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In this Discussion
December 2019
ramatius
December 2019
sujith
High value 0.0 for some FNO weekly expiry options
ramatius
December 2019
edited December 2019
in
Market data (WebSockets)
Hi,
The websockets is returning 0 values for LTP (and OHLC) for many instruments in the weekly Options expiry. See the attached screenshot.
There are entries like "'high' : 0.0, 'close' : 400.25, 'open' : 0.0, 'low' : 0.0".
How can 'high' be 0.0 when 'close' is 400.25?
How can 'price' and 'average_price' be 0 when 'close' is 400.25?
This is messing up our real time tick database and throwing algos off track.
Either explain how & why this is happening or fix this asap.
Appreciate a quick response.
Regards,
Ramakrishnan S
quantindia.in
Tagged:
retrieve multiple LTP
tick data
OHLC
ltp_issue.png
161.3K
sujith
December 2019
Since there are no trades today, it is 0 which is correct right?
ramatius
December 2019
@sujith
If there are no trades, why is the tick being sent?
If there are no trades, why is 'close' 400.25?
Not only that, look this entry,
'last_price': 0.0, 'volume': 0, 'sell_quantity': 4875, 'last_quantity': 1000, 'change': -100, 'average_price': 0.0
(This is there in the screenshot just above the second red line)
If 'sell_quantity' is 4875, how can 'volume' be 0?
If something got sold, how can 'average_price' and 'last_price' be 0?
sujith
December 2019
A total sell quantity is a total quantity of all sell pending orders at the exchange.
There is a close price because it was traded yesterday.
ramatius
December 2019
@sujith
Do you think that covers all the questions raised?
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to comment.
If there are no trades, why is the tick being sent?
If there are no trades, why is 'close' 400.25?
Not only that, look this entry,
'last_price': 0.0, 'volume': 0, 'sell_quantity': 4875, 'last_quantity': 1000, 'change': -100, 'average_price': 0.0
(This is there in the screenshot just above the second red line)
If 'sell_quantity' is 4875, how can 'volume' be 0?
If something got sold, how can 'average_price' and 'last_price' be 0?
There is a close price because it was traded yesterday.