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Market data

These members read prices: the candles an instrument has traded in, its latest quote, and the order book behind that quote. Every instrument has the candles and the quote, and every tradeable instrument also has the order book, so an index has last_price but no best_bid.

The table below lists every member on this page. Only prices is a method, because it takes an interval and a range; everything else is a property, read like an attribute.

Kind Member Description
method prices Candles for an interval and a date range, as a DataFrame
property quote The full unified quote, as a dict
property last_price The last traded price, as a float
property ohlc The day's open, high and low with the last and previous close
property bids The buy side of the order book
property offers The sell side of the order book
property best_bid The highest bid
property best_offer The lowest offer
property bid_offer_spread The best offer minus the best bid, from one quote
property mid_price Halfway between the best bid and the best offer, from one quote
property volume_weighted_average_price Today's volume weighted average price
property last_quantity The size of the last trade
property total_traded_volume The quantity traded so far today
property open_interest The open interest of a future or an option
property last_trade_time When the last trade happened, in India time

The strings prices accepts for interval are listed below. Vocabulary has them too, beside every other plain string the library passes through.

Parameter Values
interval day, 1minute, 2minute, 3minute, 4minute, 5minute, 10minute, 15minute, 20minute, 25minute, 30minute, 45minute, 60minute, 120minute, 180minute, 240minute

Every read goes to UBI

Nothing on this page is cached. Each read of a property sends one request to UBI and returns what UBI answered at that moment, and the next read sends another. UBI runs on the same machine and answers from its own Redis, so a read is cheap, but it is never free, and two reads of the same property can disagree because the market moved between them.

The animation below follows one read of last_price from your code to UBI and back.

One property read travelling to UBI and back Reading share.last_price calls the instrument object, which asks the shared UBI client for GET /api/instruments/ltp with the instrument_id. The client adds the access token and sends the request to UBI on 127.0.0.1:8080, which reads the quote from its own Redis cache, or from a broker while the caller waits. The answer travels back the same way, and the property returns the float 1226.0. Nothing is kept on the way back, so the next read makes the whole trip again. share.last_price, one read, one request Your code share.last_price → 1226.0 Equity object holds the instrument_id a property, but still one request per read UBI client shared by every instrument GET /api/instruments/ltp adds the access-token header retries once on a 401 UBI 127.0.0.1:8080 UBI's quote cache or a broker while you wait read answer nothing is kept on the way back
Orange dots carry the request out, and green dots carry UBI's answer back. Every read of a property makes this whole trip.

Bind a value you need twice

share.last_price looks like an attribute, but it is a request. Code that uses the same value more than once should read it into a local variable first, both to save the request and to be sure the two uses see the same number.

The values that need two numbers from the same moment, bid_offer_spread and mid_price, read one quote and take both sides from it, rather than reading best_bid and best_offer, which would be two requests and could mix two moments.

prices

method prices(interval="day", from_date=None, to_date=None, days=None, adjusted=True)GET /api/instruments/prices

This method fetches the instrument's candles for one interval and one range, in a single request however long the range is. Give either from_date and to_date, or days. The answer is a pandas DataFrame sorted by time, with the time converted to India time, or None when UBI has no candles for the range.

Parameters

Name Type Required Default Description
interval str No "day" The candle length, one of the intervals in the table above
from_date datetime.date, str or None With to_date None The first day, inclusive, as a date or YYYY-MM-DD
to_date datetime.date, str or None With from_date None The last day, inclusive
days int or None Instead of the two dates None Count back this many days from today. UBI includes both ends, so days=10 covers eleven calendar days.
adjusted bool No True True for prices adjusted for splits and bonuses, which adds a price_factor column

Example

The output below was captured from a local UBI on Saturday 2026-09-26. The daily call returned six rows and the capture printed the first five, so the sixth row is not shown here. The five-minute call over the last day returned None, because UBI had no five-minute candles stored for that range.

daily = reliance.prices(days=10)
print(daily.shape)
print(daily.head(5).to_string())

intraday = reliance.prices(interval="5minute", days=1)
print(intraday)

(6, 11)
  exchange       segment interval                  datetime    open    high     low   close    volume    oi  price_factor
0      nse  nse_equities      day 2026-09-16 00:00:00+05:30  1243.0  1255.0  1240.0  1240.0  10023997  None           1.0
1      nse  nse_equities      day 2026-09-17 00:00:00+05:30  1244.8  1253.4  1238.5  1243.9   7752895  None           1.0
2      nse  nse_equities      day 2026-09-18 00:00:00+05:30  1245.0  1247.3  1226.4  1226.4  15122715  None           1.0
3      nse  nse_equities      day 2026-09-21 00:00:00+05:30  1234.1  1249.1  1232.5  1247.4  10007218  None           1.0
4      nse  nse_equities      day 2026-09-22 00:00:00+05:30  1247.6  1251.9  1237.4  1240.4  10684376  None           1.0
None

The chart below draws those five captured daily candles. A green body closed above its open and a red body closed below it, and the thin line runs from the day's low to its high.

