Erroneous TotalVolume in preopening

joy

Hello,
The pre-opening quotes is throwing a lot of erroneous quotes (total volume). For example, below I presents the quotes for Reliance. @09:05:53 the total vol is 21202 while the next tick (@09:05:56) the total vol decreases to 6229.

Symbol Time Price Qty Total Qty
RELIANCE NSE 09:02:22 126045 5 1519
RELIANCE NSE 09:02:23 126045 5 1515 1
....
....
RELIANCE NSE 09:05:50 126045 5 21002
RELIANCE NSE 09:05:51 126045 5 21002
RELIANCE NSE 09:05:52 126045 5 21002
RELIANCE NSE 09:05:53 126045 5 21202
RELIANCE NSE 09:05:56 126045 5 6229
RELIANCE NSE 09:05:57 126045 5 4545
RELIANCE NSE 09:05:58 126045 5 4545
RELIANCE NSE 09:05:59 126045 5 4594
RELIANCE NSE 09:06:00 126045 5 4591
RELIANCE NSE 09:06:02 126045 5 4191
RELIANCE NSE 09:06:04 126045 5 4124
RELIANCE NSE 09:06:05 126045 5 4060
RELIANCE NSE 09:06:06 126045 5 4060

This scenario is quite rampant. I tested 5-6 scripts and could find in almost all of them.

Total Vol is an important parameter (particularly in the absence of the timestamp parameter) in deciding whether we will append the quote or not.

sujith

Hi @joy,
We will check and get back to you.

sujith

Hi @joy,
Can you let us know what client you are using for parsing ticks?

gully

does the api provide pre opening ticks as well? For the kite application is this feature present?

joy

@sujith I am using my own custom built C# client.

Note, I am witnessing this behavior in pre-open only. Things are working flawlessly in normal market.

@gully yes, I am getting ticks from 9:00AM - 9:07AM for nse cash. Didnt check bse cash though.

sujith

@gully,
Pre-market ticks are available in websockets.

sujith

@joy,
Above values are correct. The volume you see before 9:08 AM are the indicative volume which is based on demand and supply.
During the pre-market session, in the first 7 to 8 min order collection happens. Order matching happens in between 9:07 AM to 9:08 AM. So in pre-market session trades are actually not happening, the actual volume can be seen only after 9:08 AM.

joy

@sujith thx for the clarification.

That's bad news as this behavior sends things haywire given there are no other parameters (like time etc) with which we can compare.

Do not want to hardcode the timings as things will break during special trading sessions (like muhrat trading). Is there any api call which will let us know the normal market timings (like when the pre-open happens, when normal market opens/closes etc).

sujith

@joy,
We don't have any API for market timings.

joy

@sujith ok thx.

If possible please add this request in your list of future enhancement.

sujith

@joy,
We will add it to our list.

joy

@sujith thx.