Index

Introduction
​ Getting Started
​ Video Tutorials
​ Instrument Details
​ Postman Collection and SDKs
​ Developer’s Community
​ Base URL
​ Request and Response Structure
User
Login Flow
Get User Session
​ Profile
​ Limits
​ Logout
Margin
​ Pre-order Margin
​ SPAN and Exposure
Order Management
​ Place
​ Modify
​ Cancel
​ Order Book
​ Order History
​ Trade Book
​ Order and Trade Updates
​ Order Update
​ Trade Update
Portfolio
​ Holdings
​ Positions
Market Data Stream
​ Steps to receive the Market Data events with Python example
​ Market Feed
​ Open Interest Stream
​ Market Status
​ Upper Circuit Change
​ Lower Circuit Change
​ Limit Price Protection(LPP) Change
​ 52 Week High Change
​ 52 Week Low Change
Market Data APIs
​ Historical Candlestick Chart Data
​ Market Quotes
​ Market Depth
​ Open Interest
 1

Annexure
Instrument Details
Postman Collection
SDKs
Video Tutorials
Sample conversion of a binary event to decimal format
Developer’s Community
Trading API Error Codes
Python SDK errors and packets
RMS Order Rejections
Rate Limits
FAQs

Introduction

Getting Started
IIFL Markets’ APIs provide fast, efficient, and easy-to-use trading solutions for retail traders and fintech
platforms. These APIs enable trading, investment, wealth generation, automation, and algorithmic
strategy execution with low complexity.

As REST-like APIs, they integrate seamlessly with our trading ecosystem, allowing real-time order
execution, modification, and cancellation. Users can manage portfolios, access live market data, and
monitor order status. The APIs use resource-based URLs, accept JSON or form-encoded requests, and
return JSON responses using standard HTTP codes. Toolkits are available in multiple programming
languages for quick integration.

Video Tutorials
1. Trading API Document overview: A quick walkthrough of the key sections and API details in our
documentation.
https://youtu.be/t7TMp4SldJ4

2. Daily client login flow: Step-by-step guide for clients to perform daily logins on the trading applications.
https://youtu.be/DMvSVncJOZA

Instrument Details
Get comprehensive exchange and segment-wise data of all active market instruments in CSV and JSON
formats.

CSV Links:
Exchange & Segment Instrument Details CSV File Link
NSEEQ https://api.iiflcapital.com/v1/contractfiles/NSEEQ.csv
 2

NSEFO https://api.iiflcapital.com/v1/contractfiles/NSEFO.csv
NSECOMM https://api.iiflcapital.com/v1/contractfiles/NSECOMM.csv
MCXCOMM https://api.iiflcapital.com/v1/contractfiles/MCXCOMM.csv
INDICES https://api.iiflcapital.com/v1/contractfiles/INDICES.csv
NSECURR https://api.iiflcapital.com/v1/contractfiles/NSECURR.csv
BSEEQ https://api.iiflcapital.com/v1/contractfiles/BSEEQ.csv
BSEFO https://api.iiflcapital.com/v1/contractfiles/BSEFO.csv
BSECURR https://api.iiflcapital.com/v1/contractfiles/BSECURR.csv

JSON Links:
Exchange & Segment Instrument Details JSON Link
NSEEQ https://api.iiflcapital.com/v1/contractfiles/NSEEQ.json
NSEFO https://api.iiflcapital.com/v1/contractfiles/NSEFO.json
NSECOMM https://api.iiflcapital.com/v1/contractfiles/NSECOMM.json
MCXCOMM https://api.iiflcapital.com/v1/contractfiles/MCXCOMM.json
INDICES https://api.iiflcapital.com/v1/contractfiles/INDICES.json
NSECURR https://api.iiflcapital.com/v1/contractfiles/NSECURR.json
BSEEQ https://api.iiflcapital.com/v1/contractfiles/BSEEQ.json
BSEFO https://api.iiflcapital.com/v1/contractfiles/BSEFO.json
BSECURR https://api.iiflcapital.com/v1/contractfiles/BSECURR.json
Note: These JSON links can also serve as APIs, allowing you to retrieve instrument details using the
GET method. No authorization is required to make these API calls.

Postman Collection & SDKs

You can download the official Postman API Collection here.
Below is a list of pre-built official libraries for IIFL Markets’ APIs developed in popularly used programming
languages that can be used to interact with the APIs without having to make raw HTTP calls.
●​ Python library
●​ .Net Framework 4.6 library
●​ .Net Core 8 library
●​ Golang library
●​ Java library
●​ Node JS library

Developer’s Community
🐞 Found a bug or facing an issue? Raise it on our GitHub Issues page!
Base URL
The base URL is the common URL used as a prefix for all the API calls.
https://api.iiflcapital.com/v1

Request and Response Structure

 3

Request Structure
●​ Users need to pass the generated access token as a Bearer token to authorise the request.

●​ All parameters for GET and DELETE requests are passed as query parameters.

Example:
DELETE
https://api.iiflcapital.com/v1/orders/{brokerOrderId}

●​ All POST and PUT requests are sent in raw JSON format in the request body.

Example:
POST
https://api.iiflcapital.com/v1/orders

Body:
[
{
"instrumentId": "1594",
"exchange": "NSEEQ",
"transactionType": "BUY",
"quantity": "1",
"orderComplexity": "REGULAR",
"product": "INTRADAY",
"orderType": "MARKET",
"validity": "DAY"
}
]

Response Structure
●​ status: Indicates the success, failure or error of the overall API call.
●​ message: Provides additional explanation or error description for the status.
●​ result: A list of individual results, each containing specific details about a single operation (e.g.,
order details). The sequence of the responses in the result array matches the sequence of the
requests. For example, if leg A was sent first and leg B was sent second, the result array will list
the response for leg A first, followed by the response for leg B inside the result array.
●​ result[].status: Provides the status or error of the individual operation within the response
●​ result[].message: Provides additional details or error description about the status of the
individual operation

Example:
{
"status": "Ok", // Overall status of the Place Order API Call
"message": "Success", // Provides additional explanation for the status
"result": [ // List of individual results, each containing specific details about placing that particular order.
{
 4

"status": "Success", // Shows the status of 1st leg, shows that it has passed all the validations
"message": "Success", // provides additional information on the 1st leg status
"brokerOrderId": "240919000000041", // response data, brokerOrderId in this case
"requestTime": "19-Sep-2024 18:48:46", // response data, requestTime in this case
},
{
"status": "EC901", // Code for the occurred error while validating 2nd leg’s parameters
"message": "Invalid parameter: 'exchange' Accepts only
{'NSEEQ','NSEFO','BSEEQ','BSEFO','NSECURR','BSECURR','MCXCOMM','NCDEXCOMM','NSECOMM','
BSECOMM'}” // Error Description for the above error code
}
]
}

User
There are 4 user APIs which enable login, logout, provide access to the client’s account details, and
display their trading margins and available limits.

Method Endpoint Processing Mode Action

POST /getusersession Single Generates access token for authenticating API calls
GET /profile Single Retrieves client's account details and personal information
GET /limits Single Provides the user's available trading limits and margins
POST /profile/logout Single Terminates the user's active session

Login Flow
To log in, a client requires the following:

1.​ Trading Account Credentials: Email/Phone/ClientId/PAN and password. The client can reset
their password directly on the web login page if they have forgotten it.
2.​ OTP or TOTP: For two-factor authentication.
3.​ App Key and App Secret: Specific to the application the client is logging into (contact your
Relationship Manager or Point of Contact to obtain these).

Daily Login Steps:

1.​ Redirect to Login Endpoint:​

The client must be redirected to the IIFL Capital web login URL:​
https://markets.iiflcapital.com/?v=1&appkey=xxx&redirecturl=abc​
Replace xxx with the appKey of the application being used. This appKey can belong to the
client’s own application or a third-party fintech platform(contact your Relationship Manager or
Point of Contact to obtain appKey and appSecret)
 5

If you have a use case to redirect the user dynamically to different URLs after login, you can pass
an optional redirecturl parameter in the OAuth URL. If this parameter is provided, users will
be redirected to that specific URL post-login; otherwise, they will be redirected to the default URL
registered with your trading application.

2.​ Log In Using Credentials:​

The client should enter their IIFL trading account credentials (username, password, and
OTP/TOTP) on the login portal.
3.​ Redirection Post Login:​
After a successful login, the client will be redirected to the URL specified during application
creation, with the authCode and clientId appended to it.

If no redirect URL was specified during the app creation, they will be redirected to an IIFL
webpage displaying an authCode.

4.​ Generate Access Token:​

Use any open source website(e.g., https://emn178.github.io/online-tools/sha256.html) or code to
encrypt the combination of clientId+authCode+appSecret using SHA-256 and pass it as a
checkSum in the getusersession API to generate the access token.
5.​ Authorise Subsequent API Calls:​
Use the generated access token(userSession) as a Bearer token in the header of every
subsequent API request for authorization.

A new login is required on each trading day to regenerate the token.

Get User Session

Processing
Method Endpoint Mode Action
POST /getusersession Single Generates access token for authenticating API calls

Request Structure
{
"checkSum":"bec46c08a04f7c8f1ea355b85d0f32e9250d83ffe42a147400fc4d0bdb9aee2b"
}

Request Parameters

Data
Parameter Type Description Approved/Example Values
SHA256(CONCATENATION(TEST101,IUBTQFR
GKC0NV9EHKCPT,LY47CQpl9N1T4NLBEYiwd0
F5tdI9B0f7xNM18rfjSTELztsSfvfK3lNZQU
SHA-256 encrypted value of 7b3MQbCwclFd4EUw0pO9ufWv3aOFdw6jgW9W
checkSum concatenation of 4Jck8E)) →
Required varchar (clientId,authCode,apiSecret) 92568ec06bbdc2c549c394c277c81319e35d
 6

5d57b88db1cba6469f492818f1e3

Response Structure
{
"status": "Ok",
"userSession": "eyJhbGciOi*******bx844uFwWA"
}

Response Parameters

Param Data Type Description Example Values

Indicates whether the session creation was
status varchar successful ("Ok") or not ("Not_Ok") Ok, Not_Ok
A JWT (JSON Web Token) representing the client's
authenticated session, to be used for the subsequent eyJhbGciOi****
userSession varchar API authorization ***bx844uFwWA

Profile
Method Endpoint Processing Mode Action
GET /profile Single Retrieves client's account details and personal information

Headers
Authorization: Bearer <userSession>

Request Structure
No Body

Response Structure
{
"status": "Ok",
"message": "Success",
"result": {
"clientId": "3******4",
"clientName": "Ishan Arora",
"isTotpEnabled": "Y",
"isPoaProvided": "Y",
"accountStatus": "Na",
"exchanges": [
"BSECURR",
"BSEEQ",
 7

"BSEFO",
"NSECURR",
"NSEEQ",
"NSEFO"
],
"products": [
"NORMAL",
"INTRADAY",
"DELIVERY",
"BNPL"
],
"orderComplexity": [
"REGULAR",
"AMO",
"BO",
"CO"
],
"email": "is**********@gmail.com",
"phoneNumber": "8********4"
}
}

Response Parameters

Param Data Type Description Example Values

clientId varchar Unique identifier assigned to the client TEST102
clientName varchar First name of the client as registered with the broker Vishal
isTotpEnabled varchar Indicates if TOTP-based 2FA is enabled for the client Y/N
isPoaProvided varchar Indicates if the Power of Attorney has been provided Y/N
accountStatus varchar Current status of the client’s trading account Active/Inactive
exchanges varchar List of stock exchanges the client is authorized to trade on [“BSEFO”]
products varchar Trading products enabled for the client [“DELIVERY”]
orderComplexity varchar Types of orders the client can place ["REGULAR"]

Limits
Method Endpoint Processing Mode Action
GET /limits Single Provides the user's available trading limits and margins

Headers
 8

Authorization: Bearer <userSession>

Request Structure
No Body

Response Structure
{
"status": "Ok",
"message": "Success",
"result": {
"tradingLimit": 19990000.00,
"openingCashLimit": 0.0,
"intradayPayin": 20000000.00,
"collateralMargin": 0.0,
"creditForSell": 0.0,
"adhocMargin": 0.0,
"utilizedMargin": 0.00,
"blockedForPayout": 10000.0,
"utilizedSpanMargin": 0.0,
"utilizedExposureMargin": 0.0
}
}

Response Parameters

Param Data Type Description Example Values

tradingLimit double Maximum funds available for trading 19990000.00
openingCashLimit double Cash balance at the start of the trading day 0.0
intradayPayin double Funds added during the day for intraday trades 20000000.00
collateralMargin double Margin available from pledged securities 0.0
Credit received for securities sold but not yet
creditForSell double settled 0.0
adhocMargin double Additional margin provided by the broker 0.0
Total margin already used for open positions and
utilizedMargin double open orders 0.0
blockedForPayout double Amount blocked for payout requests 10000.0
Margin used to cover SPAN requirements for
utilizedSpanMargin double derivatives 0.0
Margin used for exposure requirements in
utilizedExposureMargin double derivatives 0.0
 9

Logout
Method Endpoint Processing Mode Action
POST /profile/logout Single Terminates the user's active session

Headers
Authorization: Bearer <userSession>

Request Structure
No Body

Response Structure
{
"status": "Ok",
"message": "Success",
"result": {
"status": "Success",
"message": "Success"
}
}

Response Parameters
Param Data Type Description Example Values
status varchar Overall status of the Place Order API Call Ok
message varchar Provides additional explanation for the status Success
result[].status varchar Provides the status or error of the logout operation Success
Provides additional details or error description
result[].message varchar about the status of the logout operation Success

Margin
There are 2 margin APIs that calculate the required margin for an individual order or a basket of orders.

