Discrepancy in volume data

VijayJoy

Hi,
I am getting different volume data in ticker data and in historical_data api. Can you please confirm on below discrepancy.

Eg (Reliance):

Ticket data :

Date last_price volume
2020-08-04 15:29:32 2158.9 42441961
2020-08-04 15:29:33 2159 42442659
2020-08-04 15:29:34 2158.5 42442659
2020-08-04 15:29:35 2158 42443371
2020-08-04 15:29:36 2158 42444072
2020-08-04 15:29:37 2158 42444796
2020-08-04 15:29:42 2158 42453409
2020-08-04 15:29:53 2159 42464078
2020-08-04 15:29:54 2158 42464078
2020-08-04 15:29:55 2158 42466839
2020-08-04 15:29:56 2158 42467038
2020-08-04 15:29:57 2158 42470932
2020-08-04 15:29:58 2158.5 42471905

historical_data api data (2mins ):

close date high low open volume
2154.35 2020-08-04 15:15:00+05:30 2155.00 2147.10 2147.10 654327
2155.15 2020-08-04 15:17:00+05:30 2156.20 2152.00 2154.00 378411
2158.70 2020-08-04 15:19:00+05:30 2160.00 2154.45 2155.80 455610
2161.95 2020-08-04 15:21:00+05:30 2167.00 2157.65 2158.85 686856
2159.10 2020-08-04 15:23:00+05:30 2162.00 2157.95 2162.00 176707
2159.35 2020-08-04 15:25:00+05:30 2160.95 2157.55 2159.05 149699
2157.30 2020-08-04 15:27:00+05:30 2160.00 2157.30 2159.45 144479
2158.45 2020-08-04 15:29:00+05:30 2159.90 2157.25 2157.80 75828

rakeshr

@VijayJoy
You might not have fetched the last 2minutes data correctly. You can go through this thread.

VijayJoy

Hi, Here there is huge difference in volume. (i.e. not even close)

For your above query :

Below is the api request which i got from logs:

https://api.kite.trade:443 "GET /instruments/historical/738561/2minute?oi=0&continuous=0&from=2020-06-30&to=2020-08-04&interval=2minute&instrument_token=738561 HTTP/1.1" 200 89776

Let me know whats wrong here and tell me correct way.

rakeshr

@VijayJoy

2020-08-04 15:29:58 2158.5 42471905

Are you are using volume field from tick data here?
If yes, that's the total volume of the day, till fetched period.

2020-08-04 15:29:00+05:30 75828

And volume field in historical candle, is volume only the during the specific candle period(here 2minute).
So, you can't compare both the volume data.

VijayJoy

oh ok, then how can i get volume data for a particular period from tick data?

sujith

@VijayJoy,
You can refer to this thread.