Orders

The order management API lets you place a new order, cancel or modify the pending order, retrieve the order status, trade status, order book & tradebook.

RESTPython

POST	/orders	Place a new order
PUT	/orders/{order-id}	Modify a pending order
DELETE	/orders/{order-id}	Cancel a pending order
POST	/orders/slicing	Slice order into multiple legs over freeze limit
GET	/orders	Retrieve the list of all orders for the day
GET	/orders/{order-id}	Retrieve the status of an order
GET	/orders/external/{correlation-id}	Retrieve the status of an order by correlation id
GET	/trades	Retrieve the list of all trades for the day
GET	/trades/{order-id}	Retrieve the details of trade by an order id

place_order	Place a new order
modify_order	Modify a pending order
cancel_order	Cancel a pending order
place_slice_order	Slice order into multiple legs over freeze limit
get_order_list	Retrieve the list of all orders for the day
get_order_by_id	Retrieve the status of an order
get_order_by_corelationID	Retrieve the status of an order by correlation id
get_trade_book	Retrieve the list of all trades for the day
get_trade_book(order_id)	Retrieve the details of trade by an order id

Order Placement

The order request API lets you place new orders.

cURLPython

curl --request POST \
--url https://api.dhan.co/orders \
--header 'Content-Type: application/json' \
--header 'access-token: JWT' \
--data '{Request JSON}'

dhan.place_order(data)

Request Structure

cURLPython

{
    "dhanClientId":"1000000003",
    "correlationId":"123abc678",
    "transactionType":"BUY",
    "exchangeSegment":"NSE_EQ",
    "productType":"INTRADAY",
    "orderType":"MARKET",
    "validity":"DAY",
    "tradingSymbol":"",
    "securityId":"11536",
    "quantity":"5",
    "disclosedQuantity":"",
    "price":"",
    "triggerPrice":"",
    "afterMarketOrder":false,
    "amoTime":"",
    "boProfitValue":"",
    "boStopLossValue": "",
    "drvExpiryDate":"string",
    "drvOptionType":"CALL"
    "drvStrikePrice": -3.402823669209385e+38
}

dhan.place_order(
    tag='',
    transaction_type=dhan.BUY,
    exchange_segment=dhan.NSE,
    product_type=dhan.INTRA,
    order_type=dhan.MARKET,
    validity='DAY',
    security_id='1333',
    quantity=10,
    disclosed_quantity=0,
    price=0,
    trigger_price=0,
    after_market_order=False,
    amo_time='OPEN',
    bo_profit_value=0,
    bo_stop_loss_Value=0,
    drv_expiry_date=None,
    drv_options_type=None,
    drv_strike_price=None    
)

Parameters

cURLPython

Field	Type	Description
dhanClientId required	string	User specific identification generated by Dhan
correlationId	string	The user/partner generated id for tracking back.
transactionType required	enum string	The trading side of transaction `BUY` `SELL`
exchangeSegment required	enum string	Exchange & Segment `NSE_EQ` `NSE_FNO` `NSE_CURRENCY` `BSE_EQ` `BSE_FNO` `BSE_CURRENCY` `MCX_COMM`
productType required	enum string	Product type `CNC` `INTRADAY` `MARGIN` `MTF` `CO` `BO`
orderType required	enum string	Order Type `LIMIT` `MARKET` `STOP_LOSS` `STOP_LOSS_MARKET`
validity required	enum string	Validity of Order `DAY` `IOC`
tradingSymbol	string	Refer Trading Symbol in Tables
securityId required	string	Exchange standard id for each scrip. Refer here
quantity required	int	Number of shares for the order
disclosedQuantity	int	Number of shares visible (Keep more than 30% of quantity)
price required	float	Price at which order is placed
triggerPrice conditionally required	float	Price at which the order is triggered, in case of SL-M & SL-L
afterMarketOrder conditionally required	boolean	Flag for orders placed after market hours
amoTime conditionally required	enum sting	Timing to pump the after market order `OPEN` `OPEN_30` `OPEN_60`
boProfitValue conditionally required	float	Bracket Order Target Price change
boStopLossValue conditionally required	float	Bracket Order Stop Loss Price change
drvExpiryDate	string	Contract Expiry Date for F&O
drvOptionType	enum string	Type of Option `CALL` `PUT`
drvStrikePrice	float	Strike Price for Options

