Time & Sales Query

I need Time and Sales Information, I checked Websocket data, the Last Traded Quantity is not same as the data streaming from Time & sales, tried sum of bid and ask quantities that also in vein.

Can anyone share logic for Time and Sales quantity and weather its on bid side or ask side.

Thanks looking forward for discussion
  • ZI4453
    @raaghulr , not sure if you have been update on this..
    Starting from your ISP speed there are lot of factors which decide the data displayed in your charts/API data streaming.. There is no clear cut ways to get exact data of what happens on TBT_our ISP/hardware wont be equipped to handle such a data..
    What we see could be a dead_tick of that instance ,
    That does not mean your brokerage provides you wrong info. Most brokerages provide direct feed(NSE or Data_vendor) to charting and API tools and what you see is what you get .
    Regarding your time and sales quantity you might have to consolidate data from streaming API and make decisions...
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