        "tickMaxPricePercentage": "20",
        "strategyType": "SPREAD",
        "leg1ReferencePrice": "10",
        "legsInstrumentIds": [
          "240",
          "284"
        ],
        "tradingModels": [
          "CLOB"
        ]
      },
      {
        "id": "127",
        "symbol": "spread1",
        "calendarId": "10",
        "activityStatus": "ACTIVE",
        "minQuantity": "1",
        "maxQuantity": "999999",
        "pricePrecision": "10",
        "quantityPrecision": "10",
        "description": "spread instrument",
        "quoteCurrency": "USD",
        "startDate": "1693475100",
        "stopDate": "1725011100",
        "category": "K",
        "underlyingInstrumentId": "240",
        "deliveryType": "P",
        "contractSize": "10",
        "strategyType": "SPREAD",
        "leg1ReferencePrice": "10",
        "legsInstrumentIds": [
          "239",
          "284"
        ],
        "tradingModels": [
          "CLOB"
        ]
      },
      {
        "id": "128",
        "symbol": "test",
        "calendarId": "10",
        "activityStatus": "ACTIVE",
        "minQuantity": "0.1",
        "maxQuantity": "9999",
        "pricePrecision": "10",
        "quantityPrecision": "10",
        "description": "Test",
        "quoteCurrency": "USD",
        "tradingModels": [
          "CLOB"
        ]
      }
    ],
    "count": "6",
    "fromSymbol": "test"
  }
}

Live Update

{
  "q": "v1/exchange.marketdata/instrumentListWithPagination",
  "sid": 17,
  "d": {
    "messageType": "update",
    "instrument": {
      "id": "310",
      "symbol": "bonds",
      "calendarId": "10",
      "activityStatus": "ACTIVE",
      "minQuantity": "0.1",
      "maxQuantity": "77777",
      "pricePrecision": "4",
      "quantityPrecision": "5",
      "description": "bonds instrument - try",
      "quoteCurrency": "USD",
      "startDate": "1693475220",
      "stopDate": "1725097620",
      "category": "D",
      "subCategory": "B",
      "underlyingAssets": "V",
      "coupon": "5",
      "periodOfCoupon": "ANNUAL",
      "accrualConvention": "ACT_ACT",
      "maturityDate": "2024-01-01",
      "tradingModels": [
        "CLOB"
      ],
      "minQuantityTradeEntries": [
        {
          "type": "Block",
          "amount": "444"
        },
        {
          "type": "EFRP",
          "amount": "555"
        }
      ]
    }
  }
}