Field	Type	Description
tag	string	The user/partner generated id for tracking back.
transaction_type required	string	The trading side of transaction `BUY` `SELL`
exchange_segment required	string	Exchange & Segment `NSE` `FNO` `CUR` `BSE` `MCX`
product_type required	string	Product type `CNC` `INTRA` `MARGIN` `MTF` `CO` `BO`
order_type required	string	Order Type `LIMIT` `MARKET` `SL` `SLM`
validity required	string	Validity of Order `DAY` `IOC`
security_id required	string	Exchange standard id for each scrip. Refer here
quantity required	int	Number of shares for the order
disclosed_quantity	int	Number of shares visible (Keep more than 30% of quantity)
price required	float	Price at which order is placed
trigger_price conditionally required	float	Price at which the order is triggered, in case of SL-M & SL-L
after_market_order conditionally required	boolean	Flag for orders placed after market hours
amo_Time conditionally required	string	Timing to pump the after market order `OPEN` `OPEN_30` `OPEN_60`
bo_profit_value conditionally required	float	Bracket Order Target Price change
bo_stop_loss_value conditionally required	float	Bracket Order Stop Loss Price change
drv_expiry_date	string	Contract Expiry Date for F&O
drv_options_type	string	Type of Option `CALL` `PUT`
drv_strike_price	float	Strike Price for Options

Response Structure

{
    "orderId": "112111182198",
    "orderStatus": "PENDING",
}

Parameters

Field	Type	Description
orderId	string	Order specific identification generated by Dhan
orderStatus	enum string	Last updated status of the order `TRANSIT` `PENDING` `REJECTED` `CANCELLED` `TRADED` `EXPIRED`

Order Modification

Using this API one can modify pending order in orderbook. The variables that can be modified are price, quantity, order type & validity. The user has to mention the desired value in fields.

cURLPython

curl --request PUT \
--url https://api.dhan.co/orders/{order-id} \
--header 'Content-Type: application/json' \
--header 'access-token: JWT' \
--data '{Request JSON}'

dhan.modify_order(data)

Request Structure

cURLPython

{
    "dhanClientId":"1000000009",
    "orderId":"112111182045",
    "orderType":"LIMIT",
    "legName":"",
    "quantity":"40",
    "price":"3345.8",
    "disclosedQuantity":"10",
    "triggerPrice":"",
    "validity":"DAY"
}

dhan.modify_order(
    order_id='112111182045',
    order_type=dhan.LIMIT,
    leg_name='',
    quantity=40,
    price=3345.8,
    disclosed_quantity=10,
    trigger_price=0,
    validity=dhan.DAY
)

Parameters

cURLPython

Field	Type	description
dhanClientId required	string	User specific identification generated by Dhan
orderId required	string	Order specific identification generated by Dhan
orderType required	enum string	Order Type `LIMIT` `MARKET` `STOP_LOSS` `STOP_LOSS_MARKET`
legName conditionally required	enum string	In case of BO & CO, which leg is modified `ENTRY_LEG` `TARGET_LEG` `STOP_LOSS_LEG`
quantity required	int	Number of shares for the order. In case of partially executed order, pass the remaining quantity only.
price required	float	Price at which order is placed
disclosedQuantity	int	Number of shares visible (if opting keep >30% of quantity)
triggerPrice conditionally required	float	Price at which the order is triggered, in case of SL-M & SL-L
validity required	enum string	Validity of Order `DAY` `IOC`

Field	Type	description
order_id required	string	Order specific identification generated by Dhan
order_type required	string	Order Type `LIMIT` `MARKET` `SL` `SLM`
leg_name conditionally required	string	In case of BO & CO, which leg is modified `ENTRY_LEG` `TARGET_LEG` `STOP_LOSS_LEG`
quantity required	int	Number of shares for the order. In case of partially executed order, pass the remaining quantity only.
price required	float	Price at which order is placed
disclosed_quantity	int	Number of shares visible (Keep more than 30% of quantity)
trigger_price conditionally required	float	Price at which the order is triggered, in case of SL-M & SL-L
validity required	string	Validity of Order `DAY` `IOC`

Response Structure

{
    "orderId": "112111182045",
    "orderStatus": "TRANSIT"
}

Parameters

Field	Type	Description
orderId	string	Order specific identification generated by Dhan
orderStatus	enum string	Last updated status of the order `TRANSIT` `PENDING` `REJECTED` `CANCELLED` `TRADED` `EXPIRED`

