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}").
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)
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
On May 15thIt is 14th
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
@sujith can you please help here