> For the complete documentation index, see [llms.txt](https://docs.openalgo.in/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.openalgo.in/api-documentation/v1/strategy-rms-api/status.md). # Strategy Status Read one owned Strategy RMS configuration, its legs, and its current run when one exists. ## Endpoint URL ```http Local Host : POST http://127.0.0.1:5000/api/v1/strategy/status Ngrok Domain : POST https://.ngrok-free.app/api/v1/strategy/status Custom Domain: POST https:///api/v1/strategy/status ``` ## Sample API Request ```json { "apikey": "", "strategy_id": 7 } ``` ## Sample cURL Request ```bash curl -X POST http://127.0.0.1:5000/api/v1/strategy/status \ -H 'Content-Type: application/json' \ -d '{ "apikey": "", "strategy_id": 7 }' ``` ## Sample API Response ```json { "status": "success", "data": { "id": 7, "name": "NIFTY Short Straddle", "strategy_kind": "batch", "status": "running", "current_run_id": 42, "legs": [ { "id": 1, "segment": "options", "position": "S", "lots": 1, "option_type": "CE", "expiry": "weekly" } ] }, "run": { "id": 42, "mode": "sandbox", "broker": "sandbox", "started_at": "2026-08-30T03:50:11.402118+00:00", "stopped_at": null, "stop_requested_at": null, "stop_requested_reason": null, "pnl_realized": 0.0, "pnl_peak": 4880.0, "pnl_trough": -1220.25, "resolved_expiries": {"1": "04-SEP-26"} } } ``` ## Request Body | Parameter | Description | Mandatory/Optional | Default Value | | ------------- | ------------------------ | ------------------ | ------------- | | `apikey` | Your OpenAlgo API key | Mandatory | - | | `strategy_id` | Positive Strategy RMS id | Mandatory | - | ## Response Fields | Field | Type | Description | | -------- | -------------- | ----------------------------------------------------------- | | `status` | string | `success` or `error` | | `data` | object | Strategy configuration, including its saved leg definitions | | `run` | object or null | Current run, or `null` when no run is current | ### Leg Fields `data.legs` is the saved configuration, and the two kinds do not share a shape. A batch leg is resolved against the strategy's underlying; a signal leg names its own instrument. | Field | Kind | Description | | ---------------------------------------------------- | ------ | --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | `id` | both | Leg id, unique within the strategy | | `segment` | both | `options`, `futures`, or `cash`. A batch leg's segment must be one its `universe_tab` offers, and **cash is offered on `stocks_fno` only**: an index has no cash instrument and an MCX commodity has no spot. A signal leg takes `cash` or `futures` only | | `position` | batch | `B` or `S`. A short cash leg is refused unless the product is `MIS`, because cash cannot be carried short | | `lots` | batch | The configured count, multiplied by the contract's lot size on every segment. A cash row's lot size is 1, so the count reads as a share count | | `expiry` | batch | Expiry rank; refused outright on a cash leg | | `option_type`, `strike_mode`, `atm_offset`, `strike` | batch | Options legs only | | `symbol`, `exchange` | signal | The exact instrument, checked against the master contract on every venue. The segment and the exchange must agree: cash cannot sit on a derivative venue | | `side` | signal | `long`, `short`, or `both`. Which signals the leg accepts, not the side it is held | | `qty`, `qty_mode` | signal | `lots` multiplies by the contract's lot size; `units` is the number outright. A derivative venue defaults to `lots` and a cash venue to `units`, and `lots` is refused on cash because there is no lot size to multiply by | | `sl_pts`, `target_pts`, `trail` | both | Per-leg risk | | `risk_unit` | both | `points` (the default) or `percent`, governing `sl_pts`, `target_pts` and `trail` together. A percentage is measured against the leg's own entry price, so 2 on a short filled at 2500 is a stop at 2550 | ### Run Object Fields | Field | Type | Description | | -------------------------------------------- | -------------- | ----------------------------------------------------- | | `id` | integer | Run id | | `mode` | string | `live` or `sandbox`, fixed for the run | | `broker` | string | Broker captured at start; `sandbox` for a sandbox run | | `started_at`, `stopped_at` | string or null | ISO 8601 UTC timestamps | | `stop_reason` | string or null | Terminal reason once finalised | | `stop_requested_at`, `stop_requested_reason` | string or null | Durable pending-stop state | | `pnl_realized` | number | Realised P\&L after confirmed-flat finalisation | | `pnl_peak`, `pnl_trough` | number | Highest and lowest run P\&L | | `trigger_source` | string | `manual`, `webhook`, or `scheduler` | | `resolved_expiries` | object or null | Resolved expiry by string leg id | ## Notes * A non-null `stop_requested_at` or `stop_requested_reason` means the run remains open and managed. Do not treat a stop request as proof of flatness. * On an open run, P\&L fields are persisted values rather than a current market mark. Use a finalised [Run History](/api-documentation/v1/strategy-rms-api/runs.md) record for realised P\&L. * `resolved_expiries` preserves the contract identity that was chosen at run start. * A missing strategy and a strategy owned by another user both return HTTP 404 with `Strategy not found`. *** **Back to**: [Strategy RMS API](/api-documentation/v1/strategy-rms-api.md)