Order Cancellation

Users can cancel a pending order in the orderbook using the order id of an order. There is no body for request and response for this call. On successful completion of request ‘202 Accepted’ response status code will appear.

cURLPython

curl --request DELETE \
--url https://api.dhan.co/orders/{order-id} \
--header 'Content-Type: application/json' \
--header 'access-token: JWT'

dhan.cancel_order(order_id)

Request Structure

No Body

Response Structure

{
"orderId": "112111182045",
"orderStatus": "CANCELLED"
}

Parameters

Field	Type	Description
orderId	string	Order specific identification generated by Dhan
orderStatus	enum string	Last updated status of the order `TRANSIT` `PENDING` `REJECTED` `CANCELLED` `TRADED` `EXPIRED`

Order Slicing

This API helps you slice your order request into multiple orders to allow you to place over freeze limit quantity for F&O instruments.

cURLPython

curl --request POST \
--url https://api.dhan.co/orders/slicing \
--header 'Content-Type: application/json' \
--header 'access-token: JWT'
--data '{Request JSON}'

dhan.place_slice_order(data)

Request Structure

cURLPython

{
    "dhanClientId":"1000000003",
    "correlationId":"123abc678",
    "transactionType":"BUY",
    "exchangeSegment":"NSE_EQ",
    "productType":"INTRADAY",
    "orderType":"MARKET",
    "validity":"DAY",
    "tradingSymbol":"",
    "securityId":"11536",
    "quantity":"5",
    "disclosedQuantity":"",
    "price":"",
    "triggerPrice":"",
    "afterMarketOrder":false,
    "amoTime":"",
    "boProfitValue":"",
    "boStopLossValue": "",
    "drvExpiryDate":"string",
    "drvOptionType":"CALL"
    "drvStrikePrice": -3.402823669209385e+38
}

dhan.place_slice_order(
    tag='',
    transaction_type=dhan.BUY,
    exchange_segment=dhan.NSE,
    product_type=dhan.INTRA,
    order_type=dhan.MARKET,
    validity='DAY',
    security_id='1333',
    quantity=10,
    disclosed_quantity=0,
    price=0,
    trigger_price=0,
    after_market_order=False,
    amo_time='OPEN',
    bo_profit_value=0,
    bo_stop_loss_Value=0,
    drv_expiry_date=None,
    drv_options_type=None,
    drv_strike_price=None    
)

Parameters

cURLPython

Field	Type	Description
dhanClientId required	string	User specific identification generated by Dhan
correlationId	string	The user/partner generated id for tracking back.
transactionType required	enum string	The trading side of transaction `BUY` `SELL`
exchangeSegment required	enum string	Exchange & Segment `NSE_EQ` `NSE_FNO` `NSE_CURRENCY` `BSE_EQ` `BSE_FNO` `BSE_CURRENCY` `MCX_COMM`
productType required	enum string	Product type `CNC` `INTRADAY` `MARGIN` `MTF` `CO` `BO`
orderType required	enum string	Order Type `LIMIT` `MARKET` `STOP_LOSS` `STOP_LOSS_MARKET`
validity required	enum string	Validity of Order `DAY` `IOC`
tradingSymbol	string	Refer Trading Symbol in Tables
securityId required	string	Exchange standard id for each scrip. Refer here
quantity required	int	Number of shares for the order
disclosedQuantity	int	Number of shares visible (Keep more than 30% of quantity)
price required	float	Price at which order is placed
triggerPrice conditionally required	float	Price at which the order is triggered, in case of SL-M & SL-L
afterMarketOrder conditionally required	boolean	Flag for orders placed after market hours
amoTime conditionally required	enum sting	Timing to pump the after market order `OPEN` `OPEN_30` `OPEN_60`
boProfitValue conditionally required	float	Bracket Order Target Price change
boStopLossValue conditionally required	float	Bracket Order Stop Loss Price change
drvExpiryDate	string	Contract Expiry Date for F&O
drvOptionType	enum string	Type of Option `CALL` `PUT`
drvStrikePrice	float	Strike Price for Options

