I have few questions based on the data received: Q1. I think there is some issue with the data received. Correct me if I am wrong, the buyQty represents the number of bid contracts executed and sellQty represents count of Ask Contracts executed and Volume is the count of total orders executed. Now if you notice the Ticker 1 and Ticker 2: You will see that 75 quantity of Nifty Futures were traded in that window. The issue comes when we notice the buyQty and sellQty where it says 75 bought and 2625 sold. I cannot understand the correlation between these 3 attributes. This inconsistency is very frequent. Appreciate if anyone can put some light on this. Q2. How can we get the value of open interest in the instrument, nifty futures in my case?
