Portfolio

This API lets you retrieve holdings and positions in your portfolio.

RESTPython

GET	/holdings	Retrieve list of holdings in demat account
GET	/positions	Retrieve open positions
POST	/positions/convert	Convert intraday position to delivery or delivery to intraday

get_holdings	Retrieve list of holdings in demat account
get_positions	Retrieve open positions

Holdings

Users can retrieve all holdings bought/sold in previous trading sessions. All T1 and delivered quantities can be fetched.

cURLPython

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

dhan.get_holdings()

Request Structure

No Body

Response Structure

[
    {
    "exchange": "ALL",
    "tradingSymbol": "HDFC",
    "securityId": "1330",
    "isin": "INE001A01036",
    "totalQty": 1000,
    "dpQty": 1000,
    "t1Qty": 0,
    "availableQty": 1000,
    "collateralQty": 0,
    "avgCostPrice": 2655.0
    } 
]

Parameters

Field	Type	Description
exchange	enum string	Exchange
tradingSymbol	string	Refer Trading Symbol at Page No
securityId	string	Exchange standard id for each scrip. Refer here
isin	string	Universal standard id for each scrip
totalQty	int	Total quantities
dpQty	int	Quantities in delivered in demat account
t1Qty	int	Quantities not delivered in demat account
availableQty	int	Quantities available for transactions
collateralQty	int	Quantities placed as collateral with broker
avgCostPrice	float	Average Buy Price of total quantities

Positions

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

cURLPython

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

dhan.get_positions()

Request Structure

No Body

Response Structure

[
    {
    "dhanClientId": "1000000009",    
    "tradingSymbol": "TCS",
    "securityId": "11536",
    "positionType": "LONG",
    "exchangeSegment": "NSE_EQ", 
    "productType": "CNC",
    "buyAvg": 3345.8,
    "buyQty": 40,
    "costPrice": 3215.0,
    "sellAvg": 0.0,
    "sellQty": 0,
    "netQty": 40,
    "realizedProfit": 0.0,
    "unrealizedProfit": 6122.0,
    "rbiReferenceRate": 1.0,
    "multiplier": 1,
    "carryForwardBuyQty": 0,
    "carryForwardSellQty": 0,
    "carryForwardBuyValue": 0.0,
    "carryForwardSellValue": 0.0,
    "dayBuyQty": 40,
    "daySellQty": 0,
    "dayBuyValue": 133832.0,
    "daySellValue": 0.0,
    "drvExpiryDate": "0001-01-01",
    "drvOptionType": null,
    "drvStrikePrice": 0.0.
    "crossCurrency": false
    } 
]

Parameters

Field	Type	Description
dhanClientId	string	User specific identification generated by Dhan
tradingSymbol	string	Refer Trading Symbol in Tables
securityId	string	Exchange standard id for each scrip. Refer here
positionType	enum string	Position Type `LONG` `SHORT` `CLOSED`
exchangeSegment	enum string	Exchange & Segment `NSE_EQ` `NSE_FNO` `NSE_CURRENCY` `BSE_EQ` `BSE_FNO` `BSE_CURRENCY` `MCX_COMM`
productType	enum string	Product type `CNC` `INTRADAY` `MARGIN` `MTF` `CO` `BO`
buyAvg	float	Average buy price mark to market
buyQty	int	Total quantity bought
costPrice	int	Actual Cost Price
sellAvg	float	Average sell price mark to market
sellQty	int	Total quantities sold
netQty	int	buyQty - sellQty = netQty
realizedProfit	float	Profit or loss booked. This needs to be computed at user end using LTP of the instrument
unrealizedProfit	float	Profit or loss standing for open position. This needs to be computed at user end using LTP of the instrument
rbiReferenceRate	float	RBI mandated reference rate for forex
multiplier	int	Multiplying factor for currency F&O
carryForwardBuyQty	int	Carry forward F&O long quantities
carryForwardSellQty	int	Carry forward F&O short quantities
carryForwardBuyValue	float	Carry forward F&O long value
carryForwardSellValue	float	Carry forward F&O short value
dayBuyQty	int	Quantities bought today
daySellQty	int	Quantities sold today
dayBuyValue	float	Value of quantities bought today
daySellValue	float	Value of quantities sold today
drvExpiryDate	int	For F&O, expiry date of contract
drvOptionType	enum string	Type of Option `CALL` `PUT`
drvStrikePrice	float	For Options, Strike Price
crossCurrency	boolean	Check for non INR currency pair

Convert Position

Users can convert their open position from intraday to delivery or delivery to intraday.

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

Request Structure

{
    "dhanClientId": "1000000009",
    "fromProductType":"INTRADAY",  
    "exchangeSegment":"NSE_EQ",
    "positionType":"LONG",
    "securityId":"11536",  
    "tradingSymbol":"",
    "convertQty":"40",
    "toProductType":"CNC"
}

Parameters

Field	Type	Description
dhanClientId	string	User specific identification generated by Dhan
fromProductType	enum string	Refer Trading Symbol in Tables `CNC` `INTRADAY` `MARGIN` `CO` `BO`
exchangeSegment	enum string	Exchange standard id for each scrip `NSE_EQ` `NSE_FNO` `NSE_CURRENCY` `BSE_EQ` `BSE_FNO` `BSE_CURRENCY` `MCX_COMM`
positionType	enum string	Position Type `LONG` `SHORT` `CLOSED`
securityId	string	Exchange standard id for each scrip. Refer here
tradingSymbol	string	Refer Trading Symbol in Tables
convertQty	int	No of shares modification is desired
toProductType	enum string	Desired product type `CNC` `INTRADAY` `MARGIN` `CO` `BO`

Response Structure

202 Accepted

Note: For description of enum values, refer Annexure