BNF Options Close value refresh

kbkvadivel
Hi Team,

Could you please let me know at what time you ll do refresh of all BNF options (and BNF Index as well) close price for the day? Lets say today is Friday, during market hours if i look at depth values in any of BNF options, close value would be previous day's close value. I just want to know when this close value gets updated with today's close price (i.e Friday's close price). So that i can write algorithm accordingly for my strategy.

Even last_price denotes the last tick of market closing time. Actually I want to get the close price of any BNF options and Index post market hours.
  • sujith
    It will change on Monday morning at 5:00 AM. In general, it will reflect the change on next trading day morning at 5:00 AM
  • kbkvadivel
    Thanks, let me check
  • kbkvadivel
    Hi Sujit,

    Yeah its getting updated post 5:00AM in kite data (Kite web version), but while doing data fetch from kiteconnect API at morning 7.30 AM also, its showing old data for close value. Kindly cross check from your end and revert back please.
  • sujith
    We will check and get back to you.
  • kbkvadivel
    @sujith : any updates please?
  • sujith
    We got the issue. This requires some architectural changes. We will release a patch for this in a week.
  • kbkvadivel
    Thanks, kindly let me know once it got resolved.
  • naz
    @sujith Following up on this thread. Just to clarify, this issue is present with a lot of NSE stocks as well till 9:15 am in the morning. As mentioned in the earlier thread, even during pre-market session (before 9:15 am), quote api's "close" value (in 'ohlc' field) refers to previous to previous day's close value.
    So this needs to be tested across nifty stocks/options while releasing the patch.
    Thanks - look forward.
  • sujith
    It is only one logic, the behavior can be seen for all the instruments. We had done some changes yesterday to update close at 05:00 AM but it seems like the issue still persists. We will release another patch this weekend and hopefully, that should solve this.
  • kbkvadivel
    Thanks Sujit
  • naz
    @sujith
    Can you please confirm that the patch was released this weekend. We need to make changes accordingly in our code.
    Thanks.
  • sujith
    We have deployed the changes. You can check and let us know if you are still facing the issue.
  • naz
    @sujith : can you please confirm that your team did full testing before deployment and after deployment (yesterday and today) ?
    Because, problem still persists even after two patches by tech team. Please do understand we are doing live trading based on assurance from your side that patch has been released.
  • naz
    @sujith Also, can you please request your team to do a testing and post the stocks in which your team got discrepancies between actual close price and close price coming through feed (between 9:00 - 9:15).
    I can post my findings on the same, if required.
  • sujith
    We did check this today morning and we have informed the concerned team to look into this.
  • naz
    Thanks @sujith
    I specifically want to know reasons for below two queries for "NSE:ADANIPOWER":

    1) why a wrong close value was being given in the datafeed today even after the patch deployment yesterday (actual close value of yesterday was 18.45 while datafeed was providing 19.6 which was day before yesterday's close)

    2) why "timestamp" value is always "9:07:07" through quote api before 9:15:00 - it should be the actual timestamp when the data was polled (e.g. 9:13:15 or 9:14:20). I understand that last traded timestamp will always come as "9:07:07" (or whenever pre-market session closed) before 9:15:00 but "timestamp" field should vary.

    Attaching a snapshot at all timestamps between 9:07:00 and 9:15:00 today for NSE:ADANIPOWER for your debugging.

    Column1 average_price buy_quantity depth instrument_token last_price last_quantity last_trade_time net_change ohlc oi oi_day_high oi_day_low sell_quantity timestamp volume open high low close nse_close
    NSE:ADANIPOWER 18.45 87864 {'buy': [{'price': 18.4, 'quantity': 3562, 'orders': 6}, {'price': 18.35, 'quantity': 5512, 'orders': 3}, {'price': 18.3, 'quantity': 1287, 'orders': 4}, {'price': 18.25, 'quantity': 9112, 'orders': 21}, {'price': 18.2, 'quantity': 7077, 'orders': 5}], 'sell': [{'price': 18.45, 'quantity': 31, 'orders': 1}, {'price': 18.5, 'quantity': 1101, 'orders': 5}, {'price': 18.55, 'quantity': 7715, 'orders': 4}, {'price': 18.6, 'quantity': 1225, 'orders': 2}, {'price': 18.65, 'quantity': 3100, 'orders': 2}]} 4451329 18.45 69 6/5/2018 9:07 (1.1) {'open': 18.45, 'high': 18.45, 'low': 18.45, 'close': 19.6} 0 0 0 119937 9:07:07 10012 18.45 18.45 18.45 19.6 18.45


  • sujith
    sujith edited June 2018
    @naz,
    I have asked the concerned team for the explanation. I will let you know about the update.

    We don't append tick timestamp, it is the timestamp which we get from the exchange.
  • naz
    @sujith Any update on this ? and any timeline by which this will be resolved ?

    Thanks for info on timestamp field. I noticed that before 9:07 and after 9:15, timestamps are correct - this should be ok.
  • sujith
    We are working on the revamp of Kite Ticker. We will update here once it is deployed and tested.
  • naz
    @sujith : Any updates on this ??
  • sujith
    There are major changes happening on Kite Ticker. This might take some more time.
  • kbkvadivel
    Hi Team,

    I could see some changes done for this. could you please confirm me is it completely taken care?

    also what time this close value for the day gets updated after market hours for both indexes, stocks, options, futures ?
  • sujith
    We re-sync all the values at 06:45 AM every day.
  • kbkvadivel
    Thanks for the update
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