Is there some issue with tickdata? There are too many ticks coming in.

MAG
@sujith

Usually I get about 40-50K ticks for an entire day. Right now its not even 1 hour since market open and the tick counter already reads as 47K.
Usually its 2-4 ticks per second max. But 47K ticks in 37 minutes means about 20 ticks per second.
Btw JFYI, I am subscribed to the same 6 instruments that I have been subscribing to for the last 1 week. So there is no change from my end.

Asking because compared to the normal processing that is done at my end, this is like trying to drink from a firehose.
  • sujith
    @MAG,
    We haven't done any changes at our end.
  • MAG
    Ok.
    But aside from why or how this is happening, the very fact that I am receiving 15-20+ ticks per second is unusual right? Or would this happen under certain circumstances?
  • ZI4453
    @MAG, As per my understanding if those 6 instruments are traded(more) by Retailers then number of ticks will obviously increase .Please check the Hour wise volume comparison for the day with previous days .. i am sure you will find huge difference between Qty Vs Trades Ratio.. Higher the Ratio its likely to be picked up by Retailers instead of Algo's.
    Algo's do at least 40-60% of entire trading in market hours ...
  • MAG
    Hmm I guess this is not true. Because we do not receive all ticks. What we receive is generally an aggregate. If we were to receive full ticks then what you said would be true. But then if it was true, the bandwidth requirements would go through the roof at both ends.
    Sujith or someone from Zerodha team can clarify the same.
  • ZI4453
    @MAG , Thanks for sharing your views. Lets wait for Z team's reply .
  • sujith
    @MAG,
    Can you let us know a couple of instrument tokens for which you are tracking?
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