I did give a search if this has been asked before in this forum, but I could not locate a this topic was discussed earlier, hence this topic.
Could you create and provide tickers (Three tickers) which gives data for TICK, TRIN and ADS. What are these in summary:
1. TICK - Shows the number of stocks trading on an uptick minus the number of stocks trading on a downtick, on an exchange level 2. TRIN - calculated by dividing the advances-to-declines spread by the volume of advances to declines, calculated on exchange level 3. AD - We all know this - This is Advance, decline, you could also add "same" along with advances, declines, again calculated on exchange level.
Other popular market indicator is the VIX, which is provided by the NSE itself, which we can use.
At the user level, we cannot calculate these, as we need tick by tick data for all the stocks traded on the exchange level (which we do not have), as you do have each and every tick data and save them, it would be + if you could plan to provide these, which would help traders. In the west, this is provided by the brokers, like Interactive Brokers provide these at the exchange level for each exchanges.
This is provided like an index level data (like other Indices we have, but created by the broker), this need not be an API ticker, but could be added in Kite web too if this is provided.
We pass on whatever tick data we get on the Websockets API. You can dump these ticks at your end and do the calculations.
PS: We don't store tick data.