Get last market depth after market is closed?

Many times, I am interested in knowing the last stock quote (like bid/ask spread) and similar data. But it seems to be cleared sometime after the market closes, and API instead returns 0.

Is it possible to get the last value at the time of market close?
  • rakeshr
    Maybe you can make the time-based full market Quote request around market close and store at your end.
  • VarunAgw
    @rakeshr That's not a good solution. I would prefer if Zerodha don't expect me to create a database and host it on my end. Isn't that the job of an API?

    Can you fix it instead?
  • sujith
    I am afraid we can't do anything here. We don't store ticks or do any kind of processing on the ticks.
    We just relay the live market data as and when it is received from the exchange and store one tick that is received for serving a fresh subscription.
    Kite Connect is purely an execution platform, we don't intend to provide solutions for writing strategies.
  • VarunAgw
    Ah. So Zerodha is not the one who is flushing the market depth. It's the exchange who do that after market closing?
  • sujith
    We don't do any processing. We just relay whatever we get from the exchange.
  • VarunAgw
    Understood. Can't blame you then.
This discussion has been closed.