Finding no. Of trades

prince7
Can anyone help me to find out no. of trades executed in a given interval? Can we find it out using tick data anyhow
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  • sujith
    sujith edited June 10
    The market data on Kite Connect is level-2 data. You will need tick by tick data to calculate this. You may use last traded quantity field. You can contact any exchange registered data vendor.
  • prince7
    Thanks, Sujit. your comment is really helpful. Just need one more clarification. Can we use market depth to find no of orders executed?
  • sujith
    Level-2 data is more like a snapshot data. You can go through this thread once.
  • prince7
    Thanks, @sujith After reading this I understand that it's not possible with snap data.
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