Getting tick data after market hours

rajeshbadiye

Hi,
We are using web sockets for fetching tick data. We have noticed that we continue receiving tick data after market hours. Please look at following trace.
Is this valid data feed?
How do we know that market is closed?

16:33:25,990 12372853ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=100, Total Buy=731, Total Sell=0, Day Vol=5791956
16:33:44,522 12391385ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=115, Total Buy=616, Total Sell=0, Day Vol=5792071
16:34:06,481 12413344ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=100, Total Buy=516, Total Sell=0, Day Vol=5792171
16:34:48,476 12455339ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=100, Total Buy=416, Total Sell=0, Day Vol=5792271
16:37:11,415 12598278ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=50, Total Buy=366, Total Sell=0, Day Vol=5792321
16:38:56,934 12703798ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=50, Total Buy=394, Total Sell=0, Day Vol=5792321
16:40:10,736 12777600ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=50, Total Buy=789, Total Sell=0, Day Vol=5792321
16:40:44,980 12811844ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=25, Total Buy=764, Total Sell=0, Day Vol=5792346
16:41:01,720 12828584ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=115, Total Buy=649, Total Sell=0, Day Vol=5792461
16:41:56,098 12882962ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=42, Total Buy=598, Total Sell=0, Day Vol=5792512
16:42:34,778 12921642ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=25, Total Buy=573, Total Sell=0, Day Vol=5792537
16:43:21,153 12968016ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=1, Total Buy=572, Total Sell=0, Day Vol=5792538
16:45:44,750 13111613ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=30, Total Buy=522, Total Sell=0, Day Vol=5792588
16:46:51,179 13178042ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=50, Total Buy=472, Total Sell=0, Day Vol=5792638
16:46:52,242 13179105ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=123, Total Buy=272, Total Sell=0, Day Vol=5792838
16:47:38,155 13225018ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=50, Total Buy=222, Total Sell=0, Day Vol=5792888
16:48:33,251 13280114ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=222, Total Buy=0, Total Sell=785, Day Vol=5793110

sujith

Hi @rajeshbadiye,
Can you let us know instrument token?

rajeshbadiye

It is ONGC at NSE exchange. In similar way, we received tick data for other symbols as well.
i.e. TATAMOTORS,SUNPHARMA,AUROPHARMA,IDBI,IBREALEST etc

sujith

Hi @rajeshbadiye,
Post market settlements happens till 17:00hrs, you will be getting those ticks.

rajeshbadiye

Thanks for your reply and confirming that those ticks are valid and good for constructing one minute candles.

sujith

Yes you can construct candles with it.