Documentation Index
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Persisted market snapshots with OI and bid/ask metrics
IndexDatasrc/models/indexData.model.tsIIndexDataRecord
Snapshots are written by zerodha-event.utils.ts on each broadcast interval and queried by the Index Data API.
| Field | Type | Default | Description |
|---|---|---|---|
type | string | — | Index key (e.g. nifty, banknifty) |
dataProvider | string | zerodha | Data source |
segments | string[] | — | Active segments: cash, futures, options |
date | string | — | Snapshot date DD/MM/YYYY (indexed) |
time | string | — | Snapshot time HH:mm:ss |
dayName | string | — | Day of week (indexed) |
baseValue | number | 0 | Active segment last price |
deleted | boolean | false | Soft-delete flag |
| Field | Type | Default | Description |
|---|---|---|---|
call | number | 0 | ATM call OI |
call1 | number | 0 | Call OI (+1 strike) |
callPut | number | 0 | Call-put combined OI |
callPut1 | number | 0 | Call-put OI (+1) |
put | number | 0 | ATM put OI |
put1 | number | 0 | Put OI (+1 strike) |
putCall | number | 0 | Put-call combined OI |
putCall1 | number | 0 | Put-call OI (+1) |
| Field | Type | Default |
|---|---|---|
callAskPrice | number | 0 |
callBidPrice | number | 0 |
callAskPrice1 | number | 0 |
callBidPrice1 | number | 0 |
callPutAskPrice | number | 0 |
callPutBidPrice | number | 0 |
callPutAskPrice1 | number | 0 |
callPutBidPrice1 | number | 0 |
putAskPrice | number | 0 |
putBidPrice | number | 0 |
putAskPrice1 | number | 0 |
putBidPrice1 | number | 0 |
putCallAskPrice | number | 0 |
putCallBidPrice | number | 0 |
putCallAskPrice1 | number | 0 |
putCallBidPrice1 | number | 0 |
| Field | Type | Default |
|---|---|---|
callAskPriceDifference | number | 0 |
callAskPriceDifference1 | number | 0 |
callBidPriceDifference | number | 0 |
callBidPriceDifference1 | number | 0 |
putAskPriceDifference | number | 0 |
putAskPriceDifference1 | number | 0 |
putBidPriceDifference | number | 0 |
putBidPriceDifference1 | number | 0 |
| Index | Purpose |
|---|---|
{ type: 1, created_at: -1 } | Latest snapshots per index |
{ type: 1, date: 1, time: 1 } | Time-range queries |