Portfolio

Note

The BASE URL, Endpoint, and Payload JSON key values are case-sensitive. Please use the format which we have given in the documentation.

Method	API	Detail
GET	{{BASE_URL}}/open-api/od/v1/holdings/productType	Retrieve the list of long-term equity holdings. Possible Values CNC or MTF
GET	{{BASE_URL}}/open-api/od/v1/positions	Retrieve the list of short-term positions.
POST	{{BASE_URL}}/open-api/od/v1/orders/positions/sqroff	Close an open position by offsetting it with an opposite trade.
POST	{{BASE_URL}}/open-api/od/v1/conversion	Conversion of positions.

Holdings

Holdings contain the long term equity Holdings of the customer. All the financial instruments in the holdings reside in the customer’s DEMAT account indefinitely until its sold or is delisted or changed by the exchanges. Changes to DEMAT account is settled in T+1 days.

Response Structure

{
    "status": "Ok",
    "message": "Success",
    "result": [
        {
            "isin": "INE758T01015",
            "nseInstrumentId": "5097",
            "bseInstrumentId": "543320",
            "nseTradingSymbol": "ETERNAL-EQ",
            "bseTradingSymbol": "ETERNAL",
            "previousDayClose": 300.35,
            "product": "LONGTERM",
            "formattedInstrumentName": "ETERNAL-EQ",
            "averageTradedPrice": 0.00,
            "collateralQuantity": 500,
            "authorizedQuantity": 0,
            "dpQuantity": 0,
            "totalQuantity": 500,
            "t1Quantity": 0
        }
    ]
}

Response Parameters

Field	Type	Description
isin	String	International Securities Identification Number (ISIN) for the stock.
nseInstrumentId	String	Numeric identifier for the instrument on NSE (National Stock Exchange).
bseInstrumentId	String	Numeric identifier for the instrument on BSE (Bombay Stock Exchange).
nseTradingSymbol	String	Trading symbol/code used on NSE.
bseTradingSymbol	String	Trading symbol/code used on BSE.
previousDayClose	Float	Closing price of the instrument on the previous trading day.
product	String	Category/type of product (e.g., LONGTERM for long-term holdings).
formattedInstrumentName	String	Official full name of the instrument.
averageTradedPrice	Float	Average price at which the instrument was traded.
collateralQuantity	Int	Quantity of the instrument held as collateral.
authorizedQuantity	Int	Quantity authorized for trading or holding.
dpQuantity	Int	Quantity held in the Depository Participant account.
totalQuantity	Int	Total quantity of the instrument held.
t1Quantity	Int	Quantity still in the T+1 settlement period.

Positions

Users can retrieve a list of all open positions for the day. This includes all F&O carryforward positions as well.

Response Structure

{
    "status": "Ok",
    "message": "Success",
    "result": [
        {
            "instrumentId": "14366",
            "tradingSymbol": "IDEA-EQ",
            "formattedInstrumentName": "IDEA-EQ",
            "exchange": "NSE",
            "product": "LONGTERM",
            "netQuantity": 1,
            "netAveragePrice": 0.00,
            "overnightQuantity": 0,
            "overnightPrice": 0.00,
            "buyQuantity": 1,
            "sellQuantity": 0,
            "daySellQuantity": 0,
            "dayBuyQuantity": 1,
            "dayBuyPrice": 7.48,
            "daySellPrice": 0.00,
            "multiplier": 1,
            "lotsize": 1,
            "ticksize": 0.01,
            "previousDayClose": 7.63,
            "realizedPnl": 0.00,
            "buyPrice": 7.48,
            "sellPrice": 0.00,
            "dayBuyValue": 7.48,
            "daySellValue": 0.00,
            "validity": "DAY"
        },
        {
            "instrumentId": "14366",
            "tradingSymbol": "IDEA-EQ",
            "formattedInstrumentName": "IDEA-EQ",
            "exchange": "NSE",
            "product": "LONGTERM",
            "netQuantity": 1,
            "netAveragePrice": 0.00,
            "overnightQuantity": 0,
            "overnightPrice": 0.00,
            "buyQuantity": 1,
            "sellQuantity": 0,
            "daySellQuantity": 0,
            "dayBuyQuantity": 1,
            "dayBuyPrice": 7.48,
            "daySellPrice": 0.00,
            "multiplier": 1,
            "lotsize": 1,
            "ticksize": 0.01,
            "previousDayClose": 7.63,
            "realizedPnl": 0.00,
            "buyPrice": 7.48,
            "sellPrice": 0.00,
            "dayBuyValue": 7.48,
            "daySellValue": 0.00,
            "validity": "NET"
        }
    ]
}