Method Endpoint Processing Mode Action

Calculate the required margin for an order
POST /preordermargin Single considering the existing positions
Calculate the SPAN, exposure and total margin
required for 1 or more instruments without
POST /spanexposure Single/Bulk considering the existing positions and open orders
 10

Pre-order Margin
Method Endpoint Processing Mode Action
Calculate the required margin for an order
POST /preordermargin Single considering the existing positions

Headers
Authorization: Bearer <userSession>

Request Structure
Note: Parameters marked in red are required in the request payload whereas parameters marked in grey
are either conditionally required or optional.
{
"instrumentId": "54786",
"exchange": "NSEFO",
"transactionType": "SELL",
"quantity": "25",
"orderComplexity": "REGULAR",
"product": "NORMAL",
"orderType": "MARKET",
"validity": "DAY",
"price": "1501.55",
"slTriggerPrice": "1505.2",
"slLegPrice": "1500",
“targetLegPrice”: “1600”
}
Request Parameters

Data Approved/Example
Parameter Type Description Values
instrumentId
Required varchar Unique identifier for the financial instrument 1594

NSEEQ,NSEFO,BSEEQ,B
SEFO,NSECURR,BSECUR
exchange R,MCXCOMM,NSECOMM,B
Required varchar Exchange & segment of the instrument to be traded SECOMM,NCDEXCOMM

transactionType
Required varchar Defines whether the order is a buy or sell BUY,SELL
quantity
Required int Number of units to be traded 100

orderComplexity
Required varchar Specifies the complexity of the order REGULAR,AMO,BO,CO
 11

product NORMAL,INTRADAY,DEL
Required varchar Product type for the order IVERY,BNPL
orderType
Required varchar Order type LIMIT,MARKET,SL,SLM
price
Conditionally The specified price for limit orders
Required double Req. if orderType=LIMIT,SL 1501.55

slTriggerPrice
Conditionally Trigger price for stop-loss orders
Required double Req. if orderType=SL,SLM 1505.2

slLegPrice
Conditionally The exit price forBracket/Cover orders
Required double Req. if orderComplexity=BO,CO 1500

targetLegPrice
Conditionally The book profit price for Bracket orders
Required double Req. if orderComplexity=BO,CO 1600

Response Structure
{
"totalCashAvailable": "10006024.00",
"preOrderMargin": "76624.00",
"postOrderMargin": "88710.73",
"currentOrderMargin": "12086.73",
"rmsvalidationMessage": "OK",
"fundShort": "0.00"
}
Response Parameters

Param Data Type Description Example Values

totalCashAvailable double Total Cash Available 10006024.00
preOrderMargin double Portfolio margin used before this order is executed 76624.00
postOrderMargin double Portfolio margin used after this order gets executed 88710.73
currentOrderMargin double Margin required to place this order 12086.73
Rms check indicating whether the RMS will allow or
rmsvalidationMessage varchar reject the order, if placed OK, NOT_OK
fundShort double Shortage of funds, if any 0.00

SPAN and Exposure Margin

Method Endpoint Processing Mode Action
 12

Calculate the SPAN, exposure and total margin

required for 1 or more instruments without
POST /spanexposure Single/Bulk considering the existing positions and open orders

Headers
Authorization: Bearer <userSession>

Request Structure
[
{
"instrumentId": "35089",
"exchange": "NSEFO",
"transactionType": "BUY",
"quantity": 25
},
{
"instrumentId": "35005",
"exchange": "NSEFO",
"transactionType": "SELL",
"quantity": 25
}
]

Request Parameters
Data Approved/Example
Parameter Type Description Values
instrumentId
Required varchar Unique identifier for the financial instrument 1594
NSEEQ,NSEFO,BSEEQ,B
SEFO,NSECURR,BSECUR
exchange R,MCXCOMM,NSECOMM,B
Required varchar Exchange & segment of the instrument to be traded SECOMM,NCDEXCOMM
transactionType
Required varchar Defines whether the order is a buy or sell BUY,SELL
quantity
Required int Number of units to be traded 100

Response Structure
{
"span": "11090.00",
"exposureMargin": "4122.17",
"totalMargin": "15212.17"
}
 13

Response Parameters
Param Data Type Description Example Values
The minimum required margin based on worst-case
span double risk scenarios for derivative positions 11090.00
An additional cushion margin for unexpected market
exposureMargin double fluctuations 4122.17
The combined margin requirement, totaling SPAN
totalMargin double and exposure margins for full risk coverage 15212.17

Order Management
There are 6 Order Management APIs that let you place, modify, and cancel orders. They also
provide access to the order book, trade book, order history, and pre-order margin.
Processing
Method Endpoint Mode Action
POST /orders Single/Bulk Place new orders
PUT /orders/{brokerOrderId} Single Modify pending orders
DELETE /orders/{brokerOrderId} Single Cancel a Pending order
GET /orders Single Fetch details of all orders placed today
GET /orders/{brokerOrderId} Single Fetch the history of a specific order
GET /trades Single Fetch details of all executed trades for today

Place Order
Processing
Method Endpoint Mode Action
POST /orders Single/Bulk Place new orders

Headers
Authorization: Bearer <userSession>

Request Structure
Note: Parameters marked in red are required in the request payload whereas parameters marked in grey
are either conditionally required or optional.

[
{
 14

"instrumentId": "1594",
"exchange": "NSEEQ",
"transactionType": "BUY",
"quantity": "1",
"orderComplexity": "REGULAR",
"product": "INTRADAY",
"orderType": "MARKET",
"validity": "DAY",
"price": "1501.55",
"slTriggerPrice": "1505.2",
"slLegPrice": "1500",
"targetLegPrice ": "1600",
"disclosedQuantity": "500",
"marketProtectionPercent ": "1400",
"apiOrderSource": "InstaOptions",
"algoId": "ALGO1234",
"orderTag": "Stangle Leg 1"
}
]

Request Parameters
Data Approved/Example
Parameter Type Description Values
instrumentId
Required varchar Unique identifier for the financial instrument 1594

NSEEQ,NSEFO,BSEEQ,B
SEFO,NSECURR,BSECUR
exchange R,MCXCOMM,NSECOMM,B
Required varchar Exchange & segment of the instrument to be traded SECOMM,NCDEXCOMM

transactionType
Required varchar Defines whether the order is a buy or sell BUY,SELL
quantity
Required int Number of units to be traded 100

orderComplexity
Required varchar Specifies the complexity of the order REGULAR,AMO,BO,CO

product NORMAL,INTRADAY,DEL
Required varchar Product type for the order IVERY,BNPL
orderType
Required varchar Order type LIMIT,MARKET,SL,SLM
 15

price
Conditionally The specified price for limit orders
Required double Req. if orderType=LIMIT,SL 1501.55

slTriggerPrice
Conditionally Trigger price for stop-loss orders
Required double Req. if orderType=SL,SLM 1505.2

slLegPrice
Conditionally The exit price for stop-loss orders
Required double Req. if orderComplexity=BO,CO 1500
targetLegPrice
Conditionally Price at which to exit the position for profit
Required double Req. if orderComplexity=BO 1600
validity
Required varchar The time duration the order should remain active DAY,IOC

disclosedQuantity
Optional int The partial quantity disclosed to the market 500
Market protection ensures that this sell order is not
marketProtectionP executed below (or buy order above) the specified
ercent price, safeguarding against unfavourable price
Optional double movements. 1400
The source from which the API order is placed.
apiOrderSource Fintech partners should specify their name in this
Optional varchar parameter. PlatformName1
algoId
Optional varchar The identifier for the algorithm placing the order ALGO1234
orderTag
Optional varchar A custom label or tag assigned to the order Stangle Leg 1

Response Structure
{
"status": "Ok",
"message": "Success",
"result":
[
{
"status": "Success",
"message": "Success",
"brokerOrderId": "240919000000041",
"requestTime": "19-Sep-2024 18:48:46"
}
]
}
 16

Response Parameters

Parameter Data Type Description Example Values

status varchar Status of the request or error code Success, EC004
message varchar Any additional message or error description Success, User blocked
brokerOrderId varchar IIFL’s unique order number 240919000000041
requestTime varchar Request Timestamp 19-Sep-2024 18:48:46

Modify Order
Processing
Method Endpoint Mode Action
PUT /orders/{brokerOrderId} Single Modify pending orders

Headers
Authorization: Bearer <userSession>

Request Structure
Note: Parameters marked in red are required in the request payload whereas parameters marked in grey
are either conditionally required or optional.

[
{
"quantity": "1",
"orderType": "MARKET",
"validity": "DAY",
"price": "1501.55",
"slTriggerPrice": "1505.2",
"disclosedQuantity": "500",
"marketProtectionPercent ": "1400"
}
]
Request Parameters
Data Approved/Example
Parameter Type Description Values
quantity
Optional int Number of units to be traded 100
orderType
Optional varchar Order type LIMIT,MARKET,SL,SLM
 17

price
Conditionally The specified price for limit orders
Required double Req. if orderType=LIMIT,SL 1501.55

slTriggerPrice
Conditionally Trigger price for stop-loss orders
Required double Req. if orderType=SL,SLM 1505.2
validity
Optional varchar The time duration the order should remain active DAY,IOC

disclosedQuantity
Optional int The partial quantity disclosed to the market 500
Market protection ensures that this sell order is not
marketProtectionP executed below (or buy order above) the specified
ercent price, safeguarding against unfavourable price
Optional double movements. 1400

*Note: You only need to pass the parameters which you want to modify or any additional related
parameter which is required for the modification.

Use Case I: If you want to change the quantity of an order to 15, you only need to pass the below request
payload.
{
"quantity": "15"
}

Use Case II: If you want to change the orderType from MARKET to LIMIT and set the limit price as 100,
you need to pass orderType and price.
{
"orderType": "LIMIT",
"price": "100"
}

Use Case III: If you want to change the orderType from LIMIT to SL and set the stop loss trigger price at
99 keeping price the same, you need to pass orderType and slTriggerPrice.
{
"orderType": "SL",
"slTriggerPrice": "99"
}

Response Structure
{
"status": "Ok",
"message": "Success",
"result":
 18

{
"status": "Success",
"message": "Success",
"brokerOrderId": "240919000000041",
"requestTime": "19-Sep-2024 18:48:46"
}
}

Response Parameters

Parameter Data Type Description Example Values

status varchar Status of the request or error code Success, EC004
message varchar Any additional message or error description Success, User blocked
brokerOrderId varchar IIFL’s unique order number 240919000000041
requestTime varchar Request Timestamp 19-Sep-2024 18:48:46

Cancel Order
Processing
Method Endpoint Mode Action
DELETE /orders/{brokerOrderId} Single Cancel a Pending order

Headers
Authorization: Bearer <userSession>

Request Structure
No Body

Response Structure
{
"status": "Ok",
"message": "Success",
"result":
{
"status": "Success",
"message": "Success",
"brokerOrderId": "240919000000041",
"requestTime": "19-Sep-2024 18:48:46"
}
}
 19

Response Parameters

Parameter Data Type Description Example Values

status varchar Status of the request or error code Success, EC004
message varchar Any additional message or error description Success, User blocked
brokerOrderId varchar IIFL’s unique order number 240919000000041
requestTime varchar Request Timestamp 19-Sep-2024 18:48:46

Order Book
Processing
Method Endpoint Mode Action
GET /orders Single Fetch details of all orders placed today

Headers
Authorization: Bearer <userSession>

Request Structure
No Body

Response Structure
[
{
"clientId": "TEST102",
"placedBy": "TEST102",
"brokerOrderId": "240920000000124",
"exchangeOrderId": "1100000000089930",
"orderStatus": "cancelled",
"formattedInstrumentName": "INFOSYS LIMITED",
"tradingSymbol": "INFY-EQ",
"instrumentId": "1594",
"exchange": "NSEEQ",
"transactionType": "BUY",
"quantity": "1",
"product": "INTRADAY",
"orderComplexity": "REGULAR",
"orderType": "LIMIT",
"price": "180000.0",
"averageTradedPrice": "0.0",
 20

"slTriggerPrice": "0.0",
"validity": "DAY",
"disclosedQty": "0",
"marketProtectionPercent ": "0.0",
"exchangeTimestamp": "20-Sep-2024 16:05:33",
"exchangeUpdateTime": "20-Sep-2024 16:05:32",
"rejectionReason": "",
"mainLegOrderId ": "NA",
"pendingQuantity": "1",
"filledQuantity": "0",
"appKey": "NA",
"apiOrderSource": "API",
"algoId": "",
"source": "API",
"orderTag": "NA",
"brokerUpdateTime": "17-Feb-2025 06:48:39"
}
]
Response Parameters

