Tick data same ltp with same volume

mnkartik
Hi Team,

I have tried streaming the data and checked that when the ticks are subscribed then same LTP , Last Traded Qty and Vol Trade Today are coming with same values when compared with previous tick data but with different total buy and total sell. Does this mean that there is no trading happening or every time the trade is happening e.g.


time stock name LTP NetPriceChangeFromClosing Last Trade Qty Avg Trade Price Vol Trade Today Total Buy Total Sell

9:39:04 AXIS BANK 495.45 -0.301841232 100 494.58 41076 52520 62856
9:39:05 AXIS BANK 495.45 -0.301841232 100 494.58 41076 54179 62856
9:39:06 AXIS BANK 495.45 -0.301841232 100 494.58 41076 56434 61796
9:39:07 AXIS BANK 495.45 -0.301841232 100 494.58 41076 62372 62901


Does the above mean that for 495.45 100 qty is traded every second its the old LTP. Pls clarify.

To be precise does the tick represent any trade qty change is it periodically published from your side, because its kind of confusing when compared with the total sell and buy.
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  • Matti
    @mnkartik, it is very unlikely that this can happen. We don't calculate these data, we just stream it.
    How often does this happen? Is this for BSE?
  • mnkartik
    mnkartik edited February 2017
    Yes this is for BSE and the same values are getting repeated on every tick which the same I am trying to print out inside the consuming handler method.

    Sorry for any misunderstanding, I am sure that the same trades happening in exchange is streamed over to the respective subscribers, but if the LTP and QTY traded is not changing then why is the same entry showing up in the next tick, which is completely duplicated, indicating wrong signal as some trading activity occurred, or is there anything I am missing.

    Pls clarify.
  • sujith
    Hi @mnkartik,
    This shouldn't be happening. I have informed concerned team, they are looking into this.
  • lazydragonfist
    This happened to me too.
    same Tick Data After some time, I can say this as Duplicate Because Total Traded Per Day Value Does not change.
    SBIN 2017-10-27 15:46:14 311.05 25 320.25 323.6 310.1 320.5 0 311 #27576115
    SBIN 2017-10-27 15:46:10 311.05 25 320.25 323.6 310.1 320.5 0 311 #27576115
    SBIN 2017-10-27 15:46:01 311.05 25 320.25 323.6 310.1 320.5 0 311 #27576115
  • sujith
    Hi @lazydragonfist,
    What mode did you subscribe to?
  • lazydragonfist
    Web Socket, Python, Subscribed to SBIN,
  • sujith
    Hi,
    There are three modes of subscription in Websockets, which mode are you subscribing to?
    The three modes are modeLTP, modeQUOTE, and modeFULL.
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