Discrepancy in tick data aggregates.

KJG567
I have subscribed for 500 symbols from Kite in full mode and doing some quick analysis on tick data received .
For none of the companies, sum(last_trad_qty) from all ticks in a day is matching with max(total volume traded) . ideally they should be same right if we are receiving all ticks. There is a large variation in these values. why am i not receving all ticks in websocket?
  • KJG567
    Is this the same with everyone?? i want to know if zerodha doesnt send all the ticks and sends only few for consumption.
  • sujith
    All the members stream only level 2 data over the internet. It is not a tick by tick data. You may know more about it here.
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