Market Data
IMC provides REST and WebSocket market data.
REST Endpoints
quotesmultiquotesdepthhistoryintervalssymbolsearchexpirytickerinstrumentschartmarket/holidaysmarket/timings
REST market data calls use the same apikey request field as trading calls.
WebSocket Data
Use the IMC WebSocket proxy for streaming:
- mode
1: LTP - mode
2: quote - mode
3: depth
The Python SDK can reconnect and replay active subscriptions after transient WebSocket disconnects.