Broker API Comparison: Live Prices and Historical Data

Market data is where broker APIs differ most widely — and where an unexpected cost is most likely to turn up.

There are three separate questions, and a broker can be strong on one and weak on another:

1. Can you simply ask for a price? Most brokers let you. A few only stream.
2. How deep is the order book? Five levels is standard. A few go much deeper.
3. How far back does the history go? This ranges from about a week to more than twenty years.

✅ provided · ⚠️ provided with a limitation · ❌ not provided · — not stated in the documentation

What each broker API provides

Broker	Ask for a price	Depth levels	Streaming	Historical	How far back
Upstox	✅	5, or 30 on a paid tier	✅	✅	Daily from 2000, minute from 2022
Fyers	✅	5, or 50 on a separate feed	⚠️	✅	Minute from mid-2017
Dhan	✅	5, plus 20 and 200 feeds	✅	✅	Daily from inception, 5 years intraday
Zerodha	✅	5	✅	✅	Not stated
Angel One	✅	5	✅	✅	Not stated
Groww	✅	—	✅	✅	From 2020
5paisa	✅	5, plus a 20-level feed	✅	✅	Not stated
Shared platform — Kambala	✅	5, with order counts	✅	⚠️	Varies by broker
Kotak	✅	5	✅	❌	—
Motilal	✅	⚠️	✅	⚠️	End-of-day only
Shared platform — Symphony XTS	✅	—	✅	⚠️	About 7 days
AliceBlue	❌	5	✅	⚠️	2 years, cash segment only
Sharekhan	❌	—	✅	⚠️	Daily since inception, 7 days intraday
Nuvama	❌	—	✅	❌	—
Choice	✅	—	—	✅	Not stated
SAS Online (Stocko)	❌	—	—	—	—
Mastertrust	—	—	—	—	—

Live prices

Five levels of bid and offer is the standard, and most brokers provide exactly that — both in a direct request and in the streaming feed.

A few go deeper, always with tighter limits attached:

• Dhan offers a twenty-level feed and a two-hundred-level feed on separate connections. The deepest one carries a single contract per connection, and both are limited to certain segments.
• Fyers offers a fifty-level feed, limited to a handful of contracts per connection.
• Upstox offers a thirty-level mode, but only on its paid tier and only for fifty contracts at a time.

Three brokers have no way to simply ask for a price. AliceBlue, Nuvama and Sharekhan provide live prices only through a streaming connection. If you want one price for one contract, you still have to open and maintain a stream.

And one is the opposite. Choice publishes a batch price request but no streaming specification at all, so on its published documentation asking repeatedly is the only way to follow a price.

Some documentation does not state a depth level at all, including the Symphony XTS platform and Groww. Their feeds do carry depth — the number of levels is simply not published. Choice publishes no market depth at all: it offers a batch price request covering many contracts in one call, but nothing describing bid and offer levels.

Streaming limits

How many contracts you can watch at once, and how many connections you may open, varies enormously:

Broker	Contracts per connection	Connections
Dhan	5,000	5
Zerodha	3,000	3
Fyers	5,000	1
Upstox	1,500 to 5,000 by mode	2, or 5 on a paid tier
Angel One	1,000	3
Sharekhan	1,000	—
Groww	1,000	—
Kotak	200 per request	—

Fyers is the one to note. It allows a generous five thousand subscriptions but only one streaming connection at a time, which is a real constraint if you want to separate feeds by purpose.

Two brokers stream only the fields that changed rather than a full snapshot each time, so the first message has to be kept and updated rather than replaced. The Kambala platform documents this explicitly.

Historical data

This is the widest gap in the whole comparison.

The strongest:

• Upstox — daily candles back to 2000, minute data from 2022, with open interest included on every interval, and flexible custom intervals.
• Fyers — the widest choice of intervals, from five seconds to monthly. Minute data from mid-2017. Seconds data is limited to the last thirty trading days.
• Dhan — daily data from a contract’s inception, and five years of intraday.

The most limited:

• Kotak states plainly that historical data is not available through this API.
• Motilal provides end-of-day data only. There is no intraday candle request at all.
• Symphony XTS provides only about seven days of intraday candles, and the finest interval is one minute. This is not a long-history source, and it applies to every broker on the platform.
• Sharekhan gives daily data since inception but only seven days of intraday — and its documentation warns that the data is not adjusted for corporate actions, so prices across a split or bonus will not line up.

AliceBlue has an unusual restriction. Its historical data offers just two intervals — one minute and one day — and its documentation states the service is available only between the evening and the following morning on weekdays, plus weekends and holidays. In other words, historical data cannot be fetched during trading hours.

On the Kambala platform, historical data depends on your broker. The underlying platform supports it and some brokers expose it, but the API document for at least one broker on the platform does not mention it at all.

Choice is a surprise here. Alongside the usual minute intervals it offers weekly, monthly, quarterly, half-yearly, yearly, three-yearly and five-yearly candles — a wider set of long intervals than any other broker in this comparison. Its data is adjusted for corporate actions, which Sharekhan’s is not. How far back it goes is not stated.

Where the extra cost hides

Market data is the most common place for a separate charge.

• One broker puts both live and historical data behind a paid tier, leaving order placement free on the tier below. If you sign up expecting free data with free trading, this is the one that catches you out.
• One broker charges for its data APIs separately from trading, and shows your data subscription status on your profile.
• One broker sells the whole API as a monthly subscription, with data included in that price.
• Most others include market data with the trading API at no separately stated cost.

Two more paid gates worth knowing: deeper market depth and extra streaming connections sit behind a paid tier at one broker, and higher request limits are a paid upgrade at another.

We deliberately do not publish broker prices here. They change often and quoting a stale figure helps nobody. Check the current position with your broker before you decide.

One structural difference worth knowing

On the Symphony XTS platform, market data is a completely separate product from trading. It has its own documentation, its own address and — most importantly — its own separate login credentials. Having access to place orders does not give you access to prices. This catches people out, because on every other API in this comparison the two come together.

Related help

• Order updates comparison
• Positions comparison
• All six areas — the comparison hub
• Instruments