Socket returning streaming data while market is closed

Gjain75
am running the sample code, it keeps returning ticks data while market is closed. Have not compared if its the identical data thats being repeated..during closed market, on_ticks shouldnt return anything.. or at best the last data once only? could someone clarify pls..
  • RED
    Try reading about After Market trades.

    Yes, trades are done during this period. you might be getting data intermittently but not continuous during this period.
  • rakeshr
    Have not compared if its the identical data thats being repeated..during closed market, on_ticks shouldn't return anything.. or at best the last data once only?
    Yes, as @RED said these are post-market orders(from 3:40 PM to 4:00 PM). You can know more about this here.
    You can have a condition to close WebSocket connection aftermarket timing for required exchange using the close method if you don't want to receive ticks post-market.
  • Gjain75
    @rakeshr Hi... today I am not able to get any data..though kws shows connected as True, and console shows streaming activity, tick_data is blank.. could you help please?
  • rakeshr
    console shows streaming activity, tick_data is blank
    Where you subscribed to correct instrument_token?
    You can fetch detail of the required tokens from the complete instrument list.
    You can check the WebSocket example here for the python clients.
  • Gjain75
    i collected the correct tokens from the instrument list, the same tokens worked yesterday.. today no data is returned for same tokens, I collected token data from kite.instruments method , same as in dump..
  • Gjain75
    @rakeshr i am using the same ws example that I used yesterday and got all ticks data.. today the same code is neither returning anything nor throwing any error !#@?
  • rakeshr
    Please paste your complete WebSocket code, along with instrument_token used. We will try to debug this at our end.
  • Gjain75
    tokens:
    59392 59393 25073666 25075714 25079810 25083906 25088002 25092098 25100290 24199170 24215554 24231938 26345474 59396 59397 59398 59399 59400 59401 59402 59403 59404 59405 59406 59407 59408 59409 59410 59411 59412 59413 59414 59415 59416 59417 59418 59419 59420 59421 59422 59423 59424 59425 59426 59427 59428 59429 59430 59431 59432 59433 59434 59435 59436 59437 59438 59439 59440 59441 26363394 59442 59444 59445 59446 59447 59443 59449 59450 59451 59452 59453 59454 59455 59456 59457 25102338 26347522 59460 59461 59462 59463 59464 59465 59466 59467 59468 59469 59470 59471 59472 59448 59474 59475 59476 59477 59478 59479 59480 59481 26356482 59483 59484 59485 59486 59487 59488 59489 24218626 59491 59492 59493 59494 59495 59496 59497 59498 59499 59500 59501 59502 59503 59504 59505 24202754 26365442 59508 59509 59510 59511 59512 59513 59514 59515 59516 59517 59518 59519 59520 59521 26349570 59523 59458 59525 59526 59527 59528 59459 24211714 59531 59532 59533 59534 59535 59536 59537 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  • Gjain75
    Gjain75 edited August 31
    # Callback for tick reception.
    def on_ticks(ws, ticks):
    if len(ticks) > 0:
    logging.info("Current mode: {}".format(ticks[0]["mode"]))

    # Callback for successful connection.
    def on_connect(ws, response):
    logging.info("Successfully connected. Response: {}".format(response))
    ws.subscribe(tokens)
    ws.set_mode(ws.MODE_FULL, tokens)
    logging.info("Subscribe to tokens in Full mode: {}".format(tokens))
    # result = ws.recv()
    # print(result)

    # Callback when current connection is closed.
    def on_close(ws, code, reason):
    logging.info("Connection closed: {code} - {reason}".format(code=code, reason=reason))
    # ws.stop()

    # Callback when connection closed with error.
    def on_error(ws, code, reason):
    logging.info("Connection error: {code} - {reason}".format(code=code, reason=reason))

    # Callback when reconnect is on progress
    def on_reconnect(ws, attempts_count):
    logging.info("Reconnecting: {}".format(attempts_count))
    ws.subscribe(tokens)

    # Callback when all reconnect failed (exhausted max retries)
    def on_noreconnect(ws):
    logging.info("Reconnect failed.")


