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General
In this Discussion
March 2017
Matti
March 2017
waltons
February 2017
sujith
Average Traded Price in Websockets
waltons
February 2017
in
Market data (WebSockets)
Is Average Traded Price in Websocket tick calculated over the whole day?
https://kite.trade/docs/connect/v1/#packet-structure
Tagged:
WebSocket
tick data
sujith
February 2017
Hi
@waltons
,
We don't calculate average traded price, we get this value from exchange.
waltons
March 2017
@sujith
Thanks. Any idea what does it stand for?
Matti
March 2017
@waltons
It indicates an average of all trades that have happened at the exchange for the given security in that trading session.
This discussion has been closed.
We don't calculate average traded price, we get this value from exchange.