Missing Data

arnabs

I have been using Kite Connect for last couple of months.
I would say that the service is good considering the cost.
The frequency is ok but not great.
I am having an issue with frequency regarding illiquid stocks and haven't found a solution.
Problem 1:
Let's say I receive 10 ticks in a minute for an illiquid stock.
In the same time frame, I have already traded the stock 20 times through a different broker (just for testing, with very little quantity per trade). So, trade is taking place, but no data is sent. This happens almost every day.

tonystark

We don't stream tick data for every trade in the exchange. To receive that much data there are regulatory issues, cost and a huge bandwidth requirement and often requires to be in the same data center as the exchanges. You can read more here:

https://kite.trade/forum/discussion/1291/frequency-of-ticks
https://tradingqna.com/t/data-latency-in-kite-pi-data-level-in-nse-market-depth/4800

arnabs

Thank you for the response.
As I mentioned that for liquid stocks, I do get 1 tick/response per second. There is no problem with that.
The problem lies with illiquid stocks.
One would assume to get 1 tick per second (even for illiquid stocks), provided there is movement every second for it. Well, as I mentioned in the above statement: even if there is movement every second for illiquid stocks, I get hardly 1 tick every 5-15 seconds for those illiquid stocks.
P.S. I have written illiquid stocks so many times to be specific and put enough emphasis.

sujith

Kite Ticker publishes whatever data is published by the exchange. We don't modify or process anything so whatever you see is what exchange is publishing.