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.Net API client
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Market data (WebSockets)
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When do we get the first quote of the day?
I'm using the quote api and need the last trade time from the quote.
When is the first quote available which would give me the last trade time of today's session? (assuming the instrument is traded today)
I would rather use the websocket for this but need to subscribe with 'full' mode but I don't want all those depth items.
It is not necessary that an instrument is traded in the pre-market session or after the market opens. It can be of any time, you just need to make sure that the date is of today.
Yes. I'm aware of this
To be more specific, my requirement is to
1) stamp every instrument with the last trade time, to ensure it is being traded today, and
2)to update the circuit limits for the day,
at the beginning of the market session.
How would you suggest I should go about it?
If an instrument is highly liquid then there will be one tick in the pre-market session at around 09:07 AM or 09:08 AM.
Even after the market opens, some instruments might be traded at 09:15 AM or 09:18 AM, or 09:20 AM or it might see liquidity starting later during the market as well.
You can maybe record the data at 09:15 once and then later again.
Ok. Is there any chance the last trade time is streamed through ticks in the 'quote' mode?
The documentation suggests it is available.
Nope, it currently not available in quote mode. It is only available in full mode.
. Thanks for the guidance. You may close this thread.