Data
Parameter Type Description Example Values
clientId varchar Unique identifier of the client 31625881
placedBy varchar User(client or dealer) who placed the order 31625881
brokerOrderId varchar Unique order ID assigned by IIFL Capital 240807000000068
exchangeOrderId varchar Unique order ID assigned by the exchange 900000000000000000
Current status of the order (e.g., Open, Complete,
orderStatus varchar Rejected, Canceled) rejected
formattedInstrumen IDEA VODAFONE
tName varchar Display name of the financial instrument LIMITED
tradingSymbol varchar Trading symbol of the instrument IDEA-EQ
InstrumentId varchar Unique identifier for the financial instrument 14366
exchange varchar The exchange where the order is placed NSEEQ
transactionType varchar Specifies whether the order is a buy or sell BUY
quantity int Number of shares or contracts in the order 1
Type of product used for the order (e.g., intraday or
product varchar delivery) NORMAL
Complexity of order, such as Regular, AMO, BO, or
orderComplexity varchar CO REGULAR
Specifies the execution type of the order (e.g., Market
orderType varchar or Limit) MARKET
 21

price double Price at which the order is placed for limit orders 1500
averageTradedPrice double Average price at which the order was executed 1510
slTriggerPrice double Stop-loss trigger price for the order 1600
validity varchar Duration for which the order is valid (e.g., DAY, IOC) DAY
disclosedQuantity int Partial quantity disclosed to the market 10
Market protection ensures that this sell order is not
executed below (or buy order above) the specified
marketProtectionPe price, safeguarding against unfavourable price
rcent double movements. 1300
07-Aug-2024
exchangeTimestamp varchar Timestamp when the order was placed 16:14:17
Timestamp when the exchange updated the order 07-Aug-2024
exchangeUpdateTime varchar status 16:14:17
RMS:Margin
rejectionReason varchar Reason for order rejection, if applicable Exceeds,****duct
ID of the parent order, if this order is part of a Bracket
mainLegOrderId varchar Order or Cover Order 240807000000068
pendingQuantity int Quantity of the order that remains unfilled 25
filledQuantity int Quantity of the order that has been filled 50
appKey varchar Key identifying the application that placed the order UXjPaQVPYyeVDEZ
The source from which the API order is placed.
Fintech partners may specify their name in this
apiOrderSource varchar parameter. Trade Tron
Unique identifier for the algorithm that placed the
algoId varchar order algo123
The platform or system from which the order was
source varchar placed(e.g., Web, App, API) API
orderTag varchar Custom tag or label assigned to the order 123abc
17-Feb-2025
brokerUpdateTime varchar Timestamp of the broker's last update on the order 06:48:39

Order History
Processing
Method Endpoint Mode Action
GET /orders/{brokerOrderId} Single Fetch the history of a specific order

Headers
Authorization: Bearer <userSession>

Request Structure
 22

No Body

Response Structure
[
{
"clientId": "TEST102",
"placedBy": "TEST102",
"brokerOrderId": "240920000000124",
"exchangeOrderId": "1100000000089930",
"orderStatus": "cancelled",
"formattedInstrumentName": "INFOSYS LIMITED",
"tradingSymbol": "INFY-EQ",
"instrumentId": "1594",
"exchange": "NSEEQ",
"transactionType": "BUY",
"quantity": "1",
"product": "INTRADAY",
"orderComplexity": "REGULAR",
"orderType": "LIMIT",
"price": "180000.0",
"averageTradedPrice": "0.0",
"slTriggerPrice": "0.0",
"validity": "DAY",
"disclosedQty": "0",
"marketProtectionPercent ": "0.0",
"exchangeTimestamp": "20-Sep-2024 16:05:33",
"exchangeUpdateTime": "20-Sep-2024 16:05:32",
"rejectionReason": "",
"mainLegOrderId ": "NA",
"cancelledQuantity": "1",
"pendingQuantity": "1",
"filledQuantity": "0",
"appKey": "NA",
"apiOrderSource": "API",
"algoId": "",
"source": "API",
"orderTag": "NA",
"brokerUpdateTime": "17-Feb-2025 06:48:39"
}
]
Response Parameters
 23

Data
Parameter Type Description Example Values
clientId varchar Unique identifier of the client 31625881
placedBy varchar User(client or dealer) who placed the order 31625881
brokerOrderId varchar Unique order ID assigned by IIFL Capital 240807000000068
exchangeOrderId varchar Unique order ID assigned by the exchange 900000000000000000
Current status of the order (e.g., Open, Complete,
orderStatus varchar Rejected, Canceled) rejected
formattedInstrumen IDEA VODAFONE
tName varchar Display name of the financial instrument LIMITED
tradingSymbol varchar Trading symbol of the instrument IDEA-EQ
InstrumentId varchar Unique identifier for the financial instrument 14366
exchange varchar The exchange where the order is placed NSEEQ
transactionType varchar Specifies whether the order is a buy or sell BUY
quantity int Number of shares or contracts in the order 1
Type of product used for the order (e.g., intraday or
product varchar delivery) NORMAL
Complexity of order, such as Regular, AMO, BO, or
orderComplexity varchar CO REGULAR
Specifies the execution type of the order (e.g., Market
orderType varchar or Limit) MARKET
price double Price at which the order is placed for limit orders 1500
averageTradedPrice double Average price at which the order was executed 1510
slTriggerPrice double Stop-loss trigger price for the order 1600
validity varchar Duration for which the order is valid (e.g., DAY, IOC) DAY
disclosedQuantity int Partial quantity disclosed to the market 10
Market protection ensures that this sell order is not
executed below (or buy order above) the specified
marketProtectionPe price, safeguarding against unfavourable price
rcent double movements. 1300
07-Aug-2024
exchangeTimestamp varchar Timestamp when the order was placed 16:14:17
Timestamp when the exchange updated the order 07-Aug-2024
exchangeUpdateTime varchar status 16:14:17
RMS:Margin
rejectionReason varchar Reason for order rejection, if applicable Exceeds,****duct
ID of the bracket order, if this order is part of a
mainLegOrderId varchar Bracket Order 240807000000068
cancelledQuantity int Quantity of the order that was cancelled 30
pendingQuantity int Quantity of the order that remains unfilled 25
 24

filledQuantity int Quantity of the order that has been filled 50

appKey varchar Key identifying the application that placed the order UXjPaQVPYyeVDEZ
The source from which the API order is placed.
Fintech partners may specify their name in this
apiOrderSource varchar parameter. Trade Tron
Unique identifier for the algorithm that placed the
algoId varchar order algo123
The platform or system from which the order was
source varchar placed(e.g., Web, App, API) API
orderTag varchar Custom tag or label assigned to the order 123abc
17-Feb-2025
brokerUpdateTime varchar Timestamp of the broker's last update on the order 06:48:39

Trade Book
Processing
Method Endpoint Mode Action
GET /trades Single Fetch details of all executed trades for today

Headers
Authorization: Bearer <userSession>

Request Structure
No Body

Response Structure
[
{
“clientId”: "31625881",
“placedBy”: "31625881",
“brokerOrderId”: "240807000000068",
“exchangeOrderId”: "900000000000000",
“exchangeTradeId”: "893487609000000",
“formattedInstrumentName”: "IDEA VODAFONE,
“tradingSymbol”: "IDEA-EQ",
“instrumentId”: "14366",
“exchange”: "NSEEQ",
“transactionType”: "BUY",
“product”: "NORMAL",
“orderComplexity”: "REGULAR",
“orderType”: "MARKET",
 25

“validity: "DAY",
“tradedPrice”: "1560",
“filledQuantity”: "50",
“fillTimestamp: "07-Aug-2024 16:14:17",
“algoId”: "algo123",
“orderTag”: "123abc"
}
]
Response Parameters

Data
Param Type Description Example Values
clientId varchar Unique identifier of the client 31625881
placedBy varchar User(client or dealer) who placed the order 31625881
brokerOrderId varchar Unique order ID assigned by IIFL Capital 240807000000068
exchangeOrderId varchar Unique order ID assigned by the exchange 900000000000000
exchangeTradeId varchar Unique trade ID assigned by the exchange 893487609000000
IDEA VODAFONE
formattedInstrumentName varchar Display name of the financial instrument LIMITED
tradingSymbol varchar Trading symbol of the instrument IDEA-EQ
instrumentId varchar Unique identifier for the financial instrument 14366
exchange varchar The exchange where the order is placed NSEEQ
transactionType varchar Specifies whether the order is a buy or sell BUY
Type of product used for the order (e.g., intraday
product varchar or delivery) NORMAL
Complexity of order, such as Regular, AMO, BO,
orderComplexity varchar or CO REGULAR
Specifies the execution type of the order (e.g.,
orderType varchar Market or Limit) MARKET
Duration for which the order is valid (e.g., DAY,
validity varchar IOC) DAY
The price at which the order was filled in the
tradedPrice double market 1560
filledQuantity int Quantity of the order that has been filled 50
07-Aug-2024
fillTimestamp varchar Timestamp when the order was filled 16:14:17
Unique identifier for the algorithm that placed
algoId varchar the order algo123
orderTag varchar Custom tag or label assigned to the order 123abc
 26

Order and Trade Updates

Our Bridge Package offers two distinct events: one for delivering order updates and another for delivering
trade updates. These events provide real-time updates on orders and executed trades.

To receive these events, you must register their designated callback functions.
Setter Property
Event to register Request Respons
Type callbacks Param e Format Description
Provides real-time updates on the status of placed
Order on_order_update orders, including modifications, cancellations, and
Updates s_received Client Id JSON execution progress
Trades on_trade_update Delivers instant notifications of executed trades with
Updates s_received Client Id JSON details such as price, quantity, and trade time

Follow the below steps to receive order and trade update events:

1.​ Install BridgePy package

pip install bridgePy

2.​ Import connector module from the package

from bridgePy import connector as connector

3.​ Create an object of the connect class

connection_object = connector.Connect()

4.​ Before establishing a connection, complete the below steps to receive and handle
acknowledgments and error messages effectively. These acknowledgements and error messages
are for connection, subscription, unsubscription and disconnection requests.

a.​ Create an acknowledgment_handler function

def acknowledgment_handler(response: str):

print(f"Acknowledgment: {response}")

b.​ A setter property is responsible for registering a callback function. When you pass a
function to it, the setter will save the function so that it can be used later when the event
arrives.

Use the setter property on_acknowledge_response to register the

acknowledgment_handler function created in the previous step as the callback function
for the acknowledgement event.
 27

connection_object.on_acknowledge_response =acknowledgment_handler

c.​ When the actual acknowledgment is received, the bridge package will call the
acknowledgment_handler function.

For example, when the acknowledgement of a successful connection:

{"packetType": 2, "packetName": "CONNACK", "status": 0, "message":

"Success"}

is received, the bridge package will call the acknowledgment_handler function.

d.​ Create an error_handler function

def error_handler(code: int, message: str):

print(f"Error {code}: {message}")

e.​ Use the setter property on_error to register the error_handler function created in the
previous step as the callback function for the error event.

connection_object.on_error = error_handler

f.​ When the actual error is received, the bridge package will call the error_handler
function.

For example, when an error occurs while establishing a connection:

(-1, The parameter 'host' should not be empty)

the bridge package will call the error_handler function.

5.​ Establish a connection by passing

a.​ bridge.iiflcapital.com as host

b.​ 9906 as port
c.​ <userSession> as token
<userSession> is the session token received in the response after calling the getUserSessions
API

conn_req = '{"host": "bridge.iiflcapital.com", "port": 9906, "token":

<userSession>}'
connection_object.connect_host(conn_req)

6.​ Subscribe to the required events

connection_object.subscribe_order_updates(req)
connection_object.subscribe_trade_updates(req)
 28

Pass your client Id in req. For example, if your client ID is CLIENT101, pass

req = '{"subscriptionList": ["CLIENT101"]}’

7.​ To receive and process the events

a.​ Create order_updates_handler and trade_updates_handler callback functions

def order_updates_handler(data: bytearray, topic: str):

print(f"Order updates data received on topic {topic}: {data}")

def trade_updates_handler(data: bytearray, topic: str):

print(f"trade update data received on topic {topic}:{data}")

b.​ Use the setter property on_order_updates_received to register the

order_updates_handler function created in the previous step as the callback function
for the order updates event.

connection_object.on_order_updates_received=order_updates_handler

c.​ Use the setter property on_trade_updates_received to register the

trade_updates_handler function created in the previous steps as the callback functions
for the trade updates event.

connection_object.on_trade_updates_received=trade_updates_handler

d.​ When the actual order updates and trade updates events are received, the bridge
package will call the order_updates_handler and trade_updates_handler functions
respectively.

8.​ Unsubscribe from the events when they are no longer required

connection_object.unsubscribe_order_updates(req)
connection_object.unsubscribe_trade_updates(req)

Pass your client Id in req. For example, if your client ID is CLIENT101, pass

req = '{"subscriptionList": ["CLIENT101"]}’

9.​ Disconnect from the host when it is no longer required

​ connection_object.disconnect_host()

The packet structure for both the Order Updates and Trade Updates events are detailed below.