{ "$schema": "https://vega.github.io/schema/vega-lite/v5.json", "description": "RELIANCE daily candles on the nse from 2026-09-16 to 2026-09-22, captured from a local UBI on 2026-09-26.", "width": "container", "height": 260, "data": { "values": [ {"day": "2026-09-16", "open": 1243.0, "high": 1255.0, "low": 1240.0, "close": 1240.0, "volume": 10023997}, {"day": "2026-09-17", "open": 1244.8, "high": 1253.4, "low": 1238.5, "close": 1243.9, "volume": 7752895}, {"day": "2026-09-18", "open": 1245.0, "high": 1247.3, "low": 1226.4, "close": 1226.4, "volume": 15122715}, {"day": "2026-09-21", "open": 1234.1, "high": 1249.1, "low": 1232.5, "close": 1247.4, "volume": 10007218}, {"day": "2026-09-22", "open": 1247.6, "high": 1251.9, "low": 1237.4, "close": 1240.4, "volume": 10684376} ] }, "encoding": { "x": {"field": "day", "type": "ordinal", "title": "Day", "axis": {"labelAngle": 0}}, "y": {"type": "quantitative", "scale": {"zero": false}, "title": "Price in rupees"}, "color": { "condition": {"test": "datum.open <= datum.close", "value": "#1b8a3a"}, "value": "#c62828" }, "tooltip": [ {"field": "day", "type": "ordinal", "title": "Day"}, {"field": "open", "type": "quantitative", "title": "Open"}, {"field": "high", "type": "quantitative", "title": "High"}, {"field": "low", "type": "quantitative", "title": "Low"}, {"field": "close", "type": "quantitative", "title": "Close"}, {"field": "volume", "type": "quantitative", "title": "Volume", "format": ","} ] }, "layer": [ { "mark": "rule", "encoding": { "y": {"field": "low"}, "y2": {"field": "high"} } }, { "mark": {"type": "bar", "size": 18}, "encoding": { "y": {"field": "open"}, "y2": {"field": "close"} } } ] }

Returns

A pandas DataFrame, or None when UBI has no candles for the range. The table below lists its columns, with the dtypes from the same capture.

Column Type Description
exchange str The instrument's exchange, added by this library
segment str The instrument's segment, added by this library
interval str The interval asked for, added by this library
datetime datetime64[us, Asia/Kolkata] The candle's start in India time. UBI calls this column time and sends it in UTC; the library renames and converts it, so a daily candle reads midnight India time rather than 18:30 the day before.
open float64 The first price in the candle
high float64 The highest price
low float64 The lowest price
close float64 The last price
volume int64 The quantity traded, in underlying units
oi object Open interest for a future or an option, or None
price_factor float64 The adjustment factor applied, present only when adjusted=True

Raises

Exception When
BadRequestError The range or interval is invalid, such as both days and from_date, or an intraday range longer than 366 days
UnifiedBrokerInterfaceError Any other failure reported by, or on the way to, UBI

Some families have no candles at all, so prices returns None for every bond, currency pair, investment trust and mutual fund. Asset classes lists which classes have candles.

Under the hood

The request carries instrument_id, interval, adjusted as the text true or false, and whichever of from, to and days were given. UBI answers with a columns list and a candles list of rows. See Prices on the UBI site for the route, including where the candles come from and how adjustment works.

quote

property quoteGET /api/instruments/quote

This property returns the instrument's full unified quote, which is UBI's merged view of the latest price, the day's figures and five levels of the order book. It is the source every order-book property below reads from.

Parameters

This property takes no parameters.

