Alice Blue’s API costs nothing, which is the first thing anyone searching for it wants to know, and its documentation is unusually specific about limits, which is the second. This guide reads the alice blue api from the data consumer’s seat, as the ANT API documentation stood in September 2026: what the feed carries, what the history endpoint serves and when, where the rate limits sit, and how much analytics work remains between its packets and a decision.
The data surface, precisely
Access starts with an app registered on the ANT portal, which gives an app code and a secret. Each day the hosted login returns an auth code that is exchanged, with a checksum, for a session id; that session is the credential for every REST call and, after a second hashing step, for the WebSocket. The login is daily, so the pipeline needs a scheduled job with an alert.
Live data comes over a WebSocket with two subscription types. Touchline sends the last price, change, OHLC and volume. Depth sends those plus open interest and a five-level order book with quantities and order counts on each side. Open interest on the stream is the field that matters most for options work, and here it rides with depth rather than with the lighter touchline, so a chain-wide OI feed means depth subscriptions for every strike. The socket wants a heartbeat every 50 seconds or it drops the connection, and unsubscribe messages return no acknowledgement, two quirks that cost a morning each if you do not know them.
On the REST side there is a multi-instrument quote call that returns last price, OHLC, volume, open interest and the previous open interest, so a snapshot of the chain is a few requests. History is the unusual part. The chart endpoint serves two resolutions only, 1 minute and daily, with no open interest in the candles. Cash-segment history goes back two years; for NFO, CDS and MCX only the current expiry is served. And the endpoint is available from 5:30 PM to 8 AM on weekdays and all day on weekends and holidays, not during market hours. Backfills are an evening job by design.
Exchanges covered by the data are NSE, NFO, CDS and MCX; BSE chart data was listed as coming later.
The rate budget
The alice blue api publishes its limits by group. Data calls: 20 a second, 300 a minute, 3,000 an hour and 200,000 a day. The quote call: 5 a second. Order calls: 10 a second and 300 a minute. Non-trading calls: 30 a second with no longer-window caps. The quote cap of five a second is the one a chain snapshot notices, so the snapshot batches instruments per call rather than looping.
What having the data does not give you
A depth stream with open interest is a good ingredient, and the alice blue api gives it away. What it does not give you is the reading. Baselines of open interest at the previous close per strike, so that a change means something; build-up classification from price and OI together; the change in OI by interval that separates a build from an unwind; implied volatility and Greeks, since nothing here serves them; gamma exposure across strikes; and recorded strike-wise OI history, because the candles carry no open interest and the derivatives history covers only the current expiry. Every study of a past expiry depends on a recorder you wrote and ran without gaps.
When the API is the right tool
Build on the alice blue api when your edge is custom computation and the fee matters: a proprietary indicator, a strategy that needs its own eyes, an execution system. Free access plus a depth feed with open interest is a fair foundation, provided the evening-only history and the current-expiry limit fit the plan.
When it isn’t: the analytics are already built
If what you want is the standard options-analytics stack, none of it needs your own recorder, solver or classifier. The live option chain, the Trending OI table, the OI Stats chart with its replay, dealer positioning and the screeners are already running, with recorded history behind them. At OIData the baselines, Greeks and reconnect logic are already written — you sign in and read. The division that works: the alice blue api for execution and anything proprietary, OIData for the market-reading layer.
A worked example: an expiry you did not record
Suppose you want the open-interest path of last month’s 24,000 put through its final week. On the alice blue api the derivatives history covers the current expiry only and the candles carry no OI, so that path exists only if your recorder captured it minute by minute. The pre-built version is the Strike History page, which keeps expired contracts for months and shows each strike day by day from listing to expiry. Recording against reading is the whole build-or-use question in one example.
A practical starter pipeline
If you do build: a pre-open job that logs in, downloads the contract master and subscribes the day’s chain on depth before 09:10; a heartbeat every 50 seconds; a consumer that writes per-strike open interest to your own store each minute; a quote snapshot batched under five calls a second; and a candle backfiller that runs after 5:30 PM, because that is when the history endpoint opens.
Alice Blue API data FAQ
Is the Alice Blue API free? Yes, the ANT API carries no subscription as of September 2026; brokerage on trades is separate.
Does the feed carry open interest? Yes, on the depth subscription, along with a five-level book; the touchline subscription does not include it.
What history is available? 1-minute and daily candles without open interest: two years for the cash segment and the current expiry only for NFO, CDS and MCX, served from 5:30 PM to 8 AM on weekdays and all day on weekends.
What are the rate limits? Data calls 20 a second, 300 a minute, 3,000 an hour, 200,000 a day; quotes 5 a second; orders 10 a second and 300 a minute.
Can I get the analytics without writing code? Yes: at OIData the chain, OI, GEX and screener layers are already built.
Verdict
The alice blue api is a free and honest data surface with a strong live feed and a weak history: two resolutions, no open interest in candles, current expiry only for derivatives, evenings only. Custom builds that record from day one will be fine. Standard options analytics are the expensive path here, because the recording is the product. Decide which trader you are, and spend accordingly.