I am currently using Kite Connects websocket data and would like a more detailed explanation on the data i am retrieving. Could you please clarify the following for me:
last_traded_quantity: is the amount of shares traded since the most recent exchange update (ex: from 1 second ago when the last trade was made)
average_traded_price: is this the average traded price for the day? If not, this is the average for what period of time?
volume_traded: is this the total volume traded for the day? If not, what is the time period?
total_buy_quantity: is this the total quantity actually bought (traded) for the day or are these new passive buy orders entered into the limit book? If it is not for a day what is the exact period of time?
Thank you so much for your help. I really appreciate it
