I am aware that the exchange timestamp is available when we subscribe the ticker in modeFull. However, it would be a good idea to make timestamp available in all modes. This will help developers to keep the payload light if full mode is not needed and yet receive the exchange timestamp which would immensely help developers to form candles in different timeframe as accurately as possible on their own.
If possible, I request Zerodha to make exchange timestamp available for all modes of ticker (i.e. modeLTP, modeQuote and modeFull).
Hope what I am explaining makes sense to you. Happy to clarify if needed. Regards.
Yes it will. However it would have more pros than cons especially with ongoing debate on how to form candles at consumer end. Also it could be appended at the end of the data packet which might not be a breaking change.
LTP Mode also lacks Volume information. So, that mode is useless - no timestamp and volume.
Quote mode lacks timestamp. Otherwise useful data in this mode.
To build Candles properly I am forced to use Full Mode and I don't use 90% of the data available in that mode for most situations.
LTP should have Last Traded Price, Last Traded Quantity & time stamp. Nothing more is required to form Candles from Tick data. The only other information I would use is Open Interest and the Market Depth. All the rest can be computed without having to be sent over the wire.
It will also result in increasing the size of mode quote and LTP. I will pass on the feedback to the concerned team.
Cheers ????????
LTP Mode also lacks Volume information. So, that mode is useless - no timestamp and volume.
Quote mode lacks timestamp. Otherwise useful data in this mode.
To build Candles properly I am forced to use Full Mode and I don't use 90% of the data available in that mode for most situations.
LTP should have Last Traded Price, Last Traded Quantity & time stamp. Nothing more is required to form Candles from Tick data. The only other information I would use is Open Interest and the Market Depth. All the rest can be computed without having to be sent over the wire.