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Documentation Index

Fetch the complete documentation index at: https://mintlify.com/anurag-roy/kiteconnect-ts/llms.txt

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KiteConnect provides four methods for live market data (instruments master, full quote, OHLC, and LTP) and one method for historical candles. You identify instruments using the exchange:tradingsymbol format (e.g., NSE:INFY) for quote methods, and by numeric instrument_token for historical data.

​
getInstruments

Download the full list of tradeable instruments across all exchanges, or filter by one or more exchanges. 
// All instruments across every exchange
const all = await kc.getInstruments();

// Only NSE instruments
const nse = await kc.getInstruments(['NSE']);

// Multiple exchanges
const fno = await kc.getInstruments(['NFO', 'BFO']);
Returns Promise<Instrument[]>.
The instruments master is a large dataset — often several hundred kilobytes with tens of thousands of entries. Fetch it once at application startup or cache it, rather than calling it on every request.
​
instrument_token
string
Numerical identifier used to subscribe to live market data via the WebSocket API (returned as a string from the CSV source).
​
exchange_token
string
The numerical identifier issued by the exchange.
​
tradingsymbol
string
Exchange trading symbol (e.g., RELIANCE, NIFTY23DECFUT).
​
name
string
Company or contract name (populated for equity instruments).
​
last_price
number
Last traded market price at the time of the master download.
​
expiry
Date
Expiry date for derivatives instruments. Empty for equity.
​
strike
number
Strike price for options contracts. 0 for non-options.
​
tick_size
number
Minimum price movement (price tick).
​
lot_size
number
Quantity of a single lot (relevant for F&O).
​
instrument_type
string
EQ (equity), FUT (futures), CE (call option), or PE (put option).
​
segment
string
Segment the instrument belongs to (e.g., NSE, NFO-FUT, NFO-OPT).
​
exchange
string
Exchange where the instrument is listed.

​
getQuote

Retrieve full market depth and quote data for one or more instruments. 
const quotes = await kc.getQuote(['NSE:INFY', 'NSE:RELIANCE']);

const infy = quotes['NSE:INFY'];
console.log(infy.last_price, infy.volume);
console.log(infy.ohlc.open, infy.ohlc.high, infy.ohlc.low, infy.ohlc.close);
console.log(infy.depth.buy[0].price, infy.depth.sell[0].price);
Returns Promise<Record<string, Quote>>. The response is keyed by the exchange:tradingsymbol string you passed in.
​
instrument_token
number
Numerical exchange instrument identifier.
​
timestamp
string
Exchange timestamp of the quote packet.
​
last_trade_time
string | null
Timestamp of the last trade.
​
last_price
number
Last traded market price.
​
last_quantity
number
Quantity of the last trade.
​
average_price
number
Volume-weighted average price (VWAP) for the session.
​
volume
number
Total volume traded today.
​
buy_quantity
number
Aggregate pending buy order quantity at the exchange.
​
sell_quantity
number
Aggregate pending sell order quantity at the exchange.
​
open_interest
number
Open interest (F&O only).
​
oi
number
Current open interest for the session.
​
oi_day_high
number
Highest open interest recorded during the day.
​
oi_day_low
number
Lowest open interest recorded during the day.
​
net_change
number
Absolute change from the previous close to the last price.
​
lower_circuit_limit
number
Current lower circuit breaker price.
​
upper_circuit_limit
number
Current upper circuit breaker price.
​
ohlc
object
​
depth
object

​
getOHLC

Retrieve OHLC and last price for one or more instruments. Lighter than a full quote when you don’t need order book depth. 
const ohlc = await kc.getOHLC(['NSE:INFY', 'BSE:RELIANCE']);

const infy = ohlc['NSE:INFY'];
console.log(infy.last_price);
console.log(infy.ohlc.open, infy.ohlc.close);
Returns Promise<Record<string, { instrument_token: number; last_price: number; ohlc: { open: number; high: number; low: number; close: number } }>>.

​
getLTP

Retrieve only the last traded price for one or more instruments. Use this for the most lightweight market-data call. 
const ltp = await kc.getLTP('NSE:NIFTY 50');
console.log(ltp['NSE:NIFTY 50'].last_price);

// Multiple instruments
const ltps = await kc.getLTP(['NSE:INFY', 'NSE:TCS']);
Returns Promise<Record<string, { instrument_token: number; last_price: number }>>.

​
getHistoricalData

Retrieve OHLCV candle data for an instrument over a date range. 
const candles = await kc.getHistoricalData(
  '408065',          // instrument_token for NSE:INFY
  '5minute',
  '2024-01-01 09:15:00',
  '2024-01-31 15:30:00',
  false,             // continuous — set true for continuous futures contracts
  false              // oi — set true to include open interest data
);

candles.forEach((c) => {
  console.log(c.date, c.open, c.high, c.low, c.close, c.volume);
});
Signature: 
getHistoricalData(
  instrument_token: string,
  interval: 'minute' | 'day' | '3minute' | '5minute' | '10minute' | '15minute' | '30minute' | '60minute',
  from_date: string | Date,
  to_date: string | Date,
  continuous?: boolean,
  oi?: boolean
): Promise<{ date: Date; open: number; high: number; low: number; close: number; volume: number; oi?: number }>
​
instrument_token
string
required
The numeric instrument token from the instruments master. Retrieve it via getInstruments() and look up your symbol.
​
interval
string
required
Candle interval. Supported values:
  • minute — 1-minute candles
  • 3minute — 3-minute candles
  • 5minute — 5-minute candles
  • 10minute — 10-minute candles
  • 15minute — 15-minute candles
  • 30minute — 30-minute candles
  • 60minute — 60-minute candles
  • day — Daily candles
​
from_date
string | Date
required
Start of the date range. Pass a Date object or a string in yyyy-mm-dd HH:MM:SS format.
​
to_date
string | Date
required
End of the date range. Same format as from_date.
​
continuous
boolean
default:"false"
When true, returns a continuous back-adjusted series for futures and options instruments instead of the front-month contract.
​
oi
boolean
default:"false"
When true, each candle includes an oi field with the open interest at that timestamp (F&O instruments only).
Each returned candle object has these fields:
FieldTypeDescription
dateDateCandle open timestamp
opennumberOpening price
highnumberHighest price in the interval
lownumberLowest price in the interval
closenumberClosing price
volumenumberVolume traded in the interval
oinumberOpen interest (only present when oi: true)
To look up the instrument_token for a symbol, call getInstruments() once, filter by tradingsymbol, and cache the token locally. Avoid fetching the instruments master on every historical data request.

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