Historical Candle Data

PURPOSE

Historical candle data is the backbone for any strategy deployed and this API provides the support by providing archived data for various scrip codes. The API works in an active session and require clients to login first. After successful login, a token is generated in the response which is required to be validated first with the JWT validation API. After token validation, the historical data can be fetched for any scrip code using GET method. It provides OHLC (open, high, low and close rates) and volume data along with timestamps for scrip codes passed in the request.

JWT VALIDATION

The API with the POST request method is used to validate the JWT token generated after successful login. The field name for the token in the response of login is “Token”. After passing this token and client code in the payload of the API, client can validate the token.

Request URL

https://dataservice.iifl.in/openapi/prod/JWTOpenApiValidation

Request Method: POST

Request format: JSON

Request Header:

Content-Type: application/json

Ocp-Apim-Subscription-Key:
to be provided after registration

REQUEST BODY

BODY

Field Name Description Data Type Validation Sample Value
ClientCode This the clientcode of particular client String Cannot be empty. Dummy123
JwtCode This is the token received in the response of login API String Cannot be empty. -

SAMPLE REQUEST:

{
  "ClientCode": "Dummy123",
  "JwtCode": "eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.eyJ1bmlxdWVfbmFtZSI6IlNVUlZJTkhBIiwicm9sZSI6IjYwIiwibmJmIjoxNjIxOTU3NjU1LCJleHAiOjE2MjE5NjEyNTUsImlhdCI6MTYyMTk1NzY1NX0.DYO96m-OTF2-_WJ-Aw6VWlZQChaI8aIyn5wLaecfdoY"
}

RESPONSE BODY

BODY

Field Name Description Data Type List of Values Sample Value
Status Returns the status codeof the response. Integer 0-Authorization Successful
1-Invalid Authorization		 0
Message Returns the status codeof the response. String A. Authorization Successful
B. Invalid Authorization		 Authorization Successful

Success Response

{
    "body": {
        "Message": "Authorization Successful",
        "Status": 0
    }
}

Failure Response

{
  "body": {
    "Message": "Invalid Authorization",
    "Status": 1
  }
}

HISTORICAL CANDLE DATA

The API with the GET request method is used to fetch the historical candle data which provides an array of OHLC (open, high, low and close rates) and volume along with timestamps in the response. The API works only after successful JWT validation call. The maximum permissible interval size that can be kept in a API call is of 6 months. But the data can be fetched for any time duration. The day wise data doesn’t have any restrictions on the size of the interval and maximum data can be fetched when the interval is day. The API helps clients to fetch the candle data in 1 minute, 5 minutes, 10 minutes, 15 minutes, 30 minutes, 60 minutes and day based interval.

Request URL

https://dataservice.iifl.in/openapi/prod/historical/{Exch}/{ExchType}/{ScripCode}/{Interval}?from={FromDate}&end={EndDate}

Request Method: GET

Request format: JSON

REQUEST URL

URL PARAMETERS

Field Name Description Sample Value
Exch Exchange of the scrip
n – NSE
b – BSE
m – MCX (ExchType will be D)
n – NCDEX (only if ExchType is X)		 n
b
m
ExchType Exchange segment of the scrip
c – Cash
d – Derivative (Commodity if exchange is M)
u – Currency Derivative
x – NCDEX commodity
y – Commodity 		c
d
u
x
y
ScripCode Unique number for particular scrip 1330
Interval Interval for candle data.
1m – 1 minute
5m – 5 minute
10m – 10 minute
15m – 15 minute
30m – 30 minute
60m – 60 minute
1d – 1 day		 1m
5m
10m
15m
30m
60m
1d
FromDate Date from which candle data needs to be fetched (Format: YYYY-MM-DD) 2021-04-01
EndDate Date to which candle data needs to be fetched (Format: YYYY-MM-DD) 2021-04-30s

REQUEST HEADERS

HEADERS

Field Name Description Data Type Validation
x-clientcode Status of the response String Cannot be empty
x-auth-token JWT token generated after login String Cannot be empty
Ocp-Apim-Subscription-Key Provided by IIFL at the time of registration String Cannot be empty

Sample Request URL:

https://dataservice.iifl.in/openapi/prod/historical/n/c/1333/1d?from=2021-04-29&end=2021-04-30

RESPONSE BODY

BODY

Field Name Description Data Type Sample Value
status Status of the response String Cannot be empty
data Contains the data of requested candles -
candles An array of the OHLC and volume data along with timestamp Array

CANDLES

Field Name Description Data Type Sample Value
Timestamp This is the timestamp of the data in the format of YYYY-MM-DDTHH:MM:SS String 2021-04-01T09:15:00
Open This is the open rate at given time stamp Double 1488.85
High This is the high rate at given time stamp Double 1503.65
Low This is the low rate at given time stamp Double 1461.0
Close This is the close rate at given time stamp Double 1471.65
Volume This is the volume at given time stamp Integer 12002248

Success Response

{
  "status": "success",
  "data": {
    "candles": [
      [
        "2021-04-29T09:15:00",
        1488.85,
        1503.65,
        1461,
        1471.65,
        12002248
      ],
      [
        "2021-04-30T09:15:00",
        1450,
        1450,
        1407.65,
        1412.9,
        17538562
      ]
    ]
  }
}

Failure Response

    {
      "status": "Maximum permissible data range limit reached",
      "data": {
        "candles": null
      }
    }

Failure Response

    {
    "head": {
        "ResponseCode": "RPOpenAPI",
        "Status": 1,
        "Status_description": "Error While Processing"
    }
    "body": "null",