1] Is it possible to retrieve "Lost ticks" (Not 1min LTPs) of current day's Futures or Options before 3:30pm. How? 2] Is it possible to get "ticks" (Not 1min LTPs) of previous day's NFO. Any KiteConnect API? 3] Assuming an efficient coding; how may ticks can be received per second? Any approx. rate? 4] Is it possible to find a huge spike between two adjacent 1min LTP values regardless of scrip's volatility? Please kindly look for attachment what I actually mean! What about two adjacent ticks received out of the millions actually on NSE server. Any probability?
Request to clarify as it will take a big leap ahead for me!!