Market Data and Timeframes

Live quotes

getQuote returns a single symbol's snapshot:

{ "id": "q", "type": "getQuote", "position": { "x": 0, "y": 100 },
  "data": { "symbol": "RELIANCE", "exchange": "NSE", "outputVariable": "q" } }

Available fields: {{q.data.ltp}}, .open, .high, .low, .prev_close, .volume, .oi, .bid, .ask.

.high and .low are today's running session high and low — useful for stateless "did price come back to this level today?" logic without needing cross-run memory. Tutorial 5 uses exactly this.

Use multiQuotes for several symbols in one call, and getDepth for the order book.

Historical bars

Three nodes read history, each answering a different question.

Node	Question it answers
history	"Give me the raw OHLCV array for a date range."
barOffset	"What was the close N bars back?"
priorPeriodOhlc	"What was the previous day/hour/week/month's OHLC?"

barOffset — N bars back

{ "id": "b5", "type": "barOffset", "position": { "x": 0, "y": 100 },
  "data": { "symbol": "NIFTY", "exchange": "NSE_INDEX", "interval": "D",
            "source": "api", "offsetBars": 5, "outputVariable": "bar5" } }

Exposes {{bar5.open}}, .high, .low, .close, .volume, .timestamp.

Offsets count bars, not calendar days. offsetBars: 0 is the most recent closed bar — today's still-forming candle is excluded. On a Wednesday, offsetBars: 5 on a daily chart lands on the previous Tuesday: five trading bars back, which spans seven calendar days across the weekend.

Because it counts bars, the same node covers "5 hours back" (interval: "1h") or "30 minutes back" (interval: "1m", offsetBars: 30).

priorPeriodOhlc — previous period levels

{ "id": "pd", "type": "priorPeriodOhlc", "position": { "x": 0, "y": 100 },
  "data": { "symbol": "NIFTY", "exchange": "NSE_INDEX",
            "period": "previous_day", "source": "api", "outputVariable": "pd" } }

period accepts previous_hour, previous_day, previous_week, previous_month. Weekly and monthly are aggregated from daily bars — high is the max, low the min, open the first, close the last of the completed period.

Convenience aliases are provided alongside the raw fields:

Alias	Same as
{{pd.pdh}}	{{pd.high}}
{{pd.pdl}}	{{pd.low}}
{{pd.pdc}}	{{pd.close}}

The node never returns a still-forming candle. If history is too short to contain a completed prior period, it raises rather than silently handing back today's partial bar.

Timeframes

interval is a free-text field, not a dropdown, because broker support varies. Common values: 1m, 3m, 5m, 15m, 30m, 1h, D.

Use the intervals node to list what your connected broker actually supports:

{ "id": "iv", "type": "intervals", "position": { "x": 0, "y": 100 },
  "data": { "outputVariable": "ivs" } }

If you request an interval the broker does not offer, the node now reports the broker's own message and points you at the alternative rather than failing with a misleading "no data".

Resampling with the Historify DB

Set source: "db" to read from OpenAlgo's local Historify store instead of the broker. Historify stores 1m and D and computes everything else on demand with SQL:

From stored	You can request
1m	any minute or hour interval — 2m, 3m, 4m, 25m, 2h, …
D	W, M, Q, Y

This is the answer to "my broker does not support 3-minute candles". Download 1-minute data once into Historify, then every node can request 3m regardless of broker capability.

The symbol must already be in Historify — download it from the Historify page first.

The 200-bar ceiling

Every history fetch is capped at the most recent 200 bars.

This is deliberate. Ten years of daily data is ~2,500 rows, but ten years of 1-minute data is ~900,000 rows — a download that takes minutes, exhausts the broker's rate budget, and then sits in workflow memory. No indicator here needs that depth; a 200-period moving average is the deepest common window.

The cap is applied when sizing the request, not merely when trimming the response, so the oversized fetch never leaves OpenAlgo:

Interval	Calendar window actually requested
1m	~5 days
5m	~9 days
15m	~17 days
1h	~50 days
D	~325 days
W	~4.4 years
M / Q / Y	capped at ~11 years

A second ceiling bounds the calendar span, because 200 quarterly bars would otherwise span 54 years and 200 yearly bars 219 years — ranges no broker serves sensibly.

The history node's explicit startDate/endDate is narrowed the same way. Requesting 2016-01-01 to 2026-07-29 on a daily chart silently becomes roughly the last 200 daily bars, and the execution log records it.

Both limits are tunable if a strategy genuinely needs more depth:

FLOW_MAX_HISTORY_BARS=200
FLOW_MAX_HISTORY_CALENDAR_DAYS=4000

Rate limits and caching

Broker data APIs are throttled far more tightly than a node graph suggests:

Broker	Limit
Dhan	5 req/s history, 1 req/s quotes (error 805 on breach)
Flattrade	10 req/s
Zerodha	1 req/s on some paths

On top of that, OpenAlgo serializes every broker history call behind a process-wide ~350 ms gate.

A strategy asking for RSI + SMA + ATR + previous-day levels on one symbol would issue four identical history requests per run. To prevent that, all history-reading nodes share a short-TTL cache keyed by the exact request (symbol, exchange, interval, dates, source). Four nodes wanting the same series produce one broker call.

Errors and empty responses are never cached, so a transient failure stays retryable. Tune with:

FLOW_HISTORY_CACHE_TTL=30        # seconds; 0 disables
FLOW_HISTORY_CACHE_MAXSIZE=256

Practical guidance: prefer one indicator node per distinct symbol/interval/indicator, and reuse its outputVariable downstream rather than adding duplicate nodes.

Index symbols

Index underlyings use the index exchanges, not the equity ones:

Symbol	Exchange
NIFTY, BANKNIFTY, FINNIFTY, MIDCPNIFTY	NSE_INDEX
SENSEX, BANKEX, SENSEX50	BSE_INDEX
RELIANCE, SBIN, …	NSE / BSE

Their options trade on NFO (NSE) and BFO (BSE). Using NSE for NIFTY returns no data.