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marketcalls
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market-data

Fetch real-time quotes and historical OHLCV data via OpenAlgo Python SDK.

2|5|Updated Jan 4, 2026
Search Tags:#real-time#symbol search#market data#websocket#ohlcv#historical#option chains
One-click install
npx skills add https://github.com/marketcalls/openalgo-claude-plugin --skill market-data-marketcalls
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: market-data
Source: https://github.com/marketcalls/openalgo-claude-plugin/tree/main/plugins/openalgo-python/skills/market-data
Command: npx skills add https://github.com/marketcalls/openalgo-claude-plugin --skill market-data-marketcalls

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires openalgo, and includes scripts (resource) components.

What problem does it solve?

Real-time market data access and historical OHLCV retrieval are essential for timely trading decisions and rigorous backtesting.

Core Features & Use Cases

  • Real-time quotes and streaming: REST lookups plus WebSocket streams for live updates.
  • Historical OHLCV data: Fetch candles across multiple intervals for backtesting and analytics.
  • Market depth & option chains: Access depth data and complete option chains for advanced strategies.
  • Symbol search & discovery: Find and inspect instruments across supported exchanges.
  • Use case: Build a live dashboard that tracks prices, depth, and P&L across NSE and NFO.

Quick Start

Use the market data skill to fetch the latest quotes for RELIANCE on NSE and pull the past 7 days of 5-minute OHLCV data for analysis.

Frequently Asked Questions about market-data

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I fetch real-time market data and historical OHLCV for NSE stocks?▼

You can fetch real-time market data and historical OHLCV by using the OpenAlgo Python SDK to execute REST lookups and WebSocket streams for NSE, NSE_INDEX, and NFO instruments. This provides unified access to live quotes and candle data across multiple intervals.

Can I retrieve live option chains and market depth using Python?▼

Yes, you can retrieve live option chains and market depth using Python. The skill provides direct access to complete option chains and depth data for advanced strategies across supported exchanges like NFO, normalized with robust error handling.

Does this skill require an OpenAlgo setup to stream WebSocket quotes?▼

Yes, this skill requires an OpenAlgo environment to stream WebSocket quotes and fetch historical data. It acts as a unified interface built on top of the OpenAlgo Python SDK to enforce data retrieval and normalization.

What is the best way to search and discover symbols across NSE and NFO?▼

The best way to search and discover symbols is to use the built-in symbol search functionality. This allows you to find and inspect specific instruments across supported exchanges like NSE and NFO before fetching their real-time quotes or historical candles.

How do I pull 5-minute candles for backtesting a trading strategy?▼

To pull 5-minute candles for backtesting, you request historical OHLCV data through the OpenAlgo SDK integration. The skill fetches candles across multiple intervals, applying data normalization to ensure the output is ready for analytics.

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