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Tick Granularity

rahulchitale
rahulchitale in General
I am frequently seeing lots of wierd numbers in the depth of market data getting returned from Web sockets.

Now, theorotically, bids & asks can only be in 0.5 increments (ie: the Tick size). Your UI's also seem to validate and ensure that this happens. However, as I can see, the depth of market does frequently contain funny data like this. And just to check, I checked Candles and never seemed to get any non rounded off numbers there.

I hope there is a straight forward explanation for this. Can somebody please clarify ?
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  • sujith
    sujith
    Hi @rahulchitale,
    Is this about KiteConnect websockets?
  • rahulchitale
    rahulchitale
    Hi @sujith ,
    Both the Websockets & Candles API return non-tick rounded off Data.

    Take a look at Unitech. You will see lots of closing entry for *.06/*.07 etc.

    What gives ?

    Regards,
    Rahul
  • Vivek
    Vivek
    @rahulchitale Can you please provide screenshots or log for the UNITECH? I have checked candles api and it seems to be fine(multiple of 0.05)
  • rahulchitale
    rahulchitale edited January 2017
    Check 2016-12-07 minute response from the Candles API as an example (starting epoch 1481082300) for UNITECH NSE.

    Almost every OHLC entry has numbers like 4.XY where Y is not 0 or 5 as should be the case.
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