Banknifty tick jumped down from 36039.6 to 35993.7 in one tick (ontick)

vijayinvites
Hi,
I have subscribed to ontick method and the only scrip I have added is BANKNIFTY index. I was saving the previous tick and the current tick. At some time today, precisely at 11.30.05.4773700, BANKNIFTY index price jumped down to 35993.7 from 36039.6. That's almost 40 points jump down. When I looked at the chart now, it doen's show any gapdown. Did this jump really happen or is it due to delayed data I got from your servers?
  • SRIJAN
    SRIJAN edited April 27
    Gap ups/downs mean difference between the closing price of previous candle and opening price of the current candle,and can only be seen in minimum 1 min candles on Zerodha , as that's the smallest timeframe on Zerodha. As you noticed,the price moved down during the 11:30 1 min candle , so the gap down doesn't reflect on the chart.
    There is no delayed data,as KiteConnect just relays whatever they get from the exchange,no modification. If you look at the chart,you can see that this price movement was captured on the chart.
  • vijayinvites
    Do you store this data somewhere? Is it possible to verify that this gap down actually happened?
  • SRIJAN
    The tick data you get through websocket is the same data Kite uses to build candles.
    Kite doesn't store tick data. Only the 1 minute candles formed from those candles are stored,and higher timeframes are made from those minute candles.
    You can check the tick timestamp to verify if the gap down indeed happened. If the tick timestamp does not verify the gapdown,it might be that you recived the tick later if you were blocking the main on_ticks thread .
    However,by looking at the chart,it seems like the price did move down instantaneously as you can see the 11:30 candle is big. .
  • vijayinvites
    Thanks, tick timestamp is null for BankNifty. Is that expected? Why can't this be the timestamp of the data arrived from the exchange? Why is it null? How do I get the timestamp of the tick for BankNift then? Even the last traded time is null.
  • SRIJAN
    SRIJAN edited April 27
    Oh,my bad. I forgot there is no last trade time for banknifty. :D . It's null because banknifty is index, it's not traded.Yeah,then check the exchange timestamp.
  • vijayinvites
    How to check exchange timestamp? There is no such property on TickData class
  • SRIJAN
    Which version are you using? If you are using 3.9 , it's just 'timestamp'.
  • vijayinvites
    I am using 3.0.9, and yes the "timestamp" is null too.
  • SRIJAN
    You have to use websocket in FULL mode to receive timestamps.
  • vijayinvites
    Ah! Let me try that.
  • vijayinvites
    Getting the timestamp now, thanks.
  • sujith
    You can use this field.
  • sujith
    You will get it in full mode only.
  • vijayinvites
    OnTick gets called once every second, is that correct?
  • SRIJAN
    SRIJAN edited April 27
    Sometimes you can get more than one tick in a second. There's no fixed number.
    It is relayed, as received from the exchange.
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