Total buy quantity and total sell quantity are the total buy order and sell order quantity pending at the exchange. It doesn't mean those many are executed.
thanks a ton @sujith. I'm still not clear on the answer. let me explain the problem again -
I printed the data via C++ API. here is the snippet of 1 instrument. I get the last trade numbers(lastTradeno - 300, 6, 20 and 19) and get accumulated number of total buy(totalbuyno) and total sell(totalsellno). But i'm not clearly getting the signal if the lastTradeno was buy or it was sell?
quote ************************************ Bytes Type 0 - 4 int32 instrument_token 4 - 8 int32 Last traded price (If mode is ltp, the packet ends here) 8 - 12 int32 Last traded quantity 12 - 16 int32 Average traded price 16 - 20 int32 Volume traded for the day 20 - 24 int32 Total buy quantity 24 - 28 int32 Total sell quantity 28 - 32 int32 Open price of the day 32 - 36 int32 High price of the day 36 - 40 int32 Low price of the day 40 - 44 int32 Close price (If mode is quote, the packet ends here) 44 - 48 int32 Last traded timestamp 48 - 52 int32 Open Interest 52 - 56 int32 Open Interest Day High 56 - 60 int32 Open Interest Day Low 60 - 64 int32 Exchange timestamp 64 - 184 []byte Market depth entries
But i'm not clearly getting the signal if the lastTradeno was buy or it was sell?
A trade happens, when there is buy and sell(one user sells and the other buys the same). So, here last trade number basically means, the number of shares/units of a contract that were traded in the last tick. You can go through this thread to understand more about this.
is it possible to get the total buy order and sell order quantity pending at the exchange via C++ or any other kite API?
I printed the data via C++ API. here is the snippet of 1 instrument. I get the last trade numbers(lastTradeno - 300, 6, 20 and 19) and get accumulated number of total buy(totalbuyno) and total sell(totalsellno). But i'm not clearly getting the signal if the lastTradeno was buy or it was sell?
1 eq:758529 lprice:74.3 lastTradeno:300 totalbuyno:2729793 totalsellno:3865616
1 eq:758529 lprice:74.35 lastTradeno:6 totalbuyno:2729793 totalsellno:3865616
1 eq:758529 lprice:74.35 lastTradeno:20 totalbuyno:2729793 totalsellno:3865616
1 eq:758529 lprice:74.35 lastTradeno:19 totalbuyno:2727063 totalsellno:3868289
websocket
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Tick.mode = (packetSize == 44) ? MODE_QUOTE : MODE_FULL;
Tick.lastPrice = _getNum(packet, 4, 7) / divisor;
Tick.lastTradedQuantity = _getNum(packet, 8, 11);
Tick.averageTradePrice = _getNum(packet, 12, 15) / divisor;
Tick.volumeTraded = _getNum(packet, 16, 19);
Tick.totalBuyQuantity = _getNum(packet, 20, 23);
Tick.totalSellQuantity = _getNum(packet, 24, 27);
Tick.OHLC.open = _getNum(packet, 28, 31) / divisor;
Tick.OHLC.high = _getNum(packet, 32, 35) / divisor;
Tick.OHLC.low = _getNum(packet, 36, 39) / divisor;
Tick.OHLC.close = _getNum(packet, 40, 43) / divisor;
quote
************************************
Bytes Type
0 - 4 int32 instrument_token
4 - 8 int32 Last traded price (If mode is ltp, the packet ends here)
8 - 12 int32 Last traded quantity
12 - 16 int32 Average traded price
16 - 20 int32 Volume traded for the day
20 - 24 int32 Total buy quantity
24 - 28 int32 Total sell quantity
28 - 32 int32 Open price of the day
32 - 36 int32 High price of the day
36 - 40 int32 Low price of the day
40 - 44 int32 Close price (If mode is quote, the packet ends here)
44 - 48 int32 Last traded timestamp
48 - 52 int32 Open Interest
52 - 56 int32 Open Interest Day High
56 - 60 int32 Open Interest Day Low
60 - 64 int32 Exchange timestamp
64 - 184 []byte Market depth entries