Example

The output below was captured from a local UBI on Saturday 2026-09-26, so it holds Friday's closing figures. Note that depth.buy is empty: nobody was bidding in the book the broker last reported.

print(reliance.quote)

{'average_price': 1220.44, 'broker': 'zerodha', 'broker_token': '738561', 'buy_quantity': 0, 'change_percent': 0.5577, 'depth': {'buy': [], 'sell': [{'orders': 11, 'price': 1226.0, 'quantity': 855}]}, 'exchange': 'nse', 'exchange_time': 1790332198.0, 'expiry_date': None, 'instrument_id': '3f92570a-9924-5bf5-9f9d-e006cd9f4202', 'last_price': 1226.0, 'last_quantity': 1, 'last_trade_time': 1790332190.0, 'lot_size': 1, 'ohlc': {'high': 1227.4, 'low': 1210.5, 'open': 1210.5}, 'oi': None, 'oi_day_high': None, 'oi_day_low': None, 'option_type': None, 'previous_close': 1219.2, 'received_at': 1790332199.1126616, 'segment': 'nse_equities', 'shape': 'security', 'source': 'cache', 'stale': False, 'stale_since': None, 'strike_price': None, 'symbol': 'RELIANCE', 'underlying_symbol': None, 'unified_at': 1790332199.1187558, 'volume': 13138735}

Returns

A dict holding UBI's unified quote. The fields that matter most are last_price, average_price, ohlc, previous_close, change_percent, volume, oi and depth; broker names the broker the quote came from, and source says whether UBI answered from its cache (cache) or asked a broker while you waited (broker). The unified quote document on the UBI site describes every field.

Raises

Exception When
ServiceUnavailableError UBI has no recent quote and no broker could supply one, which is always the case for a cash bond, a fixed income index and a mutual fund
UnifiedBrokerInterfaceError Any other failure reported by, or on the way to, UBI

last_price

property last_priceGET /api/instruments/ltp

This property returns the last traded price in rupees. It uses UBI's smaller ltp route rather than the full quote, and it works on indices as well as on tradeable instruments.

Parameters

This property takes no parameters.

Example

The output below was captured from a local UBI on 2026-09-26, for RELIANCE and for the first MCX gold future.

from tradingmachine.assets import commodities

print(reliance.last_price)

expiries = commodities.CommodityFutures.expiries("mcx", "GOLD")
gold = commodities.CommodityFutures("mcx", "GOLD", expiries[0])
print(gold.last_price)

1226.0
150734.0

Returns

A float, or None when UBI has no last price for the instrument.

Raises

Exception When
ServiceUnavailableError UBI has no recent quote and no broker could supply one
UnifiedBrokerInterfaceError Any other failure reported by, or on the way to, UBI

ohlc

property ohlcGET /api/instruments/ohlc

This property returns the day's open, high and low, with the last price and the previous close beside them. The inner ohlc dictionary has no close, because the day's close is the last price until the market shuts, so read last_price or previous_close from the outer dictionary instead.

Parameters

This property takes no parameters.

Example

The output below was captured from a local UBI on 2026-09-26.

print(reliance.ohlc)

{'change_percent': 0.5577, 'exchange': 'nse', 'expiry_date': None, 'instrument_id': '3f92570a-9924-5bf5-9f9d-e006cd9f4202', 'last_price': 1226.0, 'last_trade_time': 1790332190.0, 'ohlc': {'high': 1227.4, 'low': 1210.5, 'open': 1210.5}, 'option_type': None, 'previous_close': 1219.2, 'received_at': 1790332199.1126616, 'segment': 'nse_equities', 'shape': 'security', 'source': 'cache', 'strike_price': None, 'symbol': 'RELIANCE', 'underlying_symbol': None}

Returns

A dict with last_price, ohlc (itself a dict of open, high and low), previous_close, change_percent, last_trade_time, received_at, source and the instrument's identity fields. On an index the inner values can all be None; a check on 2026-09-22 before the open read {'high': None, 'low': None, 'open': None} for NIFTY.

Raises

Exception When
ServiceUnavailableError UBI has no recent quote and no broker could supply one
UnifiedBrokerInterfaceError Any other failure reported by, or on the way to, UBI

The order book values

The eleven properties in this section belong to TradeableInstrument, so every class except the four index classes has them. Each one reads the quote once and takes one part of it, which means each read is one request to GET /api/instruments/quote. None of them takes a parameter, and each raises UnifiedBrokerInterfaceError or one of its subclasses when the quote cannot be read.

The table below shows where each property comes from in the quote, and what the capture on Saturday 2026-09-26 returned for RELIANCE.

Property Read from the quote RELIANCE on 2026-09-26
bids depth.buy []
offers depth.sell [{'orders': 11, 'price': 1226.0, 'quantity': 855}]
best_bid the first of depth.buy None
best_offer the first of depth.sell {'orders': 11, 'price': 1226.0, 'quantity': 855}
bid_offer_spread both sides of one quote None
mid_price both sides of one quote None
volume_weighted_average_price average_price 1220.44
last_quantity last_quantity 1, read from the quote itself because the property was not captured on its own
total_traded_volume volume 13138735
open_interest oi None, read from the quote itself; a share has no open interest
last_trade_time last_trade_time datetime.datetime(2026, 9, 25, 15, 59, 50, tzinfo=zoneinfo.ZoneInfo(key='Asia/Kolkata'))

