TrueData-DotNet 1.3.2

###Introduction:

This nugget Package attempts to make it easy for you to connect to TrueData Market Data Apis, thereby allowing you to concentrate on startegy development, while this library works to get you all the data you need from the TrueData backend both for Real Time & Historical.

Please make sure you follow us on our Telegram channel where we push a lot of information with regards to API updates, implementation ideas, tips & tricks to use this library & raw feed, etc...

We have also built a sandbox environmemt for testing the raw feed. Please feel free to use this environment to check/test/compare your results with the raw data feed (real time & historical).

We are trying to improve this nugget Package continuously and feedback for the same is welcome.

It is essential to ensure that the data received through our APIs is not being utilized for any commercial purposes. Additionally, please be mindful that all information or data provided to you is exclusively intended for your internal use and must be utilized and discontinued at your end as required.

WebSocket APIs

• Live data (Streaming Ticks) - Enabled by Default
• Live Data (Streaming 1 min bars)
• Live Data (Streaming 5 min bars)
• Live data (Streaming Ticks + 1 min bars)
• Live Data (Streaming Ticks + 5 min bars)
• Live Data (Streaming Ticks + 1 min bars + 5 min bars)
• Live Data (Streaming 1 min + 5 min bars)
• Option Greek

Note:- Kindly note that data that is not enabled by default may require exchange approvals, which vary depending on the specific exchange and segment in question. For any inquiries or clarifications, please feel free to reach out to our dedicated support team.

REST APIs

• Bar/OHLC Data
• Ticks Data (ticks)
• Gainers / Losers
• Bhavcopy

Analytics and Greeks - ADDON

• Top Gainers / Losers
• Industry Gainer / Losers
• Options Greeks

Getting Started

Install the Package from nuget.org and it will be installed automatically

Minimum Requirements The minimum required Framework versions are:- .netstandard 2.0

In-built dependencies All dependencies should get installed automatically when you install the TrueData DotNet nuget Package.

Logging In To WebSocket API By Just Creation of Object you can use the events and functions of package which will allow you to login

TDWebSocket tDWebSocket; Truedata WebSocket 
tDWebSocket = new TDWebSocket("your_id", "your_pwd", "websocket_url", port_no); //Login to Truedata WebSocket service

TDMaster tDMaster; Truedata Master
tDMaster = new TDMaster("your_id", "your_pwd"); //To download latest master

//Websocket Important Event Callbacks
tDWebSocket.OnConnect += TDWebSocket_OnConnect;  
tDWebSocket.OnDataArrive += TDWebSocket_OnDataArrive; 
tDWebSocket.OnClose += TDWebSocket_OnClose;  
tDWebSocket.OnError += TDWebSocket_OnError;

tDWebSocket.ConnectAsync(); Connect to WebSocket

Replace Your_Id & Your_Password strings with your actual Id & Password along with port.

WebSocket API allows us to receive real time data feed based subscription like tick,1 min, 5 min so on. WebSocket Responses and Subscription

WebSocket will send the real time data according to subscription of your Symbols:

//To start WebSocket streaming one need to subscribe symbols or tokens as follows:
string[] symbols = { "NIFTY-I", "RELIANCE", "NIFTY 50", "CRUDEOIL-I", "USDINR-I", "SENSEX", "RELIANCE_BSE" };
tDWebSocket.Subscribe(symbols);