    # Assign the callbacks.
    kws.on_ticks = on_ticks
    kws.on_close = on_close
    kws.on_error = on_error
    kws.on_connect = on_connect
    kws.on_reconnect = on_reconnect
    kws.on_noreconnect = on_noreconnect

    try:
    kws.connect(threaded=True)
    except Exception as e:
    print("Connection failed : {e}")

    while True:
    def on_ticks(ws, ticks):
    logging.info("inside while loop, Current mode: {}".format(ticks[0]["mode"]))
    TickProcess(ticks)

    def TickProcess(ticks):
    print(ticks)
    tick_data.append(ticks)
    kws._on_ticks = on_ticks
  • Gjain75
    I had trimmed the code above for your ease, following is the actual full code, in case you can spare time for longer code..

    Note : code before kws.connect(threaded=True) is same as standard documentation above..
    =====================================
    df = pd.DataFrame()
    tick_data = []
    last = time.time()
    dt = datetime.now().strftime("%Y_%m_%d_%H_%M")
    dfile = os.path.join("C:\Zerodha", "tickfile_" + dt + ".csv")

    # Infinite loop on the main thread. Nothing after this will run.
    # You have to use the pre-defined callbacks to manage subscriptions.
    try:
    kws.connect(threaded=True)
    except Exception as e:
    print("Connection failed : {e}")

    while True:
    def on_ticks(ws, ticks):
    logging.info("inside while loop, Current mode: {}".format(ticks[0]["mode"]))
    TickProcess(ticks)

    # close the socket after market hours
    # if datetime.now().hour > 15 & (datetime.now().minute > 30):
    # ws.close()

    # Do all processing and computation on ticks in below func
    def TickProcess(ticks):
    global df, last, file, dfile
    print(ticks)
    tick_data.append(ticks)

    if time.time() - last >= 0: # write to file every [10] minute(s)
    for inst in ticks:

    tdf = pd.DataFrame.from_dict(inst, orient='index').T
    tdf['open'] = inst['ohlc']['open']
    tdf['high'] = inst['ohlc']['high']
    tdf['low'] = inst['ohlc']['low']
    tdf['close'] = inst['ohlc']['close']
    cols = ['tradingsymbol', 'name', 'expiry', 'strike', 'instrument_type',
    'lot_size']
    try:
    for col in cols:
    if col not in tdf.columns:
    tdf.insert(4, col, value='')
    tdf[col] = tdf.apply(lambda x: instruments_fno.at[x.name, col] if x.name in instruments_fno.index else instruments_cash.at[x.name, col] if x.name in instruments_cash.index else instruments_all.at[x.name, col] if x.name in instruments_all.index else "Not Found", axis=1)

    tdf.set_index('instrument_token', inplace=True)
    order_param_single_sell = [{
    "exchange": "NSE",
    "tradingsymbol": tdf.iloc[0]['tradingsymbol'],
    "transaction_type": "SELL",
    "variety": "regular",
    "product": "MIS",
    "order_type": "MARKET",
    "quantity": 1
    }]

    logging.info("Required margin for single order: {}".format(order_param_single_sell))

    order_param_single_buy = [{
    "exchange": "NSE",
    "tradingsymbol": tdf.iloc[0]['tradingsymbol'],
    "transaction_type": "BUY",
    "variety": "regular",
    "product": "MIS",
    "order_type": "MARKET",
    "quantity": 1
    }]
    logging.info("Required margin for single order: {}".format(order_param_single_buy))

    margin_detail_sell = kite.order_margins(order_param_single_sell)
    margin_detail_buy = kite.order_margins(order_param_single_buy)
    tdf['margin_sell'] = margin_detail_sell
    tdf['margin_buy'] = margin_detail_buy
    except:
    print("error in applying function")

    # @app.route("/")
    # def results():
    # return f"

    {tdf}

    "

    df = df.append(tdf)
    df.to_csv(dfile)
    dfg = df.groupby(by=['name', 'expiry'])
    # yield dfg
    # from hereon call the modules to do calculations for strategies
    kws._on_ticks = on_ticks


  • Gjain75
    @rakeshr kindly bear with the quality of coding, am not a tech guy and have learned very elementary coding, just trying to make do things somehow...thanks anyways in advance for your help... appreciate your spirit..
  • Gjain75
    @rakeshr.. hi could you pls help.. its third day in row am not able to get any data...
  • Gjain75
    solved.. kindly close the ticket..
This discussion has been closed.