Downloading Option data with API lags 6 second behind and that effect CE and PE price

Please help me out. how to decrease bank nifty option data response time, As per my strategy I need to download both CE and PE option data and then want to place order but when order got placed there come the price difference in both.
Example - Downloaded banknifty options CE price is 100 and when I placed the order price changes to103 or to control it (As want exact price to be executed).
Please help me out here, your any suggestion will help Alot.

  • rakeshr
    Downloading Option data with API lags
    From which API are you downloading this option data? Historical data APIs, Quote APIs. For live streaming feeds you might consider using Websocket streaming.
    lags 6 second behind and that effect CE and PE price
    Can you let us know more about this? How did you derived 6 second lag difference? Previous tick data as source, etc.
    PS: Kite is not meant for a time-based strategy/ any sort of HFT
  • ravi7009
    Step 1 : strikeprice and ltp downloading for approx 12 options using kite connect 3 (4 to 5 seconds)
    Step 2 : Applying maths formula (miliseconds)
    Step 3 : Placing an order (miliseconds)
  • sujith
    You can use Websockets API for fetching live market data.
  • mukesh_Chaudhary
    Even Websocket API lags. there is atleast one sec delay when order executed from google cloud in india.

    Check my own algorithm working live but lag reduced the profit.
