1) I just saw Open of 373 for TATASTEEL on kite.zerodha.com but actual open is around 372.2 ... Since kite.zerodha.com is powered by kite(rainmatter.com), I just wanted to know if kite.trade provides accurate data at tick level ?
2) Does kite.trade provides overall market data like Advance/Decline ratio for Indices (there are many such non-scrip specific data, Does kite.trade provide those non-scrip related data)
3) Does kite.trade provides SELL/BUY side information ? For example if last trade is 200 then its because either buyer bought at market price(in this case its BUY trade) or seller sold at market price(in this case its SELL trade) ... Does kite.trade this BUY/SELL information at tick level ?
1) We relay the data sent by the exchange as-is, so yes, it should be accurate. I just checked the open price for TATSTEEL on the Kite marketwatch (add the instrument, click on the market depth button), and it's 372.20.
But, do note that the frequency of our ticks aren't the same as the exchange. The exchange may relay 5 ticks for the same instrument in the same second, but we may not relay all those 5 ticks (doesn't make sense to try to push everything over the internet), but the latest couple.
2) Not as of now.
3) If you are talking about bids and offers (market depth), yes, each tick packet comes with five levels of market bid/offer data.
3) Kailash I am talking about OderFlow information. For example, if current bif is 400 and ask is 401, then at next tick: i) either Buyer will giveup and buy at 401 => Buy side trade ii) or Seller will giveup and sell at 400 => Sell side trade
So does kite.connect provide this information(BUY or SELL) about every tick.
Ah, you are referring to charts. I'll check why the open value has been approximated. With the Kite Connect, you get streaming data which is accurate.
Yes, that's what I was referring to as 'market depth'. It gives you 5x bids and offers (number, quantity, price) with every tick. Please login to kite.zerodha.com and check the market depth in the market watch.
But, do note that the frequency of our ticks aren't the same as the exchange. The exchange may relay 5 ticks for the same instrument in the same second, but we may not relay all those 5 ticks (doesn't make sense to try to push everything over the internet), but the latest couple.
2) Not as of now.
3) If you are talking about bids and offers (market depth), yes, each tick packet comes with five levels of market bid/offer data.
i) either Buyer will giveup and buy at 401 => Buy side trade
ii) or Seller will giveup and sell at 400 => Sell side trade
So does kite.connect provide this information(BUY or SELL) about every tick.
I hope my 3rd question is clear
Yes, that's what I was referring to as 'market depth'. It gives you 5x bids and offers (number, quantity, price) with every tick. Please login to kite.zerodha.com and check the market depth in the market watch.