Excerpt - "NSE’s real time data is provided in three levels (level 1, level 2,level 3 and tick by tick). Level 1 provides best bid and ask price, Level 2 provides market depth data upto 5 best bid and ask prices and Level 3 provides market depth data upto 20 best bid and ask prices ."
I have gone through several discussions around the stream data. There is no clear information on the interval of the ticks. With that background, can you confirm what level of data that Zerodha is subscribed to?
We provide Level 2 data.
You can get a maximum of 1 tick per second.
We have plans of providing up to Level 3 data in future.
The kite.zerodha.com also uses the same websocket as like it is exposed to all others for updating the stock ticks on watch list. Am I correct?
Regarding the historical data, is it calculated by Zerodha backend based on this ticks or a separate API is available from NSE to query the historical data?
Yes, you are right the same websocket for live market data on Kite.
There is no API by exchange for historical data. We use tick data to generate historical data.