How to Fetch Data Tick from Kite Connect API (Nifty50)

Get Nifty50 data from Zerodha API

In Last blog we discuss about how to generate request token and now we are going to look how to get data from Kite Connect. Here we will subscribe Nifty50. We will go step by step
If you have code from zerodha official  git hub we can start further if not you get it from my previous blog "Getting Started with Zerodha "

1) We need list of Nifty50 stock which below Can verify this list on NSE India site. Below is json which you can use you code. if need we can key value pair using it.

var stocks=
[{"instrumenttoken" :3861249, "tradingsymbol" : "ADANIPORTS"},
{"instrumenttoken" :60417, "tradingsymbol" : "ASIANPAINT"},
{"instrumenttoken" :1510401, "tradingsymbol" : "AXISBANK"},
{"instrumenttoken" :4267265, "tradingsymbol" : "BAJAJ-AUTO"},
{"instrumenttoken" :4268801, "tradingsymbol" : "BAJAJFINSV"},
{"instrumenttoken" :81153, "tradingsymbol" : "BAJFINANCE"},
{"instrumenttoken" :2714625, "tradingsymbol" : "BHARTIARTL"},
{"instrumenttoken" :134657, "tradingsymbol" : "BPCL"},
{"instrumenttoken" :177665, "tradingsymbol" : "CIPLA"},
{"instrumenttoken" :5215745, "tradingsymbol" : "COALINDIA"},
{"instrumenttoken" :225537, "tradingsymbol" : "DRREDDY"},
{"instrumenttoken" :232961, "tradingsymbol" : "EICHERMOT"},
{"instrumenttoken" :1207553, "tradingsymbol" : "GAIL"},
{"instrumenttoken" :315393, "tradingsymbol" : "GRASIM"},
{"instrumenttoken" :1850625, "tradingsymbol" : "HCLTECH"},
{"instrumenttoken" :340481, "tradingsymbol" : "HDFC"},
{"instrumenttoken" :341249, "tradingsymbol" : "HDFCBANK"},
{"instrumenttoken" :345089, "tradingsymbol" : "HEROMOTOCO"},
{"instrumenttoken" :348929, "tradingsymbol" : "HINDALCO"},
{"instrumenttoken" :359937, "tradingsymbol" : "HINDPETRO"},
{"instrumenttoken" :356865, "tradingsymbol" : "HINDUNILVR"},
{"instrumenttoken" :7712001, "tradingsymbol" : "IBULHSGFIN"},
{"instrumenttoken" :1270529, "tradingsymbol" : "ICICIBANK"},
{"instrumenttoken" :1346049, "tradingsymbol" : "INDUSINDBK"},
{"instrumenttoken" :7458561, "tradingsymbol" : "INFRATEL"},
{"instrumenttoken" :408065, "tradingsymbol" : "INFY"},
{"instrumenttoken" :415745, "tradingsymbol" : "IOC"},
{"instrumenttoken" :424961, "tradingsymbol" : "ITC"},
{"instrumenttoken" :492033, "tradingsymbol" : "KOTAKBANK"},
{"instrumenttoken" :2939649, "tradingsymbol" : "LT"},
{"instrumenttoken" :2672641, "tradingsymbol" : "LUPIN"},
{"instrumenttoken" :519937, "tradingsymbol" : "M&M"},
{"instrumenttoken" :2815745, "tradingsymbol" : "MARUTI"},
{"instrumenttoken" :2977281, "tradingsymbol" : "NTPC"},
{"instrumenttoken" :633601, "tradingsymbol" : "ONGC"},
{"instrumenttoken" :3834113, "tradingsymbol" : "POWERGRID"},
{"instrumenttoken" :738561, "tradingsymbol" : "RELIANCE"},
{"instrumenttoken" :779521, "tradingsymbol" : "SBIN"},
{"instrumenttoken" :857857, "tradingsymbol" : "SUNPHARMA"},
{"instrumenttoken" :884737, "tradingsymbol" : "TATAMOTORS"},
{"instrumenttoken" :895745, "tradingsymbol" : "TATASTEEL"},
{"instrumenttoken" :2953217, "tradingsymbol" : "TCS"},
{"instrumenttoken" :3465729, "tradingsymbol" : "TECHM"},
{"instrumenttoken" :897537, "tradingsymbol" : "TITAN"},
{"instrumenttoken" :2952193, "tradingsymbol" : "ULTRACEMCO"},
{"instrumenttoken" :2889473, "tradingsymbol" : "UPL"},
{"instrumenttoken" :784129, "tradingsymbol" : "VEDL"},
{"instrumenttoken" :969473, "tradingsymbol" : "WIPRO"},
{"instrumenttoken" :3050241, "tradingsymbol" : "YESBANK"},
{"instrumenttoken" :975873, "tradingsymbol" : "ZEEL"}];

