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

sujith

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.