order flow

kiri

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

SRIJAN

@kiri,

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

alright/.thankyou