Response Parameters

Field	Type	Description
instrumentId	String	Unique identifier of the instrument.
tradingSymbol	String	Tradable symbol for the instrument.
formattedInstrumentName	String	User-friendly display name of the instrument.
exchange	String	Exchange name (e.g., NSE, BSE).
product	String	Product type (e.g., LONGTERM, INTRADAY).
netQuantity	Int	Net quantity held (Buy - Sell).
netAveragePrice	Float	Average price of net quantity.
overnightQuantity	Int	Quantity carried forward from previous day.
overnightPrice	Float	Price of overnight quantity.
buyQuantity	Int	Total buy quantity.
sellQuantity	Int	Total sell quantity.
daySellQuantity	Int	Quantity sold on the current day.
dayBuyQuantity	Int	Quantity bought on the current day.
dayBuyPrice	Float	Price at which instrument was bought today.
daySellPrice	Float	Price at which instrument was sold today.
multiplier	Int	Quantity multiplier (1 for equities, more for derivatives).
lotsize	Int	Lot size applicable for the instrument.
ticksize	Float	Minimum tick movement allowed in the instrument price.
previousDayClose	Float	Last traded price of the previous day.
realizedPnl	Float	Realized profit or loss (based on completed trades).
buyPrice	Float	Average buy price.
sellPrice	Float	Average sell price.
dayBuyValue	Float	Total value of instruments bought today.
daySellValue	Float	Total value of instruments sold today.
validity	String	Order validity type (e.g., "DAY", "NET").

Position Square Off

Closing an open position by placing an opposite trade to realize profit or cut loss.

Request Structure

[
    {
        "instrumentId": "532822",
        "exchange": "BSE",
        "transactionType": "sell",
        "quantity":1,
        "orderComplexity": "Regular",
        "product": "LONGTERM",
        "orderType": "LIMIT",
        "price": "10.60",
        "validity": "DAY",
        "slTriggerPrice": "",
        "marketProtectionPercent": "",
        "targetLegPrice": "",//targetPrice
        "slLegPrice":"", //stoploss
        "trailingSlAmount": "",
        "apiOrderSource": "",
        "algoId": "",
        "disclosedQuantity":"",
        "orderTag":""
    }   
]

Input parameters

Field	Type	Description
instrumentId	String	Unique identifier assigned to the specific instrument being traded.
exchange	String	Code representing the exchange where the trade is executed.
transactionType	String	Type of transaction, indicating whether the trade is a "BUY" or "SELL".
quantity	Int	Quantity of the instrument to be traded.
orderComplexity	String	Complexity level of the order (e.g., REGULAR, AMO).
product	String	Product category of the trade (e.g., INTRADAY, LONGTERM, MTF).
orderType	String	Price type: Limit, Market, SL, SLM.
validity	String	Validity period of the order (e.g., DAY, IOC).
price	String	Price specified for the trade; may be ignored for market orders.
slTriggerPrice	String	Trigger price for stop-loss orders.
trailingSlAmount	String	Amount by which the stop-loss will trail the market price.
disclosedQuantity	Int	Portion of the total quantity disclosed to the market.
marketProtectionPercent	String	Allowed percentage deviation from the market price to protect from slippage.
apiOrderSource	String	Source identifier for API-based orders.
algoId	String	Identifier for the algorithm placing the order.
orderTag	String	Custom tag to identify or group orders (user-defined).

Response Structure

[
    {
        "requestTime": "14:42:57 21-07-2025",
        "message": "ok"
    }
]

Response Parameters

Field	Type	Description
requestTime	String	when the API request was initiated by the client, used for logging, tracking, or validating request timing.
message	String	Response message from the server (e.g., "ok").

Position conversion

Convert a position from intraday to delivery or vice versa.

Request Structure

{
    "exchange": "MCX",
    "validity": "DAY",
    "prevProduct": "MIS",
    "product": "CNC",
    "quantity": "1",
    "tradingSymbol": "SILVER25SEP25C100000",
    "transactionType": "BUY",
    "orderSource": "API"
}

Input parameters

Field	Type	Description
exchange	String	Code representing the exchange where the trade is executed.
validity	String	Validity period of the order (e.g., DAY, IOC).
prevProduct	String	Product category of the trade (e.g., MIS, CNC).
product	String	Target Product category(e.g., MIS, CNC).
quantity	Int	Quantity of the instrument to be traded.
tradingSymbol	String	Ticker symbol used for trading the instrument.
transactionType	String	Type of transaction, indicating whether the trade is a "BUY" or "SELL".
orderSource	String	Source identifier for API-based orders.

Response Structure

{
    "status": "Ok",
    "message": "Success",
    "result": [
        {
            "brokerOrderId": "250526000002881",
            "requestTime": "26-May-2025 13:11:34"
        }
    ]
}

Response Parameters

Field	Type	Description
requestTime	String	when the API request was initiated by the client, used for logging, tracking, or validating request timing.
brokerOrderId	String	Order Number is defined as Unique number it can be generated while placing the order.