Order Updates
 29

Callback Request Response

Event Type Function Param Format Description
Provides real-time updates on the status of
Order on_order_update placed orders, including modifications,
Updates s_received Client Id JSON cancellations, and execution progress

Packet JSON
{
"clientId: "31625881",
"validity: "DAY",
"orderComplexity: "REGULAR",
"product: "NORMAL",
"orderType: "MARKET",
"tradingSymbol: "IDEA-EQ",
"transactionType: "BUY",
"instrumentId: "14366",
"price: "1500",
"slTriggerPrice: "1600",
"quantity: "1",
"disclosedQuantity: "10",
"cancelledQuantity: "30",
"algoId: "algo123",
"marketProtectionPercent : "1300",
"placedBy: "31625881",
"averageTradedPrice: "1510",
"filledQuantity: "50",
"pendingQuantity: "25",
"brokerOrderId: "240807000000068",
"exchangeOrderId: "900000000000000001",
"rejectionReason: "RMS:Margin Exceeds,****duct",
"orderStatus: "rejected",
"exchangeTimestamp: "07-Aug-2024 16:14:17",
"exchangeUpdateTime: "07-Aug-2024 16:14:17",
"mainLegOrderId : "240807000000068",
"validityDate: "45511",
"source: "API",
"comments: "Strangle~dQcOimFMAvsXlum~SELF",
"brokerUpdateTime": "17-Feb-2025 06:48:39"
}

Packet Parameters
 30

Data
Parameter Type Description Example Values
clientId varchar Unique identifier of the client 31625881
validity varchar Duration for which the order is valid (e.g., DAY, IOC) DAY
Complexity of order, such as Regular, AMO, BO, or
orderComplexity varchar CO REGULAR
Type of product used for the order (e.g., intraday or
product varchar delivery) NORMAL
Specifies the execution type of the order (e.g., Market
orderType varchar or Limit) MARKET
tradingSymbol varchar Trading symbol of the instrument IDEA-EQ
transactionType varchar Specifies whether the order is a buy or sell BUY
instrumentId varchar Unique identifier for the financial instrument 14366
price double Price at which the order is placed for limit orders 1500
slTriggerPrice double Stop-loss trigger price for the order 1600
quantity int Number of shares or contracts in the order 1
disclosedQuantity int Partial quantity disclosed to the market 10
cancelledQuantity int Quantity of the order that was cancelled 30
Unique identifier for the algorithm that placed the
algoId varchar order algo123
Market protection ensures that this sell order is not
executed below (or buy order above) the specified
marketProtectionPe price, safeguarding against unfavourable price
rcent double movements. 1300
placedBy varchar User(client or dealer) who placed the order 31625881
averageTradedPrice double Average price at which the order was executed 1510
filledQuantity int Quantity of the order that has been filled 50
pendingQuantity int Quantity of the order that remains unfilled 25
brokerOrderId varchar Unique order ID assigned by IIFL Capital 240807000000068
exchangeOrderId varchar Unique order ID assigned by the exchange 900000000000000001
RMS:Margin
rejectionReason varchar Reason for order rejection, if applicable Exceeds,****duct
Current status of the order (e.g., Open, Complete,
orderStatus varchar Rejected, Canceled) rejected
The timestamp indicating when the order was 07-Aug-2024
exchangeTimestamp varchar received by the exchange 16:14:17
Timestamp when the exchange updated the order 07-Aug-2024
exchangeUpdateTime varchar status 16:14:17
ID of the bracket order, if this order is part of a
mainLegOrderId varchar Bracket Order 240807000000068
validityDate varchar The date until which the order remains valid, based 8/7/2024
 31

on the specified order validity type (e.g., GTT, GTD,

VTD)
The platform or system from which the order was
source varchar placed(e.g., Web, App, API) API
Additional remarks or notes provided for the Strangle~dQcOimFMA
comments varchar order(e.g., order tag, app key, app name) vsXlum~SELF
17-Feb-2025
brokerUpdateTime varchar Timestamp of the broker's last update on the order 06:48:39

Trade Updates
Callback Request Response
Event Type Function Param Format Description
Trades on_trade_updat Delivers instant notifications of executed trades
Updates es_received Client Id JSON with details such as price, quantity, and trade time

Packet JSON
{
"tradedPrice: "1560",
"filledQuantity: "50",
"exchangeTradeId: "893487609000000",
"instrumentId: "14366",
"exchange: "NSEEQ",
"clientId: "31625881",
"orderComplexity: "REGULAR",
"product: "NORMAL",
"tradingSymbol: "IDEA-EQ",
"fillDate: "45511",
"fillTime: "0.676585648148148",
"brokerOrderId: "240807000000068",
"exchangeOrderId: "900000000000000",
"transactionType: "BUY",
"orderType: "MARKET",
"placedBy: "31625881",
"algoId: "algo123"
}

Packet Parameters
Data
Parameter Type Description Example Values
tradedPrice double The price at which the order was filled in the market 1560
 32

filledQuantity int Quantity of the order that has been filled 50

exchangeTradeId varchar Unique trade ID assigned by the exchange 893487609000000
instrumentId varchar Unique identifier for the financial instrument 14366
exchange varchar The exchange where the order is placed NSEEQ
clientId varchar Unique identifier of the client 31625881
Complexity of order, such as Regular, AMO, BO, or
orderComplexity varchar CO REGULAR
Type of product used for the order (e.g., intraday or
product varchar delivery) NORMAL
tradingSymbol varchar Trading symbol of the instrument IDEA-EQ
fillDate varchar Date when the order was filled 8/7/2024
fillTime varchar Time when the order was filled 16:14:17
brokerOrderId varchar Unique order ID assigned by IIFL Capital 240807000000068
exchangeOrderId varchar Unique order ID assigned by the exchange 900000000000001
transactionType varchar Specifies whether the order is a buy or sell BUY
Specifies the execution type of the order (e.g., Market
orderType varchar or Limit) MARKET
placedBy varchar User(client or dealer) who placed the order 31625881
Unique identifier for the algorithm that placed the
algoId varchar order algo123

Portfolio
The portfolio APIs let you fetch holdings and positions in your portfolio.
Processing
Method Endpoint Mode Action
The Holdings API returns long-term equity holdings of a client. All the
financial instruments in the holdings reside in the customer's DEMAT
account indefinitely until they are sold or delisted or altered by the
GET /holdings Single exchanges. Changes to the DEMAT account are settled in T+1 days.
The Positions API contains all the open positions of the client for the
GET /positions Single day. This includes all F&O carryforward positions as well.

Holdings
Processing
Method Endpoint Mode Action
The Holdings API returns long-term equity holdings of a client. All the
financial instruments in the holdings reside in the customer's DEMAT
GET /holdings Single account indefinitely until they are sold or delisted or altered by the
 33

exchanges. Changes to the DEMAT account are settled in T+1 days.

Headers
Authorization: Bearer <userSession>

Request Structure
No Body

Response Structure
{
"isin": "INE002A01018",
"nseInstrumentId": "2885",
"bseInstrumentId": "500325",
"nseTradingSymbol": "RELIANCE-EQ",
"bseTradingSymbol": "RELIANCE",
"formattedInstrumentName": "RELIANCE INDUSTRIES LTD.",
"product": "DELIVERY",
"totalQuantity": 300,
"dpQuantity": 300,
"collateralQuantity": 0,
"t1Quantity": 0,
"authorizedQuantity": "0",
"averageTradedPrice": "280000.00",
"previousDayClose": null
}

Response Parameters

Data
Param Type Description Example Values
The unique International Securities Identification Number
isin varchar for the financial instrument INE257A01026
nseInstrumentId varchar The instrument identifier for the security on NSE 438
bseInstrumentId varchar The instrument identifier for the security on BSE 500183
nseTradingSymbol varchar The trading symbol for the security on NSE IDEA-EQ
bseTradingSymbol varchar The trading symbol for the security on BSE IDEA
formattedInstrumen IDEA VODAFONE
tName varchar The formatted name of the financial instrument LIMITED
product varchar Type of product used for the order (BNPL or delivery) DELIVERY/BNPL
The total number of shares held in the account
totalQuantity int (totalQuantity = dpQuantity + t1Quantity) 50
 34

dpQuantity int The number of shares held in the Demat account 0

collateralQuantity int The number of shares pledged as collateral 0
The quantity of shares pending settlement from
t1Quantity int yesterday's trades 0
authorizedQuantity int The number of shares authorised for trading or transfer 0
averageTradedPrice double The average price at which the shares were acquired 40.67
The closing price of the security from the previous trading
previousDayClose double day 42.28

Positions
Processing
Method Endpoint Mode Action
The Positions API contains all the open positions of the client for the
GET /positions Single day. This includes all F&O carryforward positions as well.

Headers
Authorization: Bearer <userSession>

Request Structure
No Body

Response Structure
{
"instrumentId": "35382",
"tradingSymbol": "NIFTY24OCTFUT",
"formattedInstrumentName": "NIFTY 31 Oct 2024",
"exchange": "NSEFO",
"product": "NORMAL",
"netQuantity": 26.0,
"netAveragePrice": "0",
"overnightQuantity": 1.0,
"overnightPrice": "0",
"buyQuantity": 25.0,
"buyPrice": 652000.0,
"sellQuantity": 0.0,
"sellPrice": 0.0,
"dayBuyQuantity": "25",
"dayBuyPrice": 652000.0,
"dayBuyValue": "627961.54",
"daySellQuantity": "0",
 35

"daySellPrice": "0.00",
"daySellValue": "0.00",
"multiplier": "1",
"lotSize": "25",
"tickSize": "0.05",
"previousDayClose": "26308.85"
}

Response Parameters
Data Example
Param Type Description Values
instrumentId varchar Unique identifier for the financial instrument 35382
NIFTY24OCT

tradingSymbol varchar Trading symbol of the instrument FUT

NIFTY 31
formattedInstrume
ntName varchar Display name of the financial instrument Oct 2024

exchange varchar The exchange where the order is placed NSEFO

product varchar Type of product used for the order (e.g., intraday or delivery) NORMAL
The profit or loss booked from completed trades by closing
realizedPnl double positions 1000
The total number of shares or contracts held after netting off buy
and sell quantities (netQuantity = overnightQuantity +
netQuantity int dayBuyQuantity - daySellQuantity) 3
Average price at which the net quantity was acquired
(netAveragePrice =
(overnightQuantity*overnightPrice + dayBuyValue -
netAveragePrice double daySellValue)/ netQuantity) 1
The net quantity of shares or contracts carried forward from the
overnightQuantity int previous trading day 3
The net average price at which the overnight positions were
overnightPrice double carried forward 1
The total number of shares or contracts purchased
(buyQuantity = max(overnightQuantity,0) +
buyQuantity int dayBuyQuantity) 3
The weighted average price at which the buy transactions were
executed (buyPrice = (overnightPrice *
max(overnightQuantity,0) + dayBuyPrice *
buyPrice double dayBuyQuantity)/buyQuantity) 8
The total number of shares or contracts sold (buyQuantity =
sellQuantity int max(-1*overnightQuantity,0) + daySellQuantity) 8
The weighted average price at which the sell transactions were
sellPrice double executed (sellPrice = (overnightPrice * 0
 36

max(-1*overnightQuantity,0) + daySellPrice *
daySellQuantity)/SellQuantity)
dayBuyQuantity int The total number of shares or contracts bought today 25
dayBuyPrice double The weighted average price of shares or contracts bought today 652000.00
The total value of buy transactions executed today (
dayBuyValue double dayBuyQuantity * dayBuyPrice) 627961.54

daySellQuantity int The total number of shares or contracts sold today 0

daySellPrice double The weighted average price of shares or contracts sold today 0
The total value of sell transactions executed today (
daySellQuantity * daySellPrice)
daySellValue double 0
multiplier double The quantity or lot size multiplier used for calculating P&Ls 1
The minimum number of shares or contracts that can be traded
lotSize int as a single unit 25
The minimum price movement allowed for a given stock or
tickSize double contract 0.05
The closing price of the stock or contract from the previous
previousDayClose double trading day 487.5

Market Data Stream

Our Bridge Package provides 8 distinct types of events, each tailored to deliver specific types of market
data. To receive these events, you must register their designated callback functions. All Market Data
events are encoded in binary format, with a fixed length and a fixed sequential structure. The sequential
structure of each event is provided separately.

Maximum of 1024 event subscription requests can be sent at once and there can be a maximum of 2000
events subscriptions per client.

Below is an overview of each event and the information it delivers.

Setter Property to Response Length
Event Type register callbacks Format (bytes) Description
Provides updates on prices, trading volumes,
on_feed_data_recei and market depth for equities, FnO and
Market Feed ved binary 188 indices
Provides updates on the current, day's
on_open_interest_d highest and day's lowest open interest levels
Open Interest ata_received binary 16 for F&O contracts
on_market_status_d Provides opening and closing events of the
Market Status ata_received binary 2 multiple sessions of the normal market
on_upper_circuit_da Provides events when a security reaches the
Upper Circuit ta_received binary 12 upper limit of its daily price range (DPR)
 37

on_lower_circuit_dat Provides events when a security reaches the

Lower Circuit a_received binary 12 lower limit of its daily price range (DPR)
on_lpp_data_receiv Provides updates on limit order price range
LPP ed binary 12 for F&O contracts
on_high_52_week_ Provides alerts when an instrument reaches a
52 Week High data_received binary 12 new 52-week high
on_low_52_week_d Provides alerts when an instrument reaches a
52 Week Low ata_received binary 12 new 52-week low

The Bridge Package is available in multiple programming languages. Below, we provide an example
implementation in Python.

Follow the below steps to receive the market data events:

1.​ Install the BridgePy package

pip install bridgePy

2.​ Import connector module from BridgePy package

from bridgePy import connector as connector

3.​ Create an object of the connect class

connection_object = connector.Connect()

4.​ Before establishing a connection, complete the below steps to receive and handle
acknowledgments and error messages effectively:

a.​ Create an acknowledgment_handler function

def acknowledgment_handler(response: str):

print(f"Acknowledgment: {response}")

b.​ A setter property is responsible for registering a callback function. When you pass a
function to it, the setter will save the function so that it can be used later when the event
arrives.

