order flow

i want to calculate delta volume for every tick..... which involves quanity traded at bid/ask .....but what about the scenarios where ltp is between bid/ask or outside
  • rakeshr
    We don't provide order flow values out of the box from APIs. You will have to calculate this at your end.
  • kiri
    yes .. im just looking for the logic
  • kiri
    how do i know ..if the ltp was buy side or sell side

    You can't know this with KiteConnect data as this is only level 2 snapshot data.
    You will need tick by tick data to know whether trade occured at best bid or best ask.
  • kiri
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