Field	Type	Description
tag	string	The user/partner generated id for tracking back.
transaction_type required	string	The trading side of transaction `BUY` `SELL`
exchange_segment required	string	Exchange & Segment `NSE` `FNO` `CUR` `BSE` `MCX`
product_type required	string	Product type `CNC` `INTRA` `MARGIN` `MTF` `CO` `BO`
order_type required	string	Order Type `LIMIT` `MARKET` `SL` `SLM`
validity required	string	Validity of Order `DAY` `IOC`
security_id required	string	Exchange standard id for each scrip. Refer here
quantity required	int	Number of shares for the order
disclosed_quantity	int	Number of shares visible (Keep more than 30% of quantity)
price required	float	Price at which order is placed
trigger_price conditionally required	float	Price at which the order is triggered, in case of SL-M & SL-L
after_market_order conditionally required	boolean	Flag for orders placed after market hours
amo_Time conditionally required	string	Timing to pump the after market order `OPEN` `OPEN_30` `OPEN_60`
bo_profit_value conditionally required	float	Bracket Order Target Price change
bo_stop_loss_value conditionally required	float	Bracket Order Stop Loss Price change
drv_expiry_date	string	Contract Expiry Date for F&O
drv_options_type	string	Type of Option `CALL` `PUT`
drv_strike_price	float	Strike Price for Options

Response Structure

[
    {
        "orderId": "552209237100",
        "orderStatus": "TRANSIT"
    },
    {
        "orderId": "552209237100",
        "orderStatus": "TRANSIT"
    }
]

Parameters

Field	Type	Description
orderId	string	Order specific identification generated by Dhan
orderStatus	string	Order Type `TRANSIT` `PENDING` `REJECTED` `CANCELLED` `TRADED` `EXPIRED` `CONFIRM`

Note: The freeze limit is decided by the exchange for different instruments. The following are the freeze limits for NSE F&O Indices:

	Index Symbol	Freeze QTY in Lots w.e.f. 1st Sep 2023
1	BANKNIFTY	60
2	NIFTY	36
3	FINNIFTY	45
4	MIDCPNIFTY	56

Order Book

This API lets you retrieve an array of all orders requested in a day with their last updated status.

cURLPython

curl --request GET \
--url https://api.dhan.co/orders \
--header 'Content-Type: application/json' \
--header 'access-token: JWT'

dhan.get_order_list()

Request Structure

No Body

Response Structure

[
    {
        "dhanClientId": "1000000003",
        "orderId": "112111182198",
        "correlationId":"123abc678",
        "orderStatus": "PENDING",
        "transactionType": "BUY",
        "exchangeSegment": "NSE_EQ",
        "productType": "INTRADAY",
        "orderType": "MARKET",
        "validity": "DAY",
        "tradingSymbol": "",
        "securityId": "11536",
        "quantity": 5,
        "disclosedQuantity": 0,
        "price": 0.0,
        "triggerPrice": 0.0,
        "afterMarketOrder": false,
        "boProfitValue": 0.0,
        "boStopLossValue": 0.0,
        "legName": ,
        "createTime": "2021-11-24 13:33:03",
        "updateTime": "2021-11-24 13:33:03",
        "exchangeTime": "2021-11-24 13:33:03",
        "drvExpiryDate": null,
        "drvOptionType": null,
        "drvStrikePrice": 0.0,
        "omsErrorCode": null,
        "omsErrorDescription": null,
        "filled_qty": 0,
        "algoId": "string"
    }
]

