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.
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.
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 ?
@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.
We just relay whatever data, we get. Usually it is 1 tick per second but sometimes for a liquid instrument like NIFTY 50 might get 2 ticks per second. The quote API will just fetch data from the Websocket API and return the data.
@sujith Hi Sujith - Couple of questions. In full mode - 1. You mentioned usually there will be just 1 tick per second, do we get same update frequency in kite.zerodha.com as well or do we have more ticks per second there? 2. Do you think liquid options like ATM of Nifty/BankNifty would also be getting 2 ticks per second ? 3. Any plans to provide L3 (20 depth) data through websocket anytime soon ? I remember Nithin had promised this last year. 4. Compared to Kite.zerodha.com, is there any latency in websocket streaming, which one is faster and how much. Thank you!
1. You mentioned usually there will be just 1 tick per second, do we get same update frequency in kite.zerodha.com as well or do we have more ticks per second there?
All our platforms, Web, Mobile apps, and APIs consumes the same ticker streams, so it's the same across all.
2.Do you think liquid options like ATM of Nifty/BankNifty would also be getting 2 ticks per second ?
If there is a trade, or change in the depth field a new tick is received. In the general scenario on the days of expiry or more activity, there can be more than 1 tick/sec.
3. Any plans to provide L3 (20 depth) data through websocket anytime soon ? I remember Nithin had promised this last year.
No, due to exchange restrictions. This thread explains more.
4. Compared to Kite.zerodha.com, is there any latency in websocket streaming, which one is faster and how much.
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.
@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 ?
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?
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.
Also, since Kite.quote() is a snapshot of websocket data, does kite.quote() also update only 1 time every second?
The quote API will just fetch data from the Websocket API and return the data.
In full mode -
1. You mentioned usually there will be just 1 tick per second, do we get same update frequency in kite.zerodha.com as well or do we have more ticks per second there?
2. Do you think liquid options like ATM of Nifty/BankNifty would also be getting 2 ticks per second ?
3. Any plans to provide L3 (20 depth) data through websocket anytime soon ? I remember Nithin had promised this last year.
4. Compared to Kite.zerodha.com, is there any latency in websocket streaming, which one is faster and how much.
Thank you!