When observed on the live stream, the tick data seems to be coming in 1 second intervals. For example, we subscribed to "NIFTY18MARFUT" and printed the length of collected LTP values every 20 seconds (using another thread). And every 20 seconds the number of ticks collected is incremented by 20 approx. Tried this over a larger sample of 3000 ticks - and its consistent
Is it possible to get tick-level data from Kite API? i.e. actual trades, not the bid/ask quotes. If not, can you suggest some provider? Better if they also had historical ticks so that we can backtest on those
I don't think web socket is time-centric. it is change in price/trade-centric have you tried full mode.
what do you mean by actual trades? if you mean last five trade prices instead of buy/sell Price depths. I don't think that is provided by any vendor. you will have to make it up yourself by storing the LTP`s.
@anupshinde, You seem to be using the old version of Kite Ticker. You need to use new Kite Ticker to get more data. You will also need an active Kite Connect subscription to use that.
what do you mean by actual trades?
if you mean last five trade prices instead of buy/sell Price depths. I don't think that is provided by any vendor. you will have to make it up yourself by storing the LTP`s.
Thanks
Regards
You seem to be using the old version of Kite Ticker. You need to use new Kite Ticker to get more data.
You will also need an active Kite Connect subscription to use that.