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?
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.
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. .
It is relayed, as received from the exchange.