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In this Discussion
March 2018
sujith
March 2018
ansumanm
Query about ticks data
ansumanm
March 2018
in
Python client
# {'tradable': True, 'mode': 'quote', 'instrument_token': 136236548,
# 'last_price': 291.7, 'last_quantity': 50, 'average_price': 294.82,
# 'volume': 506954, 'buy_quantity': 258485, 'sell_quantity': 1222334,
# 'ohlc': {'open': 300.95, 'high': 300.95, 'low': 290.65, 'close':
# 296.95}, 'change': -1.767974406465735}
This is a sample tick that I captured. I just want to understand in what cases , ohlc close value can be different from last_price?
Which is the CMP?
Tagged:
Python Client
ansumanm
March 2018
Also observed this with OHLC data:-
Why is the last price not equal to close price? So which one should be taken as the close price?
index instrument_token last_price close high low \
0 NSE:ADANIPORTS 3861249 382.15 382.10 386.40 380.30
1 NSE:AMBUJACEM 325121 242.3 243.90 245.55 241.55
2 NSE:ASIANPAINT 60417 1160.8 1137.00 1163.75 1132.15
3 NSE:AUROPHARMA 70401 572.3 577.80 582.20 570.20
4 NSE:AXISBANK 1510401 529.65 536.15 539.20 528.25
5 NSE:BAJAJ-AUTO 4267265 2948.75 2950.55 2971.90 2936.50
6 NSE:BAJFINANCE 81153 1726.25 1710.10 1739.90 1714.00
7 NSE:BANKBARODA 1195009 143.75 145.75 146.25 142.55
8 NSE:BHARTIARTL 2714625 420.45 422.60 424.30 417.25
9 NSE:BOSCHLTD 558337 18025.2 18284.30 18317.10 18000.00
sujith
March 2018
The last price is CMP and OHLC data via Kite Ticker corresponds to day's data.
For more information please go through
documenation
.
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Why is the last price not equal to close price? So which one should be taken as the close price?
index instrument_token last_price close high low \
0 NSE:ADANIPORTS 3861249 382.15 382.10 386.40 380.30
1 NSE:AMBUJACEM 325121 242.3 243.90 245.55 241.55
2 NSE:ASIANPAINT 60417 1160.8 1137.00 1163.75 1132.15
3 NSE:AUROPHARMA 70401 572.3 577.80 582.20 570.20
4 NSE:AXISBANK 1510401 529.65 536.15 539.20 528.25
5 NSE:BAJAJ-AUTO 4267265 2948.75 2950.55 2971.90 2936.50
6 NSE:BAJFINANCE 81153 1726.25 1710.10 1739.90 1714.00
7 NSE:BANKBARODA 1195009 143.75 145.75 146.25 142.55
8 NSE:BHARTIARTL 2714625 420.45 422.60 424.30 417.25
9 NSE:BOSCHLTD 558337 18025.2 18284.30 18317.10 18000.00
For more information please go through documenation.