What's the average to max time (in ms) it takes to execute highly liquid index (banknifty/finnifty/nifty) option buying ATM ? I have managed to get live quotes/ltp via websocket n place orders as well but I am trying to fetch ltp immediately after placing an order and store it in a variable (trailing sl), currently I am getting solid 3-4ms latency from my local machine when accessing kite.zerodha.com, if I know the average order execution time (in ms) then I can fetch n store that ltp after some ms time interval which may not give me the exact buy/avg price of that particular trade but very close to it. I am not a developer or have IT background, just started learning python few months ago only to further enhance my trading, so I would appreciate if any expert can share their opinion on this, feel free to give your input. If this doesn't work then I may have to fetch order book after placing an order to get the exact avg/buy price for the particular trade, correct me if I am wrong. Is there any way that I can fetch live ordered trade or position updates over websocket like quote/ltp ?
