Hi, I am looking for a real time data extract in both cash and futures. Here are the following columns i am interested on extracting. Kindly do let me know if i subscribe to your service, will i be provided with the following details.
SYMBOL, OPEN, HIGH PRICE, LOW PRICE, LAST TRADED PRICE, ATP, PERCENTAGE CHANGE, NO OF CONTRACTS TRADED, EXPIRY DATE, VALUE, OPEN INTEREST, MARKET LOT, LAST UPDATE TIME, VOLUME
Currently, not all these things are in the same source. Our current WebSocket subscription will provide most of these excluding Last Updated Time, Open Interest etc.. But our next version of WebSocket which is going to be released very shortly will provide these. You can also use the quote API to get these data for a particular instrument.
Can you clarify what you meant by the market lot? Did you mean the market depth? If yes then it is already available in WebSocket.
Thanks for your quick response, basically i am looking for data that are related to Futures trading. In futures to calculate the volume traded, we will use the market lot (since futures deals with lot's) and No of Contracts traded to calculate the volume traded.
Please do let me know your next version websocket release date if possible.
Thanks Sujith, I believe this instrument dump also provides the real time data. Could you provide your customer care number so that we can have a conversation before i subscribe to your service
Hi, The instrument dump is generated once in the morning and hence it will not contain real-time data. You can use websockets or bulk quote API for real-time data. We don't have phone support for Kite Connect. You can use the forum for posting queries.
Hi Sujith, I've subscribed to your live data feed and went through your documentation. Do you have a sample code using python that i can use to extract the live data.
Can you clarify what you meant by the market lot? Did you mean the market depth? If yes then it is already available in WebSocket.
Please do let me know your next version websocket release date if possible.
The lot size is provided in instrument dump.
We may release new Kite Ticker(websockets) API in a week.
The instrument dump is generated once in the morning and hence it will not contain real-time data. You can use websockets or bulk quote API for real-time data.
We don't have phone support for Kite Connect. You can use the forum for posting queries.