Frequency of ticks

Shaj
Had a query related to frequency of the ticks received.

What i have observed is that whether i subscribe 1 or 50 symbols, on an average, i just receive only 1 tick per second, both in full and quote mode. Is this a expected behaviour ? My expectation was that we will received anywhere around 2-5 ticks per second.

The last quantity in every tick only add up to 20-25% of the total volume. That means that around ~75+% ticks are not seen by us.
I am using the python library for the apis.
  • sujith
    Hi @Shaj,
    You will get a maximum of 1 tick per second per instrument.
    As a broker, we only get level two data, for more information please go through this thread.
  • hpahel
    hpahel edited March 2017
    @sujith:
    @Kailash:

    As mentioned by Kailash:

    Kailash:
    Ticks are sent based on change in states.

    LTP mode only sends a tick when the LTP has changed. Values in the market depth can change often without the LTP changing. Similarly, when any of the values offered by any of the modes change, a tick is sent.


    So if mode=FULL, we will receive more than 1 tick per second.
    Is there a limit on how many ticks we can receive per second ?

  • Shaj
    As hpahel explained..even i was expecting more than one tick in full mode for high liquid stocks..
    As per the thread https://tradingqna.com/t/data-latency-in-kite-pi-data-level-in-nse-market-depth/4800
    Level 2/3 can get 4/10 ticks per second.. Is this not correct?
  • sujith
    @hpahel, @Shaj,
    Yes, it is true whatever @kailash has mentioned. Consider you have subscribed for a token in LTP mode, there may be a scenario wherein LTP didn't change for several seconds but market depth might have changed multiple times in that time interval. In this scenario, you will get all the ticks only if you have subscribed in FULL_MODE.

    For any given scrip, you will get a maximum of one tick per second.
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