Incorrect Open Price provided at market Open

razcads
Hi Team,
I see incorrect open price is provided at market open - MCX, NFO, CDS.
Eg:
Script: TATAELXSI18MAYFUT
When market opens say at 9:15 and I get full quote for the said script after 30 seconds, I receive previous days open price or basically a price is which is incorrect. I see that after some time (don't know when) the correct open price is obtained on quote call.
Say today when i got a quite for the above script i got an open price of 1251.55 whereas the actual open price was 1229.30.
Why this discrepancy? Can you get that corrected or what needs to be done? I noticed this happening for GBPINR18MAYFUT and various other scripts as well.

Thanks
Raz


  • sujith
    sujith edited April 2018
    The source for quote API call is Kite Ticker and it stores the last received tick and it will be replaced only when there is a new tick for that instrument. I would suggest using tick timestamp to check before using it.

    Currency and commodity markets open at 10:00 AM and not at 09:15 AM, hence you will see yesterday's data.
    If an instrument is illiquid then it is possible that you are looking at yesterday's data but you can always check tick timestamp before consuming it.
  • razcads
    @Sujith .. currency opens at 9 am and commodity at 10 am.., comeon I aint that noob :smile: .. the problem is quotes taken very close to open give wrong open price. the kite ticker implementation of providing cached data is worrisome..maybe there ain't much can be done about that. but then u may need to look into makin it as near time as possible sometime in future.

    thanks though .. I will check the timestamps before working with it.
  • sujith
    Yes, you are right my bad currency market indeed starts at 09:00 AM.
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