Sometimes, while retrieving the price of options and futures, though there are no bids/offers on respective scrips, I'm being shown as if there are some bids/offers.
Today, when I checked the market depth for ADANIENT17APR100CE, on Kite (website), I was shown shown 1 offer for Rs. 22.2 and 3 bids from Rs. 16.45 to 4.3, The same was received using Kite API.
However, in Pi software, there were no bids and offers on ADANIENT17APR100CE. On NSE website, and those of other brokerages, there are no bid and ask offers for ADANIENT17APR100CE. Same scenario was seen on some other derivative scrips.
There is difference between market depth shown in Kite and Pi also. It is not caused because of browser/system/app issues or because of timing mismatch in my observations. The observation was persistent and sticky for whole day. It seems kite is not giving updated market depth data in both website and API.
Hi @rama, This could be because of caching. Kite Ticker stores one last tick. Caching is done so that users can get data even after market hours. You might have looked at previous day's tick.
In future, we are planning to send time stamp with the tick data so that it will help users to make decisions.
Kite data is misleading. In a couple of instances, I placed trades based on cashed data taking it to live market data. If there is no way to distinguish cached data from live information even during trading hours how is kite reliable, both website and api?
How long it will take for the time stamp feature to be up and running?
You will get cached tick first and you will get second tick only if it is being traded. An alternate I would suggest for now is to wait for more than one tick to come in before placing the order for illiquid scrips.
This could be because of caching. Kite Ticker stores one last tick.
Caching is done so that users can get data even after market hours.
You might have looked at previous day's tick.
In future, we are planning to send time stamp with the tick data so that it will help users to make decisions.
Thank you..
Kite data is misleading. In a couple of instances, I placed trades based on cashed data taking it to live market data. If there is no way to distinguish cached data from live information even during trading hours how is kite reliable, both website and api?
How long it will take for the time stamp feature to be up and running?
We are working on https://kite.trade/forum/discussion/943/update-revamping-of-core-api-infrastructure right now. We can't guarantee any timeline.
You will get cached tick first and you will get second tick only if it is being traded. An alternate I would suggest for now is to wait for more than one tick to come in before placing the order for illiquid scrips.