Discrepancy in BANKNIFTY 15th May 48100 PE Option Price Data

subodh101
Dear Kite Support Team,

I am writing to report a discrepancy in the price data I observed on the Kite API for the BANKNIFTY 15th May 48100 PE option. On May 15th, at precisely 14:16:05, I executed a trade with the option symbol BANKNIFTY2451548100PE at a price of ₹370.45. Just before this trade, the price noted on my system was ₹368.3, which seems to be correct. However, when I attempted to pull the price after two seconds, my trading system showed ₹351.6, which I found did not correspond with the price reflected in the 1-minute candle for 14:16 on the Kite app.

I have attached a screenshot of the 1-minute candlestick chart from your app for your reference. The price of ₹351.6 does not appear within the candlestick data, which raises concerns about the data accuracy or a potential latency issue in my real-time trading system.

Could you please assist me in understanding why is that? Are there known API data fetch or processing issues that I should be aware of?

I fetch data using kite API function kite.ltp(f"NFO:{option_symbol}").

Thank You!

  • subodh101
    On May 15th
    It is 14th
  • iamshaurya
    I think this similar to the one i experienced today,
    A delayed market depth data via getQuote api
    Fetched market depth data at 2024-05-14 09:47:02.445 for BANKNIFTY2451547800PE (Security token : 11305730)

    Received:
    {
    "11305730": {
    "volumeTradedToday": 12526335,
    "lastTradedQuantity": 45,
    "lastTradedTime": 1715660189000,
    "change": 0,
    "oi": 1648350,
    "sellQuantity": 195330,
    "lastPrice": 297,
    "buyQuantity": 175785,
    "ohlc": {
    "high": 379.05,
    "low": 209.5,
    "close": 273.9,
    "open": 295
    },
    "instrumentToken": 11305730,
    "timestamp": 1715660189000,
    "averagePrice": 287.87,
    "oiDayHigh": 1648350,
    "oiDayLow": 1019565,
    "depth": {
    "buy": [
    {
    "quantity": 30,
    "price": 297.3,
    "orders": 1
    },
    {
    "quantity": 225,
    "price": 297.25,
    "orders": 2
    },
    {
    "quantity": 150,
    "price": 297.2,
    "orders": 2
    },
    {
    "quantity": 390,
    "price": 297.15,
    "orders": 3
    },
    {
    "quantity": 135,
    "price": 297.1,
    "orders": 2
    }
    ],
    "sell": [
    {
    "quantity": 90,
    "price": 297.9,
    "orders": 2
    },
    {
    "quantity": 135,
    "price": 297.95,
    "orders": 2
    },
    {
    "quantity": 390,
    "price": 298,
    "orders": 4
    },
    {
    "quantity": 75,
    "price": 298.05,
    "orders": 1
    },
    {
    "quantity": 270,
    "price": 298.1,
    "orders": 2
    }
    ]
    },
    "lowerCircuitLimit": 0.05,
    "upperCircuitLimit": 988.35
    }
    }

    Here the timestamp: 1715660189000 is of Tuesday, 14 May 2024 09:46:29, around 33 sec old data
    and on top of there were numerous 504 responses while fetching ltp
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