Market Data missing ticks

satish_p
Hello,
Below is the data captured that was published by Zerodha API (Python) for ticker 758529 (SAIL) today (10th Aug,2021).

2021-08-10 09:15:44+0530 [-] 758529,135.9
2021-08-10 09:15:44+0530 [-] 758529,135.95
2021-08-10 09:15:45+0530 [-] 758529,135.75
2021-08-10 09:15:45+0530 [-] 758529,135.7
2021-08-10 09:15:46+0530 [-] 758529,135.8
2021-08-10 09:15:47+0530 [-] 758529,135.75
2021-08-10 09:15:47+0530 [-] 758529,135.85
2021-08-10 09:15:48+0530 [-] 758529,135.85
2021-08-10 09:15:50+0530 [-] 758529,135.85
2021-08-10 09:15:50+0530 [-] 758529,135.8
2021-08-10 09:15:51+0530 [-] 758529,135.8
2021-08-10 09:15:51+0530 [-] 758529,135.8
2021-08-10 09:15:52+0530 [-] 758529,135.8
2021-08-10 09:15:54+0530 [-] 758529,135.8
2021-08-10 09:15:54+0530 [-] 758529,135.85
2021-08-10 09:15:55+0530 [-] 758529,135.85
2021-08-10 09:15:56+0530 [-] 758529,135.8
2021-08-10 09:15:56+0530 [-] 758529,135.85
2021-08-10 09:15:57+0530 [-] 758529,135.8
2021-08-10 09:15:57+0530 [-] 758529,135.85
2021-08-10 09:15:58+0530 [-] 758529,135.85
2021-08-10 09:15:59+0530 [-] 758529,135.85
2021-08-10 09:15:59+0530 [-] 758529,135.8
2021-08-10 09:16:00+0530 [-] 758529,135.95
2021-08-10 09:16:00+0530 [-] 758529,135.9
2021-08-10 09:16:02+0530 [-] 758529,135.8
2021-08-10 09:16:02+0530 [-] 758529,135.9
2021-08-10 09:16:03+0530 [-] 758529,135.95
2021-08-10 09:16:05+0530 [-] 758529,135.7

Now, todays high is 136 on which I had some trigger but there was no update with ltp as 136.

I was thinking that Zerodha get the tick by tick data from exchange and publishes the data every second. However that is not the case it seems.
What justification do you have for this ?

With such a huge client base why is zerodha reluctant to spend on tick by tick market data and forward the delta to client ?
  • sujith
    @satish_p,
    You can know more about it here.

    You can setup a server at the exchange premises to get tick by tick data. The cost is upwards 18 lakhs per annum. You can email kiteconnect(at)zerodha.com someone from our team will help you out with setting it up.
  • satish_p
    I understand there is no point arguing. If I was able to afford 18L PA I would not have been asking this question here.
    My point was, with such a huge client base why cant zerodha afford the cost on behalf of everyone. You as an employee may not be able to answer but if you have that sort of openness to raise queries, you must raise this.

    Thanks
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