@dhavalsoni2001 For the first response post WebSocket connection, you will receive tick for all trading instruments, but post that you will receive ticks only for instruments with the change in any WebSocket field.
I subscribe to just one instrument, NIFTY (256265) and have noticed that the socket output skips seconds often, for example it goes from 11:59:59 directly to 12:00:01.
Does this mean that the price at 11:59:59 and 12:00:00 were same? Also this messes with the idea that the last second of a minute is the closing price and the end of the first second of a new minute is the opening price of a 1 min candle. And no I am not running anything inside the tick function. Its straight from the api docs webscoket example.
Does this mean that the price at 11:59:59 and 12:00:00 were same?
Yes
Also this messes with the idea that the last second of a minute is the closing price and the end of the first second of a new minute is the opening price of a 1 min candle.
Close of that minute candle, will be whatever be the price at last seconds candle, irrespective of it being the same for last n seconds. The same follows for the open price of candle as well.
For the first response post WebSocket connection, you will receive tick for all trading instruments, but post that you will receive ticks only for instruments with the change in any WebSocket field.
Does this mean that the price at 11:59:59 and 12:00:00 were same? Also this messes with the idea that the last second of a minute is the closing price and the end of the first second of a new minute is the opening price of a 1 min candle.
And no I am not running anything inside the tick function. Its straight from the api docs webscoket example.