Parameters

Field	Type	Description
dhanClientId	string	User specific identification generated by Dhan
orderId	string	Order specific identification generated by Dhan
correlationId	string	The user/partner generated id for tracking back
orderStatus	enum string	Last updated status of the order `TRANSIT` `PENDING` `REJECTED` `CANCELLED` `TRADED` `EXPIRED`
transactionType	enum string	The trading side of transaction `BUY` `SELL`
exchangeSegment	enum string	Exchange & Segment `NSE_EQ` `NSE_FNO` `NSE_CURRENCY` `BSE_EQ` `BSE_FNO` `BSE_CURRENCY` `MCX_COMM`
productType	enum string	Product type of trade `CNC` `INTRADAY` `MARGIN` `MTF` `CO` `BO`
orderType	enum string	Order Type `LIMIT` `MARKET` `STOP_LOSS` `STOP_LOSS_MARKET`
validity	enum string	Validity of Order `DAY` `IOC`
tradingSymbol	string	Refer Trading Symbol in Tables
securityId	string	Exchange standard id for each scrip. Refer here
quantity	int	Number of shares for the order
disclosedQuantity	int	Number of shares visible
price	float	Price at which order is placed
triggerPrice	float	Price at which order is triggered, for SL-M, SL-L, CO & BO
afterMarketOrder	boolean	The order placed is AMO ?
boProfitValue	float	Bracket Order Target Price change
boStopLossValue	float	Bracket Order Stop Loss Price change
legName	enum string	Leg identification in case of BO `ENTRY_LEG` `TARGET_LEG` `STOP_LOSS_LEG`
createTime	string	Time at which the order is created
updateTime	string	Time at which the last activity happened
exchangeTime	string	Time at which order reached at exchange
drvExpiryDate	int	For F&O, expiry date of contract
drvOptionType	enum string	Type of Option `CALL` `PUT`
drvStrikePrice	float	For Options, Strike Price
omserroeCode	string	Error code in case the order is rejected or failed
omsErrorDescription	string	Description of error in case the order is rejected or failed
filled_qty	integer	Quantity of order traded on Exchange
algoId	string	Exchange Algo ID for Dhan

Get Order by Order Id

Users can retrieve the details and status of an order from the orderbook placed during the day.

cURLPython

curl --request GET \
--url https://api.dhan.co/orders/{order-id} \
--header 'Content-Type: application/json' \
--header 'access-token: JWT'

dhan.get_order_by_id(order_id)

Request Structure

No Body

Response Structure

{
    "dhanClientId": "1000000003",
    "orderId": "112111182198",
    "correlationId":"123abc678",
    "orderStatus": "PENDING",
    "transactionType": "BUY",
    "exchangeSegment": "NSE_EQ",
    "productType": "INTRADAY",
    "orderType": "MARKET",
    "validity": "DAY",
    "tradingSymbol": "",
    "securityId": "11536",
    "quantity": 5,
    "disclosedQuantity": 0,
    "price": 0.0,
    "triggerPrice": 0.0,
    "afterMarketOrder": false,
    "boProfitValue": 0.0,
    "boStopLossValue": 0.0,
    "legName": ,
    "createTime": "2021-11-24 13:33:03",
    "updateTime": "2021-11-24 13:33:03",
    "exchangeTime": "2021-11-24 13:33:03",
    "drvExpiryDate": null,
    "drvOptionType": null,
    "drvStrikePrice": 0.0,
    "filled_qty": 0,
    "algoId": "string"
}

Parameters

Field	Type	Description
dhanClientId	string	User specific identification generated by Dhan
orderId	string	Order specific identification generated by Dhan
correlationId	string	The user/partner generated id for tracking back
orderStatus	enum string	Last updated status of the order `TRANSIT` `PENDING` `REJECTED` `CANCELLED` `TRADED` `EXPIRED`
transactionType	enum string	The trading side of transaction `BUY` `SELL`
exchangeSegment	enum string	Exchange & Segment `NSE_EQ` `NSE_FNO` `NSE_CURRENCY` `BSE_EQ` `BSE_FNO` `BSE_CURRENCY` `MCX_COMM`
productType	enum string	Product type of trade `CNC` `INTRADAY` `MARGIN` `MTF` `CO` `BO`
orderType	enum string	Order Type `LIMIT` `MARKET` `STOP_LOSS` `STOP_LOSS_MARKET`
validity	enum string	Validity of Order
tradingSymbol	string	Refer Trading Symbol in Tables
securityId	string	Exchange standard id for each scrip. Refer here
quantity	int	Number of shares for the order
disclosedQuantity	int	Number of shares visible
price	float	Price at which order is placed
triggerPrice	float	Price at which order is triggered, for SL-M, SL-L, CO & BO
afterMarketOrder	boolean	The order placed is AMO ?
boProfitValue	float	Bracket Order Target Price change
boStopLossValue	float	Bracket Order Stop Loss Price change
legName	enum string	Leg identification in case of BO `ENTRY_LEG` `TARGET_LEG` `STOP_LOSS_LEG`
createTime	string	Time at which the order is created
updateTime	string	Time at which the last activity happened
exchangeTime	string	Time at which order reached at exchange
drvExpiryDate	int	For F&O, expiry date of contract
drvOptionType	enum string	Type of Option `CALL` `PUT`
drvStrikePrice	float	For Options, Strike Price
filled_qty	integer	Quantity of order traded on Exchange
algoId	string	Exchange Algo ID for Dhan

