What is the meaning of orders in 'depth' data stream of web-socket ?

sudheer1990

While parsing 'depth' of SBIN, i got below output

Sell

orders price quantity
0 458752 231.70 1273
1 655360 231.75 5753
2 786432 231.80 7181
3 720896 231.85 4662
4 786432 231.90 15387


Buy

orders price quantity
0 131072 231.65 681
1 393216 231.60 14360
2 524288 231.55 10168
3 458752 231.50 8380
4 327680 231.45 1901



What here order is indicating, ideally it should be number of seller/buyers .....as we see in pi ?

Kailash

It's the number of orders like on Pi / Kite.

sudheer1990

how a numbers of order can be greater than qty......?

orders price quantity
0 131072 231.65 681

Here orders are 131072 and qty is 681.........if i assume 1 order creates 1 qty availability.......this doesn't make sense....

Kailash

@sudheer1990 Are you using the Python client? If you're parsing manually, it may be a parsing mistake.