Can someone help verify tick counts for 9000 subscribed instruments: MODE_FULL?

vmx

I'm subscribing to 9000 instrument_tokens today and want to verify that no ticks were dropped. Would someone from the community or Kite team be able to share the expected total tick count for these instruments so I can cross-validate?

I can share a complete list of instrument_token via pastebin or DM.

My setup:

• 50 Nifty 50 EQ stocks
  
• ~8,900 option contracts (CEs and PEs) for the current expiry
  
• 50 Nifty 50 FUT
  
• Total: 9000 instruments
  

Observed data:

• By 9:25 AM IST (~10 minutes after market open), I received 498586 ticks in MODE_FULL
  

Does this tick count seem reasonable, or might some ticks have been dropped?

OptionQuant

@vmx We had a discussion earlier about this if you remember: https://kite.trade/forum/discussion/comment/51448/#Comment_51448

No of ticks(no. of rows after reducing it to 1 min ohlc) I received yesterday for 8326 instruments: 779953
My list of instruments is obviously different(all futures, all liquid equity, all nifty banknifty finnity options in NSE and only sensex options in BSE)
Even I keep wondering if ticks are dropped etc

vmx

For me, here are the counts grouped by instrument_type and total

Raw ticks

count_ticks=1003634 instrument_type=EQ
count_ticks=1028450 instrument_type=FUT
count_ticks=6623320 instrument_type=CE
count_ticks=5608013 instrument_type=PE

totalling 14263417 ticks today.

OHLC 1 min aggregation result

count_ticks=19387 instrument_type=EQ
count_ticks=19206 instrument_type=FUT
count_ticks=1019588 instrument_type=PE
count_ticks=1029116 instrument_type=CE

totalling 2087297.
I was also hoping maybe someone from the Kite team could chime in on this one.

OptionQuant

@vmx for me total raw ticks for the day: 56-62 million
After 1 min ohlc sampling: 800k to 1 million (much less than your 2 million plus)
total instruments: around 8400 on average

vmx

It depends I guess, few liquid instruments(especially indexes and their options) tend to get more updates per second than the other.
I do not have use case for indexes at the moment, but if I get time will try to stream them or maybe to validate if things are comparable.

Thank you for your update!