The way it works is, getQuote receives data from Kite Ticker. Kite Ticker always caches the last received tick in order to serve data immediately when someone requests for it. We never clear cache in the Kite Ticker unless there is some maintenance going on.
This won't be an issue if you are looking at a liquid instrument because you will likely receive the same day's tick or previous day's tick. If you are looking at illiquid instruments then you need to add a check to go through tick's time stamp.
What you say doesn't sound right. The ltp timestamp should atleast be from the day the contract opened. And a contract that shows open interest does not necessarily be traded that day, but still have open interest.
Now looking at the this PUT quote: Again the quote for NFO:ADANIPORTS18APR290PE [timestamp] => DateTime Object ( [date] => 2018-04-12 09:15:04.000000 [timezone_type] => 3 [timezone] => Asia/Kolkata ) [last_trade_time] => DateTime Object ( [date] => 2018-04-02 10:57:30.000000 [timezone_type] => 3 [timezone] => Asia/Kolkata ) [oi] => 0
The ltp is a valid timestamp, as that's in the contract period. Open interest 0. Where as, at the same time, in NSE page it HAS 12,500 open interest
The way Options are currently in zerodha is not very effiecent. I was making an live option chain page, replicating the view as in NSE site. My NSE data didn't match with Z-feed data and it was driving me crazy.
Without a proper option chain page there will never be much of an interest in option. Looking at a single option contract at a time doesn't tell the user much as for researching a position. The information on the Zerodha trading page is very limited.
Don’t get me wrong. I absolutely love the way Zerodha is doing things and have no complaints. This kind of data access for a retail investor is not available anywhere, as far as I know. And I am grateful that someone had the foresight to provide this access to user.
I think some tuning is required. I do need the feed to work as my strategies is based on complete look of the market, equity, futures and options.
A Zerodha option chain page is really required and its not much work. So I'd love it if that were added. In the meantime I need the feed to have current data to build my application.
Hi, Check out thread to understand how live market data works. It is not possible for any trading platform to capture all the ticks, quote data will be correct for liquid instruments but for illiquid instruments since there will be hardly few ticks. It is possible that we didn't receive that tick.
He is talking about catching all ticks for all symbol. The situation here is no ticks for a symbol. And also incorrect data on others.
I think the problem is you are treating options like equity and have no day-end ops of consolidation options data. Am disappointed. Zerodha Varisty does such a good job of explaining Options. I had much higher expectations.
See the above request from me, I left it off because the reply was just going in circles and nothing fruitful came up from the discussion. There is some lack of understanding of options trade in the discussion.
@raja1sttarde data you get is what is streamed by the exchange. We can't introduce anything new into it. Can you give me a live example of this - contract where you see OI/ltp/depth different on NSE and using the data feed.
@nithin The above two are the kite.quote('NFO:RELCAPITAL18APR320PE') and the NSE quotes. Both are different. I wanted to put a screenshot of NSE. But the system says file already uploaded, it will not be uploaded second time. Anyway you can see both market depths are much different.
File is already in this discussion. It will not be uploaded again. The comment for print screen upload second time is "File is already in this discussion. It will not be uploaded again."
This won't be an issue if you are looking at a liquid instrument because you will likely receive the same day's tick or previous day's tick.
If you are looking at illiquid instruments then you need to add a check to go through tick's time stamp.
Thanks for your reply.
What you say doesn't sound right. The ltp timestamp should atleast be from the day the contract opened. And a contract that shows open interest does not necessarily be traded that day, but still have open interest.
Now looking at the this PUT quote:
Again the quote for NFO:ADANIPORTS18APR290PE
[timestamp] => DateTime Object
(
[date] => 2018-04-12 09:15:04.000000
[timezone_type] => 3
[timezone] => Asia/Kolkata
)
[last_trade_time] => DateTime Object
(
[date] => 2018-04-02 10:57:30.000000
[timezone_type] => 3
[timezone] => Asia/Kolkata
)
[oi] => 0
The ltp is a valid timestamp, as that's in the contract period. Open interest 0.
Where as, at the same time, in NSE page it HAS 12,500 open interest
The way Options are currently in zerodha is not very effiecent. I was making an live option chain page, replicating the view as in NSE site. My NSE data didn't match with Z-feed data and it was driving me crazy.
Without a proper option chain page there will never be much of an interest in option. Looking at a single option contract at a time doesn't tell the user much as for researching a position. The information on the Zerodha trading page is very limited.
Don’t get me wrong. I absolutely love the way Zerodha is doing things and have no complaints. This kind of data access for a retail investor is not available anywhere, as far as I know. And I am grateful that someone had the foresight to provide this access to user.
I think some tuning is required. I do need the feed to work as my strategies is based on complete look of the market, equity, futures and options.
A Zerodha option chain page is really required and its not much work. So I'd love it if that were added.
In the meantime I need the feed to have current data to build my application.
Thanks and regards,
R
Quote for NFO:AUROPHARMA18APR500CE => empty
according to NSE Site
IO: 0
Bid Qty: 800
Bid Price 109.35
Quote for NFO:ADANIPORTS18APR270PE => empty
NSE Site
IO: 0
Ask Qty: 10000
Ask Price 3.00
From the NSE site I can see there is current interest in the Option contract but I am not able to catch it from my Z-feed.
Please let me know if you think these are valid points to raise action request, and if so, when I can expect a resolution.
Thanks!
Regards
Check out thread to understand how live market data works.
It is not possible for any trading platform to capture all the ticks, quote data will be correct for liquid instruments but for illiquid instruments since there will be hardly few ticks. It is possible that we didn't receive that tick.
I think the problem is you are treating options like equity and have no day-end ops of consolidation options data. Am disappointed. Zerodha Varisty does such a good job of explaining Options. I had much higher expectations.
Anyway, thanks for your help.
Cheers!
See the above request from me, I left it off because the reply was just going in circles and nothing fruitful came up from the discussion. There is some lack of understanding of options trade in the discussion.
Underlying Stock: RELCAPITAL 424.85 As on Apr 20, 2018 14:17:58 IST [refresh]
View Options Contracts for:
OR
Filter by:
Strike Price:
Futures contracts
CALLS PUTS
Chart OI Chng in OI Volume IV LTP Net Chng Bid
Qty Bid
Price Ask
Price Ask
Qty Expiry Date Bid
Qty Bid
Price Ask
Price Ask
Qty Net Chng LTP IV Volume Chng in OI OI Chart
- - - - - - 3,750 101.25 108.65 2,250 26APR2018 - - 0.90 750 - - - - - -
- - - - - - 12,000 101.20 113.40 10,500 31MAY2018 - - - - - - - - - -
Total - - - - Total
Top
10% interest rate is applied while computing implied volatility.
Highlighted options are in-the-money.
The above two are the kite.quote('NFO:RELCAPITAL18APR320PE') and the NSE quotes. Both are different. I wanted to put a screenshot of NSE. But the system says file already uploaded, it will not be uploaded second time. Anyway you can see both market depths are much different.