Positions

This API call retrieves the entire list of positions held by the user. The positions can be filtered based on the type, and the call includes an option to query for interoperability-based positions.

🛣️Path Parameter

Parameter	Type	Required	Description	Example/ENUM
type	string	Yes	The type of positions to fetch. Possible values are: all: Fetch all positions, daily: Fetch daily positions, expiry: Fetch positions by expiry	all, daily, expiry

🔍Query Parameters

Parameter	Type	Requried	Description	Example/ENUM
intropoStatus	integer	No	Flag to indicate interoperability-based position. 0 means interoperability is off, and 1 means interoperability is on	0: OFF, 1: ON

🔑Header Parameters

Header	Type	Required	Description	Example/ENUM
Authorization	string	Yes	The authorization token for the user.	{{access_token}}
x-api-key	string	Yes	The API key to authenticate the request.	{{x-api-key}}

🟢Success Response - 200 Ok

Field	Type	Description	Example
status	string	Indicates the status of the API Request	"success"
code	string	Response code idnicating the result of the API call	"s-101"
message	string	Success message of the API result	Position Data fetched successfully
data	arrary	An array of position objects containing the user's position details.	[ {...}, {...} ]

📘Data Object Info Fields

Field	Type	Description	Example
exchange	string	The Exchange segments where the scrip is traded	NSE, BSE, MCX, etc.
prefered_exchange	string	The preferred Exchange segments for trading the scrip.	NSE, BSE
scrip_token	integer	Exchange token number assigned to the scrip or instrument.	"123456"
prefered_scrip_token	string	Preferred exchange token number assigned to the scrip or instrument.	"456789"
product_type	string	Product type used for trading.	"INTRADAY"
symbol	string	Symbol code provided in the exchange scripmaster file	"KOLTEPATIL"
series	string	Series to which the scrip belongs (e.g., A, Eq, B, T, Z, etc.).	"EQ"
instrument	string	Instrument name (e.g., underlying instrument for F&O).	"EQUITIES"
expiry_date	string	Expiry date of the contract in YYYY-MM-DD format.	2025-06-30
strike_price	string	Strike price of the contract, usually in Paise.	"0.01"
option_type	string	Option type (whether it is a Call or Put option).	CE (Call Option), PE (Put Option)
market_lot	integer	Lot size of the scrip.	50
buy_quantity	integer	Quantity of the scrip bought by the user.	50 , 100
avg_buy_price	string	Average buy price of the scrip.	"271.70"
buy_value	string	Total value of the buy order.	"815.10"
sell_quantity	integer	Quantity of the scrip sold by the user	100,200
avg_sell_price	string	Average sell price of the scrip.	"360.50"
sell_value	string	Total value of the sell order.	"36050"
net_quantity	integer	Net quantity of the position (buy quantity - sell quantity)	50,100
net_price	string	Net price of the position (average buy/sell price after carry forwards).	"355.75"
net_value	string	Total value of the net position (net quantity * net price).	"1778.75"
cf_buy_value	string	Carry-forwarded buy value for the position.	"17500"
cf_sell_value	string	Carry-forwarded sell value for the position.	"18000"
cf_net_price	string	Carry-forwarded net price of the position.	"355.00"
unsettled_quantity	integer	Quantity that is yet to be settled	50 , 100
multiplier	string	Order type (e.g., Limit, Market, Stop-Loss). Refer to Global Constants.	"1.00"
daily_or_expiry	string	Indicates if the position is daily or related to expiry	"DAILY", "EXPIRY"

get/transactional/v1/portfolio/positions/{type}