Get Order by Correlation Id

In case the user has missed order id due to unforeseen reason, this API retrieves the order status using a tag called correlation id specified by users themselve.

cURLPython

curl --request GET \
--url https://api.dhan.co/orders/external/{correlation-id} \
--header 'Content-Type: application/json' \
--header 'access-token: JWT'

dhan.get_order_by_corelationID(corelationID)

Request Structure

No Body

Response Structure

{
    "dhanClientId": "1000000003",
    "orderId": "112111182198",
    "correlationId":"123abc678",
    "orderStatus": "PENDING",
    "transactionType": "BUY",
    "exchangeSegment": "NSE_EQ",
    "productType": "INTRADAY",
    "orderType": "MARKET",
    "validity": "DAY",
    "tradingSymbol": "",
    "securityId": "11536",
    "quantity": 5,
    "disclosedQuantity": 0,
    "price": 0.0,
    "triggerPrice": 0.0,
    "afterMarketOrder": false,
    "boProfitValue": 0.0,
    "boStopLossValue": 0.0,
    "legName": ,
    "createTime": "2021-11-24 13:33:03",
    "updateTime": "2021-11-24 13:33:03",
    "exchangeTime": "2021-11-24 13:33:03",
    "drvExpiryDate": null,
    "drvOptionType": null,
    "drvStrikePrice": 0.0,
    "omsErrorCode": null,
    "omsErrorDescription": null,
    "filled_qty": 0,
    "algoId": "string"
}

Parameters

Field	Type	Description
dhanClientId	string	User specific identification generated by Dhan
orderId	string	Order specific identification generated by Dhan
correlationId	string	The user/partner generated id for tracking back
orderStatus	enum string	Last updated status of the order `TRANSIT` `PENDING` `REJECTED` `CANCELLED` `TRADED` `EXPIRED`
transactionType	enum string	The trading side of transaction `BUY` `SELL`
exchangeSegment	enum string	Exchange & Segment `NSE_EQ` `NSE_FNO` `NSE_CURRENCY` `BSE_EQ` `BSE_FNO` `BSE_CURRENCY` `MCX_COMM`
productType	enum string	Product type of trade `CNC` `INTRADAY` `MARGIN` `MTF` `CO` `BO`
orderType	enum string	Order Type `LIMIT` `MARKET` `STOP_LOSS` `STOP_LOSS_MARKET`
validity	enum string	Validity of Order
tradingSymbol	string	Refer Trading Symbol in Tables
securityId	string	Exchange standard id for each scrip. Refer here
quantity	int	Number of shares for the order
disclosedQuantity	int	Number of shares visible
price	float	Price at which order is placed
triggerPrice	float	Price at which order is triggered, for SL-M, SL-L, CO & BO
afterMarketOrder	boolean	The order placed is AMO ?
boProfitValue	float	Bracket Order Target Price change
boStopLossValue	float	Bracket Order Stop Loss Price change
legName	enum string	Leg identification in case of BO `ENTRY_LEG` `TARGET_LEG` `STOP_LOSS_LEG`
createTime	string	Time at which the order is created
updateTime	string	Time at which the last activity happened
exchangeTime	string	Time at which order reached at exchange
drvExpiryDate	int	For F&O, expiry date of contract
drvOptionType	enum string	Type of Option `CALL` `PUT`
drvStrikePrice	float	For Options, Strike Price
omserroeCode	string	Error code in case the order is rejected or failed
omsErrorDescription	string	Description of error in case the order is rejected or failed
filled_qty	integer	Quantity of order traded on Exchange
algoId	string	Exchange Algo ID for Dhan

Trade Book

This API lets you retrieve an array of all trades executed in a day.

cURLPython

curl --request GET \
--url https://api.dhan.co/trades \
--header 'Content-Type: application/json' \
--header 'access-token: JWT'

dhan.get_trade_book()

