Hi, "volume" field in tick data respresents cumulative volume of day. Right?
Is that 100% accurate cumulative volume figure as dispatched by exchange OR is that field computed by some third-party server and can differ from exchange's cumulative volume if third-party server misses some tick data ?
@sujith so cumulative volume is from exchange and hence 100% accurate cumulative volume without any data drop unless nse itself having some issue right ?
We get this data from the exchange and then we just stream it to client applications.