Hi, I'm trying to use the total_buy_quantity and total_sell_quantity from the tick data available. However, I see that there's a significant gap in the figures provided in the tick data and that in Kite app. I'm pasting my observation below. Am I reading this data wrong? Tick Data (with time stamp):Tick Data is { tradable: true, mode: 'full', instrument_token: 111866119, last_price: 258.6, last_traded_quantity: 2, average_traded_price: 268.63, volume_traded: 6026, total_buy_quantity: 127, total_sell_quantity: 160, ohlc: { open: 270.9, high: 291.4, low: 240.8, close: 266.1 }, change: -2.8184892897406986, last_trade_time: 2024-09-23T14:54:50.000Z, exchange_timestamp: 2024-09-23T14:54:58.000Z, oi: 475, oi_day_high: 683, oi_day_low: 300, depth: { buy: [ [Object], [Object], [Object], [Object], [Object] ], sell: [ [Object], [Object], [Object], [Object], [Object] ] } }
You seem to the comparing two different instruments data. As you can see above, not only total buy/sell quantity is different but all other data points are also different. You can find the correct instrument token from the instruments master dump.