Request Structure

No Body

Response Structure

[
    {
        "dhanClientId": "1000000009",
        "orderId": "112111182045",
        "exchangeOrderId": "15112111182045",
        "exchangeTradeId": "15112111182045",
        "transactionType": "BUY",
        "exchangeSegment": "NSE_EQ",
        "productType": "INTRADAY",
        "orderType": "LIMIT",
        "tradingSymbol": "TCS",
        "securityId": "11536",
        "tradedQuantity": 40,
        "tradedPrice": 3345.8,
        "createTime": "2021-03-10 11:20:06",
        "updateTime": "2021-11-25 17:35:12"
        "exchangeTime": "2021-11-25 17:35:12",
        "drvExpiryDate": null,
        "drvOptionType": null,
        "drvStrikePrice": 0.0
    }
]

Parameters

Field	Type	Description
dhanClientId	string	User specific identification generated by Dhan
orderId	string	Order specific identification generated by Dhan
exchangeOrderId	string	Order specific identification generated by exchange
exchangeTradeId	string	Trade specific identification generated by exchange
transactionType	enum string	The trading side of transaction `BUY` `SELL`
exchangeSegment	enum string	Exchange & Segment `NSE_EQ` `NSE_FNO` `NSE_CURRENCY` `BSE_EQ` `BSE_FNO` `BSE_CURRENCY` `MCX_COMM`
productType	enum string	Product type of trade `CNC` `INTRADAY` `MARGIN` `MTF` `CO` `BO`
orderType	enum string	Order Type `LIMIT` `MARKET` `STOP_LOSS` `STOP_LOSS_MARKET`
tradingSymbol	string	Refer Trading Symbol in Tables
securityId	string	Exchange standard id for each scrip.Refer here
tradedQuantity	int	Number of shares executed
tradedPrice	float	Price at which trade is executed
createTime	string	Time at which the order is created
updateTime	string	Time at which the last activity happened
exchangeTime	string	Time at which order reached at exchange
drvExpiryDate	int	For F&O, expiry date of contract
drvOptionType	enum string	Type of Option `CALL` `PUT`
drvStrikePrice	float	For Options, Strike Price

Trades of an Order

Users can retrieve the trade details using an order id. Often during partial trades or Bracket/ Cover Orders, traders get confused in reading trade from tradebook.The response of this API will include all the trades generated for a particular order id.

cURLPython

curl --request GET \
--url https://api.dhan.co/trades/{order-id} \
--header 'Content-Type: application/json' \
--header 'access-token: JWT'

dhan.get_trade_book(order_id)

Request Structure

No Body

Response Structure

{
    "dhanClientId": "1000000009",
    "orderId": "112111182045",
    "exchangeOrderId": "15112111182045",
    "exchangeTradeId": "15112111182045",
    "transactionType": "BUY",
    "exchangeSegment": "NSE_EQ",
    "productType": "INTRADAY",
    "orderType": "LIMIT",
    "tradingSymbol": "TCS",
    "securityId": "11536",
    "tradedQuantity": 40,
    "tradedPrice": 3345.8,
    "createTime": "2021-03-10 11:20:06",
    "updateTime": "2021-11-25 17:35:12",
    "exchangeTime": "2021-11-25 17:35:12",
    "drvExpiryDate": null,
    "drvOptionType": null,
    "drvStrikePrice": 0.0
}

Parameters

Field	Type	Description
dhanClientId	string	User specific identification generated by Dhan
orderId	string	Order specific identification generated by Dhan
exchangeOrderId	string	Order specific identification generated by exchange
exchangeTradeId	string	Trade specific identification generated by exchange
transactionType	enum string	The trading side of transaction `BUY` `SELL`
exchangeSegment	enum string	Exchange & Segment `NSE_EQ` `NSE_FNO` `NSE_CURRENCY` `BSE_EQ` `BSE_FNO` `BSE_CURRENCY` `MCX_COMM`
productType	enum string	Product type of trade `CNC` `INTRADAY` `MARGIN` `MTF` `CO` `BO`
orderType	enum string	Order Type `LIMIT` `MARKET` `STOP_LOSS` `STOP_LOSS_MARKET`
tradingSymbol	string	Refer Trading Symbol in Tables
securityId	string	Exchange standard id for each scrip. Refer here
tradedQuantity	int	Number of shares executed
tradedPrice	float	Price at which trade is executed
createTime	string	Time at which the order is created
updateTime	string	Time at which the last activity happened
exchangeTime	string	Time at which order reached at exchange
drvExpiryDate	int	For F&O, expiry date of contract
drvOptionType	enum string	Type of Option `CALL` `PUT`
drvStrikePrice	float	For Options, Strike Price

Note: For description of enum values, refer Annexure