An empty side makes three values None

The capture was taken on a Saturday, when the book the broker last reported had sellers but no buyers. With bids empty, best_bid is None, and so are bid_offer_spread and mid_price, because both need a best bid. Code that does arithmetic on these values must check for None first. The opposite surprise is possible too: a check before the open on 2026-09-22 found a crossed book, with the best bid 207.6 above the best offer, and bid_offer_spread returned -207.6, because neither property checks the book for sense.

bids

property bidsGET /api/instruments/quote

This property returns the buy side of the order book, best price first. It is a list of up to five dicts, each with price, quantity and orders, and it is empty when nobody is bidding.

Example

The output below was captured from a local UBI on 2026-09-26.

print(reliance.bids)

[]

offers

property offersGET /api/instruments/quote

This property returns the sell side of the order book, best price first. It is a list of up to five dicts, each with price, quantity and orders, and it is empty when nobody is offering.

Example

The output below was captured from a local UBI on 2026-09-26.

print(reliance.offers)

[{'orders': 11, 'price': 1226.0, 'quantity': 855}]

best_bid

property best_bidGET /api/instruments/quote

This property returns the highest bid as a dict with price, quantity and orders, or None when nobody is bidding.

Example

The output below was captured from a local UBI on 2026-09-26, when the bid side was empty.

print(reliance.best_bid)

None

best_offer

property best_offerGET /api/instruments/quote

This property returns the lowest offer as a dict with price, quantity and orders, or None when nobody is offering.

Example

The output below was captured from a local UBI on 2026-09-26.

print(reliance.best_offer)

{'orders': 11, 'price': 1226.0, 'quantity': 855}

bid_offer_spread

property bid_offer_spreadGET /api/instruments/quote

This property returns the best offer's price minus the best bid's price, in rupees, both taken from one quote. It is a float, or None when either side of the book is empty, and it can be negative when the book is crossed.

Example

The output below was captured from a local UBI on 2026-09-26, when the bid side was empty.

print(reliance.bid_offer_spread)

None

mid_price

property mid_priceGET /api/instruments/quote

This property returns the price halfway between the best bid and the best offer, both taken from one quote. It is a float in rupees, or None when either side of the book is empty.

Example

The output below was captured from a local UBI on 2026-09-26, when the bid side was empty.

print(reliance.mid_price)

None

volume_weighted_average_price

property volume_weighted_average_priceGET /api/instruments/quote

This property returns today's volume weighted average price, which is the quote's average_price. It is a float in rupees, or None when the broker serving the quote does not report it, as happened for INFY before the open on 2026-09-22.

Example

The output below was captured from a local UBI on 2026-09-26.

print(reliance.volume_weighted_average_price)

1220.44

last_quantity

property last_quantityGET /api/instruments/quote

This property returns the size of the last trade as an int in underlying units, not lots, or None when it is unknown. The captured quote above shows 'last_quantity': 1 for RELIANCE; the property itself was not read separately in that capture.

total_traded_volume

property total_traded_volumeGET /api/instruments/quote

This property returns the quantity traded so far today, which is the quote's volume. It is an int in underlying units, not lots, or None when it is unknown.

Example

The output below was captured from a local UBI on 2026-09-26.

print(reliance.total_traded_volume)

13138735

open_interest

property open_interestGET /api/instruments/quote

This property returns the open interest of a future or an option, which is the quote's oi. It is an int in underlying units, or None for a security or when it is unknown. The captured quote above shows 'oi': None for RELIANCE, as expected for a share; the property itself was not read separately in that capture.

last_trade_time

property last_trade_timeGET /api/instruments/quote

This property returns when the last trade happened, as a timezone-aware datetime.datetime in India time. UBI sends it as seconds since the epoch, and the property converts it. It is None when the broker does not send the time reliably.

Example

The output below was captured from a local UBI on Saturday 2026-09-26, so the last trade is Friday's. The quote's raw value was 1790332190.0.

print(repr(reliance.last_trade_time))

datetime.datetime(2026, 9, 25, 15, 59, 50, tzinfo=zoneinfo.ZoneInfo(key='Asia/Kolkata'))
Under the hood

bids, offers, volume_weighted_average_price, last_quantity, total_traded_volume, open_interest and last_trade_time each read self.quote once. best_bid and best_offer read bids or offers, which is still one quote. bid_offer_spread and mid_price read self.quote["depth"] once and take both sides from it. UBI already drops empty levels from the depth, so the library does no filtering of its own. See Quote on the UBI site for the route and Where a quote comes from for how UBI chooses between its cache and a broker.