Whenever the trade happens or bid-ask changes, event will be called Timestamp of Symbol,LTP,Volume,Open ,High , Low , Close and OI for symbols which are mentioned in subscribe symbol list, complete on data arrive handling code is given below:

private static void TDWebSocket_OnDataArrive(object sender, EventDataArgs e)
{
    if (e.JsonMsg.Contains("bidask"))
    {
        BidAsk b = new BidAsk();
        b = JsonConvert.DeserializeObject<BidAsk>(e.JsonMsg);
        Console.WriteLine(b.SymbolId + "-" + b.Timestamp + "-" + b.Bid + "-" + b.Ask + "-" + b.BidQty);
    }
    else if (e.JsonMsg.Contains("trade"))
    {
        SnapData t = new SnapData();
        t = JsonConvert.DeserializeObject<SnapData>(e.JsonMsg);
        Scrip s = scrips.Where(v => v.symbolid == t.SymbolId).FirstOrDefault();
        if (s != null)
            Console.WriteLine(s.symbol + "-" + t.SymbolId + "-" + t.Timestamp + "-" + t.LTP + "-" + t.Volume + "-" + t.Open + "-" + t.High + "-" + t.Low + "-" + t.PrevClose);
    }
    else if (e.JsonMsg.Contains("HeartBeat"))
    {
        HeartBeat hb = new HeartBeat();
        hb = JsonConvert.DeserializeObject<HeartBeat>(e.JsonMsg);
        Console.WriteLine("Heartbeat " + hb.timestamp + "-" + hb.message);
    }
    else if (e.JsonMsg.Contains("TrueData"))
    {
        Console.WriteLine("Connected");
        string[] symbols = { "NIFTY-I", "RELIANCE", "NIFTY 50", "CRUDEOIL-I", "USDINR-I", "SENSEX", "RELIANCE_BSE" };
        tDWebSocket.Subscribe(symbols);
    }
}

Above we can see the response from API for symbol in format of " trade" and 1 minute bar along with HeartBeat.

Logging In to History To login to history use TDHistory REST API's object:

TDHistory tDHistory; 
tDHistory = new TDHistory("your_id", "your_pwd");
tDHistory.login();

Replace Your_Id & Your_Password strings with your actual Id & Password. It has so many features that you can use. Like GetLastNBars, GetLastNTicks so these functions do return you the essential info.

TrueData REST API Endpoints

After Logging into History API you can use certain functions for easing your experience for trading info.

GetBars - OHLC This has Symbol , Number of Bar , Boolean for Json/csv response , time interval as parameter above call will return you 1 bar of HDFC which is of 15 min.

string csvResponse = tDHistory.GetBarHistory("ACC", DateTime.Today.AddHours(-1), DateTime.Now,false,  Constants.Interval_1Min, false);
Console.WriteLine("History 1min for ACC");
Console.WriteLine(csvResponse);

GetTicks

string csvTickData = tDHistory.GetTickHistory("ACC", false, DateTime.Now.AddHours(-0.5), DateTime.Now,false, true);
Console.WriteLine("History Tick for ACC");
Console.WriteLine(csvTickData);

GetLastNBar

string csvLastNBar = tDHistory.GetLastNBars("HDFC", 1, false, "15min");
Console.WriteLine("Last 10 bar of HDFC");
Console.WriteLine(csvLastNBar);

GetLastNTicks

string csvLastNBar = tDHistory.GetLastNTicks("HDFC", true, 1);
Console.WriteLine("Last 10 bar of HDFC");
Console.WriteLine(csvLastNBar);

GetBhavCopyStatus

Console.WriteLine(tDHistory.GetBhavCopyStatus("BSEFO", true));

GetBhavCopy

string csvBhavCopy = tDHistory.GetBhavCopy("EQ", DateTime.Today, true);
Console.WriteLine("Today's Bhavcopy");
Console.WriteLine(csvBhavCopy);

GetBhavCopy

string csvGainers = tDHistory.GetTopGainers("NSEEQ", true, 10);
Console.WriteLine("Today's Gainers");
Console.WriteLine(csvGainers);

GetTopGainers

string csvLosers = tDHistory.GetTopLosers("NSEEQ", true, 10);
Console.WriteLine("Today's Losers");
Console.WriteLine(csvLosers);
Console.ReadLine();

GetCorporateActions

string csvCorpAction = tDHistory.GetCorporateActions("AARTIIND", true);
Console.WriteLine("Corporate Actions");
Console.WriteLine(csvCorpAction);