Use the setter property on_acknowledge_response to register the

acknowledgment_handler function created in the previous step as the callback function
for the acknowledgement event.

connection_object.on_acknowledge_response =acknowledgment_handler

c.​ When the actual acknowledgment status is received, the bridge package will call the
acknowledgment_handler function.
 38

For example, when the acknowledgement of a successful connection:

{"packetType": 2, "packetName": "CONNACK", "status": 0, "message":

"Success"}

is received, the bridge package will call the acknowledgment_handler function.

d.​ Create an error_handler callback function

def error_handler(code: int, message: str):

print(f"Error {code}: {message}")

e.​ Use the setter property on_error to register the error_handler function created in the
previous step as the callback function for the error event.

connection_object.on_error =error_handler

f.​ When the actual error is received, the bridge package will call the error_handler
function.

For example, when an error occurs while establishing a connection:

(-1, The parameter 'host' should not be empty)

the bridge package will call the error_handler function.

4. Establish a connection by passing

a.​ bridge.iiflcapital.com as host

b.​ 9906 as port
c.​ <userSession> as token
<userSession> is the session token received in the response after calling the getusersessions
API

conn_req = '{"host": "bridge.iiflcapital.com", "port": 9906, "token":

<userSession>}'
connection_object.connect_host(conn_req)

5. Subscribe to the required events

connection_object.subscribe_feed(req)

Market Feed example: if you wish to receive updates on prices, trading volumes, and market
depth for the RELIANCE INDUSTRIES LTD stock and NIFTY 26th DEC FUT future, pass

req = '{"subscriptionList": ["nseeq/2885","nsefo/35005"]}’

 39

6. To receive and process the events

d.​ Create a market data stream handler callback function. For the Market Feed example
given above, create a market_feed_handler function

def market_feed_handler(data: bytearray, topic: str):

print(f"Feed data received on topic {topic}: data {Data}"

Refer to the annexure sample conversion of a binary event to decimal format, which
demonstrates the conversion of a market feed event in binary format to a readable
decimal format.

The same steps apply to any type of market data event. Include the code for each
step outlined in the example within all your market data handler functions.

e.​ Use the setter property of the event to register the function created in the previous step
as the callback function for the event.

Continuing with the Market Feed example: Use the setter property
on_feed_data_received to register the market_feed_handler function created in the
previous step as the callback function for the market feed event.

connection_object.on_feed_data_received =market_feed_handler

f.​ When the actual market data event is received, the bridge package will call the market
data handler function.

In the above Market Feed example, when the actual market feed event is received, the
bridge package will call the market_feed_handler function.

7. Unsubscribe from the events when they are no longer required

connection_object.unsubscribe_feed(req)

Continuing our Market Feed example, if you wish to stop receiving updates on prices, trading
volumes, and market depth for the RELIANCE INDUSTRIES LTD stock and NIFTY 26th DEC
FUT future, pass

req = '{"subscriptionList": ["nseeq/2885","nsefo/35005"]}’

8. Disconnect from the host when it is no longer required

​ connection_object.disconnect_host()

The packet structure for each market data event is detailed below, along with a few examples for
clarification.
 40

Market Feed
Callback Response Length
Event Type Function Format (bytes) Description
on_feed_data_re Provides updates on prices, trading volumes, and
Market Feed ceived binary 188 market depth for equities, FnO and indices

All Market Feed events adhere to the template: <exchange>/<instrumentId>

Event Name Example Description

nseeq/2885 Provides updates on prices, trading volumes, and market depth for the RELIANCE
INDUSTRIES LTD stock

nsefo/35005 Provides updates on prices, trading volumes, and market depth for NIFTY 26th DEC
FUT future

nsefo/35217 Provides updates on prices, trading volumes, and market depth for NIFTY 26th DEC
30000 CE option

bseeq/999901 Provides updates on prices for the SENSEX index(market depth and volume entries
will be 0 for indices)
*Note: All event names are case-sensitive and must be provided in lowercase.

Packet Structure
Data
Param Type Size Bytes Description
ltp Int32 4 0-3 Last traded price of the instrument
lastTradedQuantity UInt32 4 4-7 Quantity of the last trade executed
tradedVolume UInt32 4 8-11 Total volume of trades for the instrument
high Int32 4 12-15 Highest price reached during the session
low Int32 4 16-19 Lowest price reached during the session
open Int32 4 20-23 Opening price of the trading session
close Int32 4 24-27 Closing price of the previous trading session
averageTradedPrice Int32 4 28-31 Average price of all trades during the session
bytes reserved for future usage, can be safely
reserved UInt16 2 32-33 ignored
bestBidQuantity UInt32 4 34-37 Quantity available at the best buy price
bestBidPrice Int32 4 38-41 Highest price available for buying
bestAskQuantity UInt32 4 42-45 Quantity available at the best sell price
bestAskPrice Int32 4 46-49 Lowest price available for selling
totalBidQuantity UInt32 4 50-53 Total quantity available for buying
totalAskQuantity UInt32 4 54-57 Total quantity available for selling
priceDivisor Int32 4 58-61 The integer by which all the prices should be
 41

divided to obtain the actual price in decimals

The timestamp of the most recently executed
lastTradedTime Int32 4 62-65 trade
marketDepth 120 66-185 []byte - byte array containing 10 depth arrays
marketDepth[].bids[].quantity1 UInt32 4 66-69 Total quantity available at the highest bid
marketDepth[].bids[].price1 Int32 4 70-73 Highest price buyers are willing to pay
marketDepth[].bids[].orders1 Int16 2 74-75 Number of orders at the highest bid
To be ignored Int16 2 76-77 To be ignored
marketDepth[].bids[].quantity2 UInt32 4 78-81 Total quantity available at the 2nd highest bid
marketDepth[].bids[].price2 Int32 4 82-85 2nd highest price buyers are willing to pay
marketDepth[].bids[].orders2 Int16 2 86-87 Number of orders at the 2nd highest bid
To be ignored Int16 2 88-89 To be ignored
marketDepth[].bids[].quantity3 UInt32 4 90-93 Total quantity available at the 3rd highest bid
marketDepth[].bids[].price3 Int32 4 94-97 3rd highest price buyers are willing to pay
marketDepth[].bids[].orders3 Int16 2 98-99 Number of orders at the 3rd highest bid
To be ignored Int16 2 100-101 To be ignored
marketDepth[].bids[].quantity4 UInt32 4 102-105 Total quantity available at the 4th highest bid
marketDepth[].bids[].price4 Int32 4 106-109 4th highest price buyers are willing to pay
marketDepth[].bids[].orders4 Int16 2 110-111 Number of orders at the 4th highest bid
To be ignored Int16 2 112-113 To be ignored
marketDepth[].bids[].quantity5 UInt32 4 114-117 Total quantity available at the 5th highest bid
marketDepth[].bids[].price5 Int32 4 118-121 5th highest price buyers are willing to pay
marketDepth[].bids[].orders5 Int16 2 122-123 Number of orders at the 5th highest bid
To be ignored Int16 2 124-125 To be ignored
marketDepth[].asks[].quantity1 UInt32 4 126-129 Total quantity available at the lowest ask
marketDepth[].asks[].price1 Int32 4 130-133 Lowest price sellers are willing to accept
marketDepth[].asks[].orders1 Int16 2 134-135 Number of orders at the lowest ask
To be ignored Int16 2 136-137 To be ignored
marketDepth[].asks[].quantity2 UInt32 4 138-141 Total quantity available at the 2nd lowest ask
marketDepth[].asks[].price2 Int32 4 142-145 2nd lowest price sellers are willing to accept
marketDepth[].asks[].orders2 Int16 2 146-147 Number of orders at the 2nd lowest ask
To be ignored Int16 2 148-149 To be ignored
marketDepth[].asks[].quantity3 UInt32 4 150-153 Total quantity available at the 3rd lowest ask
marketDepth[].asks[].price3 Int32 4 154-157 3rd lowest price sellers are willing to accept
marketDepth[].asks[].orders3 Int16 2 158-159 Number of orders at the 3rd lowest ask
To be ignored Int16 2 160-161 To be ignored
marketDepth[].asks[].quantity4 UInt32 4 162-165 Total quantity available at the 4th lowest ask
marketDepth[].asks[].price4 Int32 4 166-169 4th lowest price sellers are willing to accept
 42

marketDepth[].asks[].orders4 Int16 2 170-171 Number of orders at the 4th lowest ask

To be ignored Int16 2 172-173 To be ignored
marketDepth[].asks[].quantity5 UInt32 4 174-177 Total quantity available at the 5th lowest ask
marketDepth[].asks[].price5 Int32 4 178-181 5th lowest price sellers are willing to accept
marketDepth[].asks[].orders5 Int16 2 182-183 Number of orders at the 5th lowest ask
To be ignored Int16 2 184-185 To be ignored
To be ignored Int16 2 186-187 To be ignored

Open Interest Stream

Callback Response Length
Event Type Function Format (bytes) Description
Provides updates on the current, day's highest
on_open_interes and day's lowest open interest levels for F&O
Open Interest t_data_received binary 16 contracts

All Open Interest events adhere to the template: <exchange>/<instrumentId>

Event Name Example Description

nsefo/35005 Provides updates on open interest for NIFTY 26th DEC FUT future

nsefo/35217 Provides updates on open interest for NIFTY 26th DEC 30000 CE option
*Note: All event names are case-sensitive and must be provided in lowercase.

Packet Structure
Data
Param Type Size Bytes Description
openInterest Int32 4 0-3 Total number of outstanding derivative contracts
dayHighOi Int32 4 4-7 Highest open interest recorded during the day
dayLowOi Int32 4 8-11 Lowest open interest recorded during the day
previousOi Int32 4 12-15 Open interest from the previous trading session

Market Status
Callback Response Length
Event Type Function Format (bytes) Description
on_market_statu Provides opening and closing events of the
Market Status s_data_received binary 2 multiple sessions of the normal market

All Market Status events adhere to the template: <exchange>

Event Name Example Description

 43

nseeq Provides the opening and closing events of the NSE equity segment's normal
market
*Note: All event names are case-sensitive and must be provided in lowercase.

Packet Structure

Data
Param Type Size Bytes Description
MarketStatusCode Int16 2 0-1 A code for the exchange status

Find the Exchange status codes and their description below:

Exchange status Code Exchange Status
0 Pre-Open Started
1 Pre-Open Closed
2 Market opened
3 Call Auction Started
4 Call Auction Closed
5 Auction Market Started
6 Auction Market Closed
7 Market Closed
8 Closing Session has opened
9 Closing Session has Closed
10 Halt

Upper Circuit Change

Callback Response Length
Event Type Function Format (bytes) Description
on_upper_circuit Provides events when a security reaches the
Upper Circuit _data_received binary 12 upper limit of its daily price range (DPR)

All Upper Circuit Change events adhere to the template: <exchange>

Event Name Description

nseeq Provides events when a security reaches the upper limit of its daily
price range (DPR) in the equity segment of NSE
*Note: All event names are case-sensitive and must be provided in lowercase.

Packet Structure
Param Data Type Size Bytes Description
 44

instrumentId UInt32 4 0-3 Unique identifier for the financial instrument

upperCircuit UInt32 4 4-7 the upper limit of the daily price range (DPR) reached by the security
The integer by which the upperCircuit price should be divided to
priceDivisor Int32 4 8-11 obtain the actual price in decimals

Lower Circuit Change

Callback Response Length
Event Type Function Format (bytes) Description
on_lower_circuit Provides events when a security reaches the
Lower Circuit _data_received binary 12 lower limit of its daily price range (DPR)

All Lower Circuit Change events adhere to the template: <exchange>

Event Name Description

nseeq Provides events when a security reaches the lower limit of its daily
price range (DPR) in the equity segment of NSE
*Note: All event names are case-sensitive and must be provided in lowercase.

Packet Structure
Param Data Type Size Bytes Description
instrumentId UInt32 4 0-3 Unique identifier for the financial instrument
lowerCircuit UInt32 4 4-7 the lower limit of the daily price range (DPR) reached by the security
The integer by which the lowerCircuit price should be divided to
priceDivisor Int32 4 8-11 obtain the actual price in decimals

Limit Price Protection(LPP) Change

Callback Response Length
Event Type Function Format (bytes) Description
on_lpp_data_rec Provides updates on limit order price range for
LPP eived binary 12 F&O contracts

All Limit Price Protection(LPP) Change events adhere to the template: <exchange>/<instrumentId>

Event Name Example Description

nsefo/35005 Provides updates on limit order price range for the future contract NIFTY 26th
DEC FUT

nsefo/35217 Provides updates on limit order price range for the Options contract NIFTY
26th DEC 30000 CE
*Note: All event names are case-sensitive and must be provided in lowercase.
 45

Packet Structure

Param Data Type Size Bytes Description

lppHigh UInt32 4 0-3 updated high execution band for limit order for the FnO contract
lppLow UInt32 4 4-7 updated low execution band for limit order for the FnO contract
The integer by which lppHigh and lppLow prices should be divided to
priceDivisor Int32 4 8-11 obtain the actual price in decimals

52 Week High Change

Callback Response Length
Event Type Function Format (bytes) Description
on_high_52_wee Provides alerts when an instrument reaches a
52 Week High k_data_received binary 12 new 52-week high

All 52 Week High Change events adhere to the template: <exchange>

Event Name Example Description

nseeq Provides alerts when an instrument reaches a new 52-week high in

the equity segment of NSE
*Note: All event names are case-sensitive and must be provided in lowercase.

