Wrong Market Depth Data?

imlokesh

Hello,

Looks like I'm receiving wrong market depth data using ticker. Or am I missing something? Also the `change` looks wrong.

{
  "Mode": "full",
  "InstrumentToken": 3076609,
  "Tradable": true,
  "LastPrice": 16.85,
  "LastQuantity": 100,
  "AveragePrice": 16.79,
  "Volume": 18630763,
  "BuyQuantity": 7214089,
  "SellQuantity": 8677097,
  "Open": 16.85,
  "High": 17.0,
  "Low": 16.55,
  "Close": 17.2,
  "Change": 2252.63,
  "Bids": [
    {
      "Quantity": 1680,
      "Price": 15073.28,
      "Orders": 393315
    },
    {
      "Quantity": 1675,
      "Price": 36700.16,
      "Orders": 739737
    },
    {
      "Quantity": 1670,
      "Price": 152043.52,
      "Orders": 581610
    },
    {
      "Quantity": 1665,
      "Price": 100925.44,
      "Orders": 788068
    },
    {
      "Quantity": 1660,
      "Price": 235929.6,
      "Orders": 283347
    }
  ],
  "Offers": [
    {
      "Quantity": 1685,
      "Price": 2228224.0,
      "Orders": 445787
    },
    {
      "Quantity": 1690,
      "Price": 5177344.0,
      "Orders": 437488
    },
    {
      "Quantity": 1695,
      "Price": 4194304.0,
      "Orders": 912080
    },
    {
      "Quantity": 1700,
      "Price": 12910592.0,
      "Orders": 384557
    },
    {
      "Quantity": 1705,
      "Price": 3211264.0,
      "Orders": 0
    }
  ]
}

sujith

Hi @imlokesh,
Thank you for pointing out the bug. We will release a patch for marketdepth issue by end of the day and change issue we will fix it soon.

tonystark

Hi @imlokesh,

We have fixed this issue. If you are using NuGet, check for updates in the package manager. Or if you are using the DLL file from the GitHub please download the latest one from there and reference it in your project.

"Change" field is available only for Indices right now. For other instruments, you can calculate it as:

private static void onTick(Tick TickData)
{
    decimal Change = TickData.LastPrice - TickData.Close;
}

imlokesh

That was fast! Thank you for the great work guys.

Edit: Looks like the forum clock is off by 30 minutes? I posted this at 4:05 PM and not 3:35. Just something i noticed.

tonystark

Hi @imlokesh,

Thanks for pointing out. We will look into it.