I subscribed(LTP) for 46 symbols in websocket ,every minute I'm getting around 850 to 900 values for all symbols ie. per minute webscoket returning around 18 times LTP for each symbol (approximately) .
There are times where I'm getting only 160 (max ) records for all symbols in a minute ,in that case webscoket returning only 3 to 4 time LTP for each symbol.
Why there is so much difference in number of LTPs for different minutes ?
What is the minimum number of times LTP should be returned ?
Ticks coming from KiteTicker cannot be measured by number of ticks. Server broadcasts ticks whenever there is change in LTP or even when there is a change in market depth. Number of ticks you get in a minute may vary according to volatility of the scrip you have subscribed for.
Could you please comment on below ?
How many ticks you are getting from websocket for each symbol in a minute?
The number of ticks we receive will vary with number of symbols we subscribed ?
So for instance a full mode will have more ticks in a min coz every change, even a change in bid or ask quantity will generate a tick whereas LTP mode only has a price which is a variable. That means whenever there is a trade on a new price it will give a tick Yup... Also it depends on volatility at @sujith mentioned above. So for instance at time of results we may see a lot of ticks happening on a single ms.
I hope that clears your doubt
It solved few of my doubts and there is one more thing I need to confirm.
As you said will get a new tick on LTP whenever there is a change in the price ,how frequent it is (approximately) ? In my case Im getting LTP for each symbol on average 12 times peer minute, is that ok ?
My worry is because of small delay'(may be a sec or 2 ) in storing data into database or a file am I missing some ticks ?
Which symbols are you referring?
Give a gist of it once.
If you are not doing anything wrong which i presume than frequency depends on 2 things
1. Volatility. In volatile times you get ticks more than average and vice versa
2. Liquidity. A stock like Infy or Reliance will have more ticks in a minute than MRF, BOSCH or low liquid stocks where volumes are tiny.
These are the only 2 logic i think of
Thanks for looking into my queries.
Below are the symbols Im streaming ,Please let me know if you are also getting same number of ticks.
['GAIL', 'BHEL', 'AMBUJACEM', 'SBIN', 'ICICIBANK', 'HINDALCO', 'TATAMOTORS', 'BHARTIARTL', 'BANKBARODA', 'ZEEL', 'TATAMTRDVR', 'HDFC', 'BPCL', 'IDEA', 'AXISBANK', 'NTPC', 'HINDUNILVR', 'INFRATEL', 'COALINDIA', 'ITC', 'YESBANK', 'POWERGRID', 'RELIANCE', 'TATASTEEL', 'SUNPHARMA', 'AUROPHARMA', 'CIPLA', 'ONGC', 'INFY', 'TECHM', 'HCLTECH', 'WIPRO', 'ADANIPORTS', 'IDFC', 'APOLLOTYRE', 'ARVIND', 'RELINFRA', 'RELCAPITAL', 'CANBK', 'SUNTV', 'CAIRN', 'IOC', 'DLF', 'PNB', 'VEDL', 'RECLTD']