Packet Structure

Param Data Type Size Bytes Description

instrumentId UInt32 4 0-3 Unique identifier for the financial instrument
52WeekHigh UInt32 4 4-7 updated 52 week high price for the stock
The integer by which the 52WeekHigh should be divided to obtain
priceDivisor Int32 4 8-11 the actual price in decimals

52 Week Low Change

Callback Response Length
Event Type Function Format (bytes) Description
on_low_52_wee Provides alerts when an instrument reaches a
52 Week Low k_data_received binary 12 new 52-week low

All 52 Week Low Change events adhere to the template: <exchange>

Event Name Example Description

nseeq Provides alerts when an instrument reaches a new 52-week low in

the equity segment of NSE
 46

*Note: All event names are case-sensitive and must be provided in lowercase.

Packet Structure
Param Data Type Size Bytes Description
instrumentId UInt32 4 0-3 Unique identifier for the financial instrument
52WeekLow UInt32 4 4-7 updated 52 week low price for the stock
The integer by which the 52WeekLow should be divided to obtain the
priceDivisor Int32 4 8-11 actual price in decimals

Market Data APIs

The 4 Market data APIs provide real-time and historical information, including prices, volumes,
open interest, and market depth.

Processing
Method Endpoint Mode Action
/marketdata/ Provides historical candlestick data (open, high, low, close and
POST historicaldata Single volume) for the specified instrument over a chosen time frame
/marketdata/ Delivers real-time market data, including price and volume, for
POST marketquotes Single/Bulk selected instruments
/marketdata/ Returns market depth details, showing the best buy/sell prices
POST marketdepth Single and order quantities at different price levels
Provides open interest data for futures and options, indicating
/marketdata/ total number of outstanding futures or options contracts that have
POST openinterest Single not been settled or closed

Historical Candlestick Chart Data

Processing
Method Endpoint Mode Action
/marketdata/ Provides historical candlestick data (open, high, low, close and
POST historicaldata Single volume) for the specified instrument over a chosen time frame

Headers
Authorization: Bearer <userSession>

Request Structure
{
“exchange”: “NSEEQ”,
“InstrumentId”: “1594”,
“interval”: “1 minute”,
 47

“fromDate”: “19-Sep-2024”,
“toDate”: “20-Sep-2024”
}

Request Parameters

Parameter Data Type Description Approved/Example Values

NSEEQ,NSEFO,BSEEQ,BSEFO,NSECU
exchange Exchange & segment of the instrument RR,BSECURR,MCXCOMM,NCDEXCOMM,
Required varchar to be traded NSECOMM,BSECOMM
instrumentId Unique identifier for the financial
Required varchar instrument 1594
1 minute, 5 minutes, 10
interval minutes, 15 minutes, 30
Required varchar Interval of each candle minutes, 60 minutes, 1 day

fromDate 19-Sep-2024
Required varchar from date

toDate 20-Sep-2024
Required varchar to date

Response Structure
Note: The Historical Candlestick Chart Data API response is returned in string format(& not in JSON format).
{
"status": "Ok",
"message": "Success",
"result":
[
{
“2024-11-11T09:15:00”, //initial timestamp
292.0, //open
294.0, //high
289.5, //low
293.55, //close
11025420 //volume
},
{
"2024-11-11T09:16:00", //initial timestamp
295.0, //open
296.3, //high
293.75, //low
295.3, //close
 48

11315876 //volume
},
{
"2024-11-11T09:17:00", //initial timestamp
295.2, //open
295.6, //high
292.7, //low
294.45, //close
9149737 //volume
}
]
}
Response Parameters
Param Data Type Description Example Values
19-Sep-2024
initialTimestamp varchar Starting time of the candlestick period 09:17:00

open double Price at the start of the candlestick period 295.2

high double Highest price reached during the candlestick period 295.6

low double Lowest price reached during the candlestick period 292.7

close double Price at the end of the candlestick period 294.45

Total number of shares or contracts traded during
volume int the candlestick period 9149737

Market Quotes
Processing
Method Endpoint Mode Action
/marketdata/ Delivers real-time market data, including price and volume, for
POST marketquotes Single/Bulk selected instruments

Headers
Authorization: Bearer <userSession>

Request Structure
[
{
“exchange”: “NSEEQ”,
“InstrumentId”: “1594”
},
 49

{
“exchange”: “NSEEQ”,
“InstrumentId”: “2885”
}
]

Request Parameters

Parameter Data Type Description Approved/Example Values

NSEEQ,NSEFO,BSEEQ,BSEFO,NSECU
exchange Exchange & segment of the instrument RR,BSECURR,MCXCOMM,NCDEXCOMM,
Required varchar to be traded NSECOMM,BSECOMM
instrumentId Unique identifier for the financial
Required varchar instrument 1594

Response Structure
{
"status": "Ok",
"message": "Success",
"result":
[
{
“exchange”: "NSEEQ",
“instrumentId”: 1594,
“ltp”: 1412.95,
“lastTradedQuantity”: 5,
“averageTradedPrice”: 1412.47,
“tradedVolume”: 7360198,
“open”: 1396,
“high”: 1421.75,
“low”: 1395.55,
“close”: 1389.65,
"bestBidPrice": 2994.25,
"bestBidQuantity": 4,
"besAskPrice": 2994.75,
"bestAskQuantity": 13,
"totalBidQuantity": 404715,
"totalAskQuantity": 216809,
"tickTimestamp": "19-Sep-2024 09:15:00"
},
{
“exchange”: "NSEEQ",
 50

“instrumentId”: 2885,
“ltp”: 1412.95,
“lastTradedQuantity”: 5,
“averageTradedPrice”: 1412.47,
“tradedVolume”: 7360198,
“open”: 1396,
“high”: 1421.75,
“low”: 1395.55,
“close”: 1389.65,
"bestBidPrice": 2994.25,
"bestBidQuantity": 4,
"bestAskPrice": 2994.75,
"bestAskQuantity": 13,
"totalBidQuantity": 404715,
"totalAskQuantity": 216809,
"tickTimestamp": "19-Sep-2024 09:15:00"
}
]
Response Parameters
Param Data Type Description Example Values
exchange varchar The exchange where the order is placed NSEEQ
instrumentId varchar Unique identifier for the financial instrument 1594
ltp double Last traded price of the instrument 1412.95
lastTradedQuantity int Quantity of the last trade executed 5
averageTradedPrice double Average price of all trades during the session 1412.47
tradedVolume int Total volume of trades for the instrument 7360198
open double Opening price of the trading session 1396
high double Highest price reached during the session 1421.75
low double Lowest price reached during the session 1395.55
close double Closing price of the previous trading session 1389.65
bestBidPrice double Highest price available for buying 2994.25
bestBidQuantity int Quantity available at the best buy price 4
bestAskPrice double Lowest price available for selling 2994.75
bestAskQuantity int Quantity available at the best sell price 13
totalBidQuantity int Total quantity available for buying 404715
totalAskQuantity int Total quantity available for selling 216809
tickTimestamp varchar Timestamp of the latest price update 19-Sep-2024 9:15:00
 51

Market Depth
Processing
Method Endpoint Mode Action
/marketdata/ Returns market depth details, showing the best buy/sell prices
POST marketdepth Single and order quantities at different price levels

Headers
Authorization: Bearer <userSession>

Request Structure
{
“exchange”: “NSEEQ”,
“InstrumentId”: “1594”
}

Request Parameters

Parameter Data Type Description Approved/Example Values

NSEEQ,NSEFO,BSEEQ,BSEFO,NSECU
exchange Exchange & segment of the instrument RR,BSECURR,MCXCOMM,NCDEXCOMM,
Required varchar to be traded NSECOMM,BSECOMM
instrumentId Unique identifier for the financial
Required varchar instrument 1594

Response Structure
{
"status": "Ok",
"message": "Success",
"result":
{
“exchange”: "NSEFO",
“instrumentId”: 408065,
"totalBidQuantity": 404715,
"totalAskQuantity": 216809,
"marketDepth":
{
“bids”: [
{
“price”: 110,
“quantity”: 10,
“orders”: 30
 52

},
{
“price”: 110,
“quantity”: 10,
“orders”: 30
},
{
“price”: 110,
“quantity”: 10,
“orders”: 30
},
{
“price”: 110,
“quantity”: 10,
“orders”: 30
},
{
“price”: 110,
“quantity”: 10,
“orders”: 30
}
],
asks: [
{
“price”: 14311,
“quantity”: 100,
“orders”: 4
},
{
“price”: 110,
“quantity”: 10,
“orders”: 30
},
{
“price”: 110,
“quantity”: 10,
“orders”: 30
},
{
“price”: 110,
“quantity”: 10,
“orders”: 30
 53

},
{
“price”: 110,
“quantity”: 10,
“orders”: 30
}
]
}
}
}
Response Parameters
Param Data Type Description Example Values
exchange varchar The exchange where the order is placed NSEFO
instrumentId varchar Unique identifier for the financial instrument 408065
totalBidQuantity int Total quantity available for buying 404715
totalAskQuantity int Total quantity available for selling 216809
price double Price at a specific bid or ask level 0
quantity int Total quantity available at the given price level 0
orders int Number of orders at the specified price level 0

Open Interest
Processing
Method Endpoint Mode Action
Provides open interest data for futures and options, indicating
/marketdata/ total number of outstanding futures or options contracts that have
POST openinterest Single not been settled or closed

Headers
Authorization: Bearer <userSession>

Request Structure
{
“exchange”: “NSEEQ”,
“InstrumentId”: “1594”
}

Request Parameters

Parameter Data Type Description Approved/Example Values

 54

NSEEQ,NSEFO,BSEEQ,BSEFO,NSECU
exchange Exchange & segment of the instrument RR,BSECURR,MCXCOMM,NCDEXCOMM,
Required varchar to be traded NSECOMM,BSECOMM
instrumentId Unique identifier for the financial
Required varchar instrument 1594

Response Structure
{
"exchange": "NSEFO",
"instrumentId": 408065,
"openInterest": 7239000,
"dayHighOi": 87863000,
"dayLowOi": 69892000
}
Response Parameters
Param Data Type Description Example Values
exchange varchar The exchange where the order is placed NSEFO
instrumentId varchar Unique identifier for the financial instrument 408065
openInterest int Total number of outstanding derivative contracts 7239000
dayHighOi int Highest open interest recorded during the day 87863000
dayLowOi int Lowest open interest recorded during the day 69892000

Annexure
Instrument Details
Get comprehensive exchange and segment-wise data of all active market instruments in CSV and JSON
formats.

CSV Links:
Exchange & Segment Instrument Details CSV File Link
NSEEQ https://api.iiflcapital.com/v1/contractfiles/NSEEQ.csv
NSEFO https://api.iiflcapital.com/v1/contractfiles/NSEFO.csv
NSECOMM https://api.iiflcapital.com/v1/contractfiles/NSECOMM.csv
MCXCOMM https://api.iiflcapital.com/v1/contractfiles/MCXCOMM.csv
INDICES https://api.iiflcapital.com/v1/contractfiles/INDICES.csv
NSECURR https://api.iiflcapital.com/v1/contractfiles/NSECURR.csv
BSEEQ https://api.iiflcapital.com/v1/contractfiles/BSEEQ.csv
BSEFO https://api.iiflcapital.com/v1/contractfiles/BSEFO.csv
BSECURR https://api.iiflcapital.com/v1/contractfiles/BSECURR.csv

JSON Links:
 55

Exchange & Segment Instrument Details JSON Link

NSEEQ https://api.iiflcapital.com/v1/contractfiles/NSEEQ.json
NSEFO https://api.iiflcapital.com/v1/contractfiles/NSEFO.json
NSECOMM https://api.iiflcapital.com/v1/contractfiles/NSECOMM.json
MCXCOMM https://api.iiflcapital.com/v1/contractfiles/MCXCOMM.json
INDICES https://api.iiflcapital.com/v1/contractfiles/INDICES.json
NSECURR https://api.iiflcapital.com/v1/contractfiles/NSECURR.json
BSEEQ https://api.iiflcapital.com/v1/contractfiles/BSEEQ.json
BSEFO https://api.iiflcapital.com/v1/contractfiles/BSEFO.json
BSECURR https://api.iiflcapital.com/v1/contractfiles/BSECURR.json
Note: These JSON links can also serve as APIs, allowing you to retrieve instrument details using the
GET method. No authorization is required to make these API calls.

Postman Collection
You can download the official Postman API Collection here.

SDKs
Below is a list of pre-built official libraries for IIFL Markets’ APIs developed in popularly used programming
languages that can be used to interact with the APIs without having to make raw HTTP calls.
●​ Python library
●​ .Net Framework 4.6 library
●​ .Net Core 8 library
●​ Golang library
●​ Java library
●​ Node JS library

Video Tutorials
1. Trading API Document overview: A quick walkthrough of the key sections and API details in our
documentation.
https://youtu.be/t7TMp4SldJ4

2. Daily client login flow: Step-by-step guide for clients to perform daily logins on the trading applications.
https://youtu.be/DMvSVncJOZA

Sample conversion of a binary event to decimal format

Each piece of data, such as prices, quantities, or timestamps, is encoded in binary and represented as
hexadecimal strings for efficient storage and transmission. Binary encoding reduces the amount of space
required and allows faster processing, which is essential for high-speed trading systems. To use this data
effectively for trading, it must be converted from hexadecimal to decimal format.