You can keep this json into some other location to make you stock list configurable. if you wish more stock to subscribe then you can add it.


Here we need only array of instrument number  which as below.
 
static UInt32[] intrument_tokent = new UInt32[] { 897537, 857857, 2953217, 895745, 884737, 633601, 779521, 415745, 2815745, 408065, 7458561, 1270529, 7712001, 341249, 1207553, 232961, 225537, 81153, 4267265, 1510401, 60417, 3861249, 519937, 2939649, 975873, 3050241, 969473, 784129, 2889473, 3465729, 345089, 492033, 2952193, 2714625, 4268801, 356865, 359937, 348929, 315393, 2977281, 177665, 5215745, 738561, 2672641, 3834113, 340481, 1850625, 424961, 1346049, 134657 };

2) Now we need to store each tick for above list. We are going store data in-memory so we can use Dictionary to make it simple.

// Store tick using key value pair
 static Dictionary<UInt32, List<Tick>> instrumentTickRaw = new Dictionary<UInt32, List<Tick>>();


public static void AddTickToInstrumentTicks(Tick TickData)
{
   try{
               // check here if already key exist then keep add data to list   
              if (instrumentTickRaw.ContainsKey(TickData.InstrumentToken))
                {
                    instrumentTickRaw[TickData.InstrumentToken].Add(TickData);
                }
              // else we will create new list and then add new key as below
              else
                {
                    var list = new List<Tick>();
                    list.Add(TickData);
                    instrumentTickRaw.Add(TickData.InstrumentToken, list);
                }
          }
          catch(Exception ex) 
         {
              Logger.Log(LogType.Error, ex.Message);
         }
          // TODO:->Logic here to process 1 min candle
}

As we are going to subscribe multiple stock we need to create such collection which will easy to maintain. So we used Dictionary. We check if already exits key then we do keep add data into it.
other wise we will make new entry only once then keep adding. So each key is going to make collection of Ticks respectively.
Using above collection we are able to access any stock data without taking much effort.
We need to call above method onTick() Event.


3) Subscribe Nifty50 stocks.

Here we already having below method with reference to Github code. We are going to mention our array of stocks.
We need pass our array to Subscribe Method and need set mode to Full.

 private static void initTicker()
        {
            ticker = new Ticker(MyAPIKey, MyAccessToken);

            ticker.OnTick += OnTick;
            ticker.OnReconnect += OnReconnect;
            ticker.OnNoReconnect += OnNoReconnect;
            ticker.OnError += OnError;
            ticker.OnClose += OnClose;
            ticker.OnConnect += OnConnect;
            ticker.OnOrderUpdate += OnOrderUpdate;

            ticker.EnableReconnect(Interval: 5, Retries: 50);
            ticker.Connect();

            // Subscribing to NIFTY50 and setting mode to FULL
            ticker.Subscribe(Tokens: intrument_tokent);
            ticker.SetMode(Tokens: intrument_tokent, Mode: Constants.MODE_FULL);
        }




4) Now we need to call our newly written method onTick Event.

  private static void OnTick(Tick TickData)
 {
     AddTickToInstrumentTicks(TickData);
 }


Using above code we can keep listen data from API. So we have basic structure to watch data.
We can apply different algorithms which are nothing but our strategies ge. OBR, MeanReversion etc.

Till now we have got raw data fron API we need to create 1 min candle using our Dictionary.
That we will see in our next blog.




Please share you thoughts on this, if you have any suggestion please add comment. so i will improve it while making next blog. This just educational blog. You can learn here how use kite api.