Let’s understand the 3 number formats first.

 56

Binary (Base-2):
Uses two digits, 0 and 1. Commonly used in computing as it represents machine-level data.
3 2 1 0
Example: 𝐵𝑖𝑛𝑎𝑟𝑦 1011 = 1 × 2 + 0 ×2 + 1 ×2 + 1 ×2 = 11

Decimal (Base-10):
The standard number system used in daily life, consisting of digits 0-9.
2 1 0
Example: 𝐷𝑒𝑐𝑖𝑚𝑎𝑙 155 = 1 × 10 + 5 × 10 + 5 × 10 = 155

Hexadecimal (Base-16):
Uses digits 0-9 and letters A-F to represent values 10-15. Commonly used in programming to represent
large binary values compactly.
1 0
Example: 𝐻𝑒𝑥𝑎𝑑𝑒𝑐𝑖𝑚𝑎𝑙 9𝐵 = 9 × 16 + 11 × 16 = 155

*Each binary digit is 1 bit, and each hexadecimal digit is 𝑙𝑜𝑔2(16) = 4 bits. Hence, 1 byte(8 bits) is
represented by 2 two hexadecimal characters (e.g., 10, F3, etc.)

Follow the below steps to convert a binary event into a readable decimal format:

1. Read and Parse the Hex Data: Begin with the raw hex dump and read each byte in sequence. A byte
is represented by two hexadecimal characters (e.g., 10, F3, etc.).

Example: Let’s assume we receive a hexadecimal Market Quotes and Depth Feed like this
00000000: 10 F3 01 00 74 00 00 00 E4 54 75 00 58 F6 01 00 ....t....Tu.X...
00000010: EC EE 01 00 97 F3 01 00 77 F5 01 00 63 F2 01 00 ........w...c...
00000020: 4F 7D ED 02 00 00 06 F3 01 00 84 00 00 00 24 F3 O}............$.
00000030: 01 00 EA 8A 0B 00 1B AD 09 00 64 00 00 00 56 CD ..........d...V.
00000040: 31 67 ED 02 00 00 06 F3 01 00 06 00 00 00 AE 01 1g..............
00000050: 00 00 FC F2 01 00 09 00 00 00 04 00 00 00 F7 F2 ................
00000060: 01 00 01 00 00 00 53 01 00 00 F2 F2 01 00 09 00 ......S.........
00000070: 00 00 51 01 00 00 ED F2 01 00 0B 00 00 00 84 00 ..Q.............
00000080: 00 00 24 F3 01 00 04 00 00 00 15 00 00 00 29 F3 ..$...........).
00000090: 01 00 03 00 00 00 46 05 00 00 2E F3 01 00 0A 00 ......F.........
000000a0: 00 00 C3 02 00 00 33 F3 01 00 06 00 00 00 48 03 ......3.......H.
000000b0: 00 00 38 F3 01 00 0A 00 00 00 00 00

2. Remove Address Offsets and ASCII interpretations: Remove any address offsets (like 00000000,
00000010, etc.) at the start of each line. Ignore any ASCII interpretations (like ....t....Tu.X..., etc.) at the
end of each line. You only need the hex values.

Example: Remove address offsets and ASCII interpretations from each row
10 F3 01 00 74 00 00 00 E4 54 75 00 58 F6 01 00
EC EE 01 00 97 F3 01 00 77 F5 01 00 63 F2 01 00
 57

4F 7D ED 02 00 00 06 F3 01 00 84 00 00 00 24 F3
01 00 EA 8A 0B 00 1B AD 09 00 64 00 00 00 56 CD
31 67 ED 02 00 00 06 F3 01 00 06 00 00 00 AE 01
00 00 FC F2 01 00 09 00 00 00 04 00 00 00 F7 F2
01 00 01 00 00 00 53 01 00 00 F2 F2 01 00 09 00
00 00 51 01 00 00 ED F2 01 00 0B 00 00 00 84 00
00 00 24 F3 01 00 04 00 00 00 15 00 00 00 29 F3
01 00 03 00 00 00 46 05 00 00 2E F3 01 00 0A 00
00 00 C3 02 00 00 33 F3 01 00 06 00 00 00 48 03
00 00 38 F3 01 00 0A 00 00 00 00 00

3. Remove Whitespace and Format as Continuous Hex String: Concatenate all the hex bytes into a
single continuous string without spaces (e.g., 10F3010074000000E454750058F6...).

Example: Remove Whitespace and Format as Continuous Hex String

10F3010074000000E454750058F60100ECEE010097F3010077F5010063F201004F7DED02000006F30
1008400000024F30100EA8A0B001BAD09006400000056CD3167ED02000006F3010006000000AE010
000FCF201000900000004000000F7F201000100000053010000F2F201000900000051010000EDF2010
00B0000008400000024F30100040000001500000029F3010003000000460500002EF301000A000000C
302000033F30100060000004803000038F301000A0000000000

4. Split into 4 or 2 Byte Groups: Divide the continuous hex string into groups of 4 or 2 bytes each as per
the packet structure provided here. Since each byte is represented by 2 hexadecimal characters, a 4-byte
group will consist of 8 hexadecimal characters, while a 2-byte group will contain 4 hexadecimal
characters.

Example: Split into 4 or 2-Byte Groups as per the packet structure

10F30100
74000000
E4547500
58F60100
...

5. Reverse bytes: byte values are represented in little-endian format, so you need to reverse the
bytes(set of 2 hex characters) within each byte group to get the correct value.(e.g., the 4 byte group
10F30100 should get reversed to 0001F310)

Example: Reverse the bytes within each group

0001F310
00000074
007554E4
 58

0001F658
...

6. Convert Each Group to Decimal Number: Convert each 8 or 4-character (4 or 2-byte) group to its
decimal number.

Example: Convert each byte group to its decimal number.

4 3 2 1 0
ltp 127760 0001𝐹310 = 1 × 16 + 15 × 16 + 3 × 16 + 1 × 16 + 0 × 16
1 0
lastTradedQuantity 116 00000074 = 7 × 16 + 4 × 16
5 4 3 2 1 0
tradedVolume 7689444 07554𝐸4 = 7 × 16 + 5 × 16 + 5 × 16 + 4 × 16 + 14 × 16 + 4 × 16
4 3 2 1 0
high 128600 0001𝐹658 = 1 × 16 + 15 × 16 + 6 × 16 + 5 × 16 + 8 × 16
... ... …

7. Divide by price divisor: Divide the converted decimal number by the price divisor if the byte group
represents a price

Example: The price divisor value is located in bytes 58-61 of the Market Quotes and Depth Feed. For this
example, the price divisor is 100. Divide the ltp and high prices, 127760 and 128600 respectively, by the
price divisor to get their final values.
ltp 1277.6
lastTradedQuantity 116
tradedVolume 7689444
high 1286
... ...

8. Convert into human timestamp: Timestamps are sent in Unix epoch time format, convert the decimal
number into human readable format if the byte group represents a timestamp.

Example: None of the 4 byte groups in this example represent timestamps. So, this step should be
skipped for these 4 byte groups.

9. Get additional information from the topic name: The topic name for this message is nseeq/2885.
Extract exchange and instrumentId from the topic name following the topic structure given here.
exchange NSEEQ
instrumentId 2885

10. Output the Results: Store each byte group final values into appropriate variables along with the topic
details. Repeat until all data is processed.
 59

exchange NSEEQ
instrumentId 2885
ltp 1277.6
lastTradedQuantity 116
tradedVolume 7689444
high 1286
... ...

Developer’s Community
🐞 Found a bug or facing an issue? Raise it on our GitHub Issues page!
Trading API Error Codes
All the errors that the trading APIs can throw are mentioned below along with their error message. Note
that Order Rejection reasons are not errors from APIs and have not been included in the below list.

Error Code Error Message

EC003 Something Went Wrong, Please Try After Sometime.
EC900 Invalid parameter : 'exchange' cannot be empty or null.
Invalid parameter : 'exchange' Accepts only
{'NSEEQ','NSEFO','BSEEQ','BSEFO','NSECURR','BSECURR','MCXCOMM','NCDEXCOMM','NSECOMM'
EC901 ,'BSECOMM'}
EC902 Invalid parameter : 'tradingSymbol' cannot be empty or null.
EC903 Invalid parameter : 'quantity' cannot be empty or null.
EC904 Invalid parameter : 'quantity' must be a positive integer.
EC905 Invalid parameter : 'retention' cannot be empty or null.
EC906 Invalid parameter : 'product' cannot be empty or null.
EC907 Invalid parameter : 'transactionType' cannot be empty or null.
EC908 Invalid parameter : 'token' cannot be empty or null.
EC909 Invalid parameter : 'disclosedQty' cannot be empty or null.
EC910 Invalid parameter : 'price' cannot be empty or null.
EC911 Invalid parameter : 'triggerPrice' cannot be empty or null.
EC912 Error : Error while placing order.
EC913 Error : Error while fetching user details.
EC914 Invalid parameter : 'Request parameter' cannot be empty or null.
EC915 Error : Error while fetching order book.
 60

EC916 Error : No order's found for this user.

EC917 Error : Error while fetching order history.
EC918 Error : No order history found for given order id.
EC919 Error : Error while fetching position book.
EC920 Error : No Positions found for this user.
EC921 Error : Error while fetching holdings.
EC922 Error : No holdings found for this user.
EC923 Error : Error while fetching profile details.
EC924 Error : Error while fetching RMS limits.
EC925 Invalid parameter : 'nestOrderNo' cannot be empty or null.
EC926 Error : No Trade's are found for this user.
EC927 Error : Error while fetching trade book.
EC928 Invalid parameter : 'product' Accepts only {'NORMAL','INTRADAY','DELIVERY','BNPL'}.
EC929 Invalid parameter : 'transactionType' Accepts only { 'BUY', 'SELL' }.
EC930 Invalid parameter : 'orderType' Accepts only { 'LIMIT', 'MARKET', 'SL', 'SLM'}.
Invalid parameter : 'orderType' Accepts only { 'REGULAR', 'BO', 'CO', 'MTF', 'AMO', 'BRACKETORDER',
EC931 'COVERORDER','MUTUALFUND', 'AFTERMARKETORDER' }.
EC932 Invalid parameter : 'validity' Accepts only { 'DAY', 'IOC' }.
EC933 Invalid parameter : 'priceType' cannot be empty or null.
EC934 Invalid parameter : 'orderType' cannot be empty or null.
EC935 Error : Error while fetching the single order margin.
EC936 Invalid parameter : 'product' cannot be empty or null.
EC937 Error : Error while canceling all order's.
EC938 Error : Error No Open order's to cancel the order's from orderbook.
EC939 Error : Error while fetching the span margin.
EC940 Error : Error while logging out.
EC941 Invalid parameter : 'instrumentId' cannot be empty or null.
EC942 Invalid parameter : 'orderComplexity' cannot be empty or null.
EC943 Invalid parameter : 'orderComplexity' Accepts only { 'REGULAR', 'AMO', 'BO' , 'CO' }.
EC944 Invalid parameter : 'validity' cannot be empty or null.
EC945 Invalid parameter : 'brokerOrderId' cannot be empty or null.
EC946 Error : Invalid : 'instrumentId' must contain only numeric characters.
EC947 Error : 'instrumentId' does not exist.
EC948 Error : 'quantity' should not be more than 50000000.
EC949 Error : 'quantity' must be a positive integer.
 61

EC950 Invalid parameter: 'price' is required and cannot be empty or null.

EC951 Invalid parameter: 'slTriggerPrice' is required and cannot be empty or null.
EC952 Invalid parameter: 'slLegPrice' cannot be null or empty for BO/CO order .
EC953 Invalid parameter: 'targetLegPrice ' is required and cannot be empty or null.
EC954 Error : 'quantity' Should be multiple of lotsize.
EC955 Error : 'product' only Intraday is allowed for BO/CO orders.
EC956 Error : Orders for DELIVERY and BNPL are only allowed on NSEEQ and BSEEQ exchanges.
EC957 Error : Invalid 'price'.
EC958 Error : 'price' cannot be zero or negative.
EC959 Error : Invalid 'slTriggerPrice'.
EC960 Error : 'slTriggerPrice' cannot be zero or negative.
EC961 Error : Invalid 'slLegPrice'.
EC962 Error : 'slLegPrice' cannot be zero or negative.
EC963 Error : Invalid 'targetLegPrice '.
EC964 Error : 'targetLegPrice ' cannot be zero or negative.
EC965 Error : For BO orders, only LIMIT or SL 'orderType' is allowed.
EC966 Error : 'trailingSlAmount' cannot be empty or null for OrderType SL.
EC967 Error : 'trailingSlAmount' must be a positive number.
EC968 Error : 'trailingSlAmount' cannot be zero or negative.
EC969 Error : 'Product' only 'NORMAL' and 'INTRADAY' are allowed
EC970 Error : 'disclosedQuantity' allowed only for 'NSEEQ','BSEEQ','MCXCOMM','NSECURR','BSECURR'
EC970 Error : As compared to front end 'disclosedQuantity' should not be consider for F&O
EC971 Error : 'orderTag' characters should be less than or equal to 50 characters
EC972 Error : 'algoId' characters should be less than or equal to 12 characters
EC973 Error : Buy order 'slTriggerPrice' should be less than 'price'
EC974 Error : Sell order 'slTriggerPrice' should be greater than 'price'
EC975 Error : 'disclosedQuantity' cannot exceed the total order 'quantity'.
EC976 Error : 'slLegPrice' cannot be zero or null.
EC977 Error : 'slTriggerPrice' should be used only in 'SL' or 'SLM' OrderType
EC978 Error : 'price' should be used only in 'LIMIT' or 'SL' OrderType
EC979 Invalid 'brokerOrderId'.
EC980 Invalid 'instrumentId'.
EC981 Error : Invalid 'disclosedQty'.
EC982 Error : For 'AMO' 'disclosedQuantity' should be zero.
EC983 Invalid 'algoId'
 62

EC984 Invalid 'orderTag'

EC985 Invalid 'brokerOrderId'.
EC986 Invalid parameter : SpanMargin not allowed for 'NSEEQ' and 'BSEEQ'
Invalid parameter : 'exchange' Accepts only
EC987 {'NSEFO','BSEFO','NSECURR','BSECURR','MCXCOMM','NCDEXCOMM','NSECOMM','BSECOMM'}
EC988 Error : 'marketProtectionPercent ' must be a positive number.
EC989 Error : For CO orders, only LIMIT or MARKET 'orderType' is allowed.
EC990 Error : 'quantity' Should be multiple of lotsize.
EC991 Error : 'disclosedQuantity' Should be multiple of lotsize.
EC992 Error : Not able modify the given order. 'brokerOrderId' is
EC993 Error : Provided 'brokerOrderId' not in valid state to modify the order. 'brokerOrderId' is
EC994 Error : Given 'brokerOrderId' is not in your ordebook.
EC995 Error : There is no order to cancel.
EC996 Error : 'validity' IOC is not allowed for AMO order.
Error : The specified order is not available in the order book and cannot be canceled. Please verify the
EC997 order details and try again.
Error : The specified order is not available in the order book, and order history cannot be retrieved. Please
EC998 verify the order ID and try again.
Error : The specified order is not available in the order book and cannot be modified. Please verify the
EC999 order details and try again.
Error : Orders with Exchange 'BSEEQ/BSEFO/BSECURR', Cannot be modified to Order Type 'SL' (Stop
EC701 Loss).
EC702 Error : Only price field can be modified in Sub leg Order's.
Error : Your account is in a dormant state and trading is not permitted. Please contact support to
EC703 reactivate your account.
Error : Your account is in a frozen state. Trading and related activities are currently restricted. Please
EC704 contact customer support to resolve this issue.
Error : Your account is in a voluntary freeze state. Trading is restricted as per your request. Please contact
EC705 customer support if you wish to lift this restriction.
EC900 Invalid parameter: 'exchange' cannot be empty or null.
Invalid parameter: 'exchange' Accepts only
{'NSEEQ','NSEFO','BSEEQ','BSEFO','NSECURR','BSECURR','MCXCOMM','NCDEXCOMM','NSECOMM'
EC901 ,'BSECOMM'}
EC900 Invalid parameter: 'instrumentId' cannot be empty or null.
EC801 Invalid parameter: 'interval' cannot be empty or null.
Invalid parameter: 'interval' Accepts only {“1 minute”, “5 minutes”, “10 minutes”, “15 minutes”, “30
EC802 minutes”, “60 minutes”, “1 day”}
EC803 Invalid parameter: 'fromDate' cannot be empty or null.
 63

EC804 Invalid fromDate format. Please enter the fromDate in DD-MMM-YYYY format (e.g., 20-Sep-2020).
EC805 Invalid parameter: 'toDate' cannot be empty or null.
EC806 Invalid toDate format. Please enter the toDate in DD-MMM-YYYY format (e.g., 20-Sep-2020).
EC807 Invalid date range. The 'fromDate' cannot be greater than the 'toDate'.
EC808 Error : Invalid : 'instrumentId' must be greater than 0.
EC809 Maximum permissible date range limit reached
EC810 From date has to be less than end date
EC001 Invalid parameter : 'UserIdentity' cannot be empty or null.
EC002 Client does not exist.
EC004 User blocked.
EC005 Invalid parameter : Request is null or empty.
EC006 Invalid parameter : 'IsPANEntered' cannot be empty or null.
EC007 Invalid parameter : 'IsPANEntered', IsPANEntered will consists only Y and N.
EC008 Invalid parameter : 'UserId' cannot be empty or null.
EC009 Invalid parameter : 'Password' cannot be empty or null.
EC010 Invalid parameter : 'appName' cannot be empty or null.
EC011 Multiple client IDs associated with the provided details. Please specify a client code to proceed further.
EC012 Multiple client IDs associated with the provided details. Please specify a client code to proceed further.
EC013 Multiple client IDs associated with the provided details. Please specify a client code to proceed further.
EC014 Your account has been blocked by adminstrator. Please contact admin(Unblock accout option wont work).
EC015 Not able to send OTP for the registered mobile and email.
EC016 Invalid userId or password.
EC017 Invalid parameter : 'osName' cannot be empty or null.
EC018 Your OTP has been initiated. Please try again after 60 seconds.
EC019 You have exceeded the maximum limit for OTP requests. Please try again later.
EC020 We are currently unable to send OTP. Please contact the administrator for assistance.
EC021 Invalid parameter : 'ClientCode' cannot be empty or null.
EC022 Invalid parameter : 'ReceivedOTP' cannot be empty or null.
EC023 Invalid parameter : 'IsPANEntered' cannot be empty or null.
EC024 Your OTP is expired.
EC025 Invalid OTP.
EC026 Invalid parameter : 'userId' cannot be empty or null.
EC027 Invalid parameter : 'pan' cannot be empty or null.
EC028 Invalid parameter : 'osName' cannot be empty or null.
EC029 Invalid parameter : 'dob' cannot be empty or null.
 64

EC030 Invalid user.

EC031 The PAN provided is invalid. Please check and enter a valid PAN.
EC032 The PAN provided is invalid. Please check and enter a valid PAN.
EC033 Invalid parameter : 'otp' cannot be empty or null.
EC034 Invalid parameter : 'totp' cannot be empty or null.
EC035 The T-OTP is already enabled for this account.
EC036 Invalid T-OTP.
EC037 Only MOB keys are accepted for this operation.
EC038 Invalid parameter : 'token' cannot be empty or null.
EC039 Invalid parameter : 'deviceId' cannot be empty or null.
EC040 Invalid parameter : 'deviceType' cannot be empty or null.
EC041 Invalid parameter : 'enable' cannot be empty or null.
EC042 Error :
EC043 T-OTP Not enabled for this account
EC044 Error : Token is not valid.
EC045 Token is valid.
EC046 Invalid parameter : 'osName' cannot be empty or null.
EC047 Invalid parameter : 'versionNo' cannot be empty or null.
EC048 Invalid parameter : 'deviceId' cannot be empty or null.
EC049 Invalid parameter : 'deviceName' cannot be empty or null.
EC050 Invalid parameter : 'macAddress' cannot be empty or null.
EC051 Error : Only mobile OS are allowed to call this method.
EC052 Error : You have reached the MAX OTP limit, Kindly try again after 15 minutes.
EC053 Invalid parameter : 'appKey' cannot be empty or null.
EC054 Error : Given appkey is InCorrect, Please enter the valid appkey
EC055 Error : Unauthorized access: Please authorize the application to obtain the auth code.
EC056 Invalid parameter : 'ceData' cannot be empty or null.
EC057 Invalid parameter : 'cEncData' cannot be empty or null.
EC058 Error : Invalid 'deviceId'.
EC059 Error : Invalid 'versionNo'.
EC060 Error : Invalid 'appName'.
EC061 Error : Invalid 'osName'.
EC062 Error : Illegal or Expired Encryption key.
EC063 Error : 'password' should not contain spaces.
EC064 Multiple client IDs associated with the provided email. Please specify a client code to proceed further.
 65

EC065 Multiple client IDs associated with the provided mobile. Please specify a client code to proceed further.
EC066 Multiple client IDs associated with the provided details. Please specify a client code to proceed further.
EC067 Error : Provide pan is not mapped with any client Id.
EC068 Error : Provide userId is not mapped with given pan.
EC069 Error : Your password has expired. Please change your password to continue.
EC070 Invalid parameter : 'version' cannot be empty or null.
EC071 Invalid parameter : 'os' cannot be empty or null.
Mobile Number and email ID are invalid, please write to [email protected] to update your Mobile Number &
EC072 email ID.
EC073 Error: Please enter the date of birth (DOB) in MMDDYYYY format.
EC074 Error: Invalid 'osName'.
EC075 Error: Unauthorized access.
EC076 Error: This service is not available for your account type.
EC077 Error : Provide PAN is not mapped with given user Id.
EC078 Error : Provide PAN is not mapped with given user Id.
EC079 Error: Password must have one allowed special character out of @ # $ % & * / \\
EC080 Error : Too many incorrect OTP attempts. Request a new OTP after 15 minutes.
Error : Your account is in a voluntary freeze state, and login is not permitted. Please contact the
EC081 administrator for assistance.

Python SDK errors and packets

Below are the status codes sent by the Python SDK and their corresponding messages:
Status Codes Message
101 Request cannot be null
102 TopicList cannot be null and no. of topics should be less than 1024
103 Subscripton failed
105 Client is already connected
-1 Generic error
1 Tokin in Invalid
0 Success, no error
4 The client is not currently connected

Below are the result codes sent by the Python SDK and their corresponding messages:
result Codes Message
0 Topic granted
104 Invalid topic
 66

128 Topic not granted

Below are the Acknowledgement packetTypes sent by the Python SDK and their corresponding names:
packetType PacketName
2 Connection acknowledgement
9 Subscription acknowledgement
11 Unsubscription acknowledgement
14 Disconnect acknowledgement

RMS Order Rejections

All the RMS rejections starts with a string RMS: ,
if any rejection message doesn’t contain RMS: , that means its not rejected because of RMS.
RMS rejection reasons are generated dynamically, based on "Block Details" or "Rules" or/and "order
validation level".

List of Possible rejections from RMS are as below:

●​ "RMS:Blocked for " -> Block details will be appended to this.
●​ "RMS:Rule: " -> Rule name and order validation level will be appended to this.
●​ "RMS:Margin Exceeds, Required:<Value>, Available:<Value>" , order validation level will be
appended to this.
●​ "RMS:MtoM Exceeds, Required:<Value>, Available:<Value>", order validation level will be
appended to this.
●​ "RMS:Lt rate not found for rule: "

Rule name and order validation level will be appended to this:

●​ "RMS:Asset exchange segment not found for rule: "
●​ "RMS:Field Not Found <MNM_ID>"
●​ "RMS:Bad Input"
●​ "RMS:Scrip Not found in Mrv master"
●​ "RMS:Mrv Master DOWN"
●​ "RMS:User not enabled on product"
●​ "RMS:Client not enabled on product"
●​ "RMS: NO Last Trade Price"
●​ "RMS: Auto Square Off Block"
●​ "RMS:Scrip <Symbol> is in Ban Period."
●​ “RMS:Index value not found”
●​ “RMS:Index close value not found”
●​ “RMS:Entity is not loaded properly”

Rate Limits
 67

FAQs
●​ What are IIFL Markets Trading APIs?
IIFL Markets Trading APIs allow individual traders and fintech platforms to connect directly to
IIFL’s broker systems for order placements, market data retrieval, and portfolio management.

●​ Is there any cost to use the IIFL Markets APIs?

No, the APIs are free for individual traders, developers, and platforms to integrate with.

●​ How do I get access to the APIs?

IIFL Capital clients can log in to the developer portal using their Trading Account credentials,
create a new application, and start using the APIs right away.
Fintech platforms can register on the portal, after which the IIFL team will review and approve
the application for API access.

●​ How does client login work for a trading application?

Clients can follow the login steps provided in the API Documentation, with a video tutorial also
available for reference.

●​ Do I need to log in daily, and will a new session token be generated each time?
Yes, you need to log in every day. A new, unique session token is generated with each login.

●​ How does authentication work with the API?

After a successful login, a session token is generated and must be included in the header of
each API request to authenticate the user.

●​ What do the two status and message parameters in API responses mean?
The two status and message parameters are explained in this section.

●​ Can I convert MIS (intraday) trades to CNC (delivery) or vice versa using the API?
No, order conversions between MIS and CNC/NRML are not supported through the API. These
conversions can be done via the IIFL Markets Mobile Application.

●​ Where can I access real-time market data, and can I use third-party data sources?
Market data is available through the APIs and bridge package. You can also use authorized
third-party vendors for market data.

●​ Is the use of the bridge package mandatory for accessing the Market Data stream?
Yes, the bridge package is mandatory for accessing the Market Data stream. It contains
pre-built functions and sample implementations, simplifying the integration process.

●​ In what all languages the Bridge package is available in?

 68

Find the list of Bridge Packages available in multiple programming languages here. If your
preferred programming language package is not available, you can request it through your
RM/POC.

●​ How can I access the full list of tradable instruments?

You can access the instrument master list in both CSV and JSON formats here. This list
provides comprehensive, segment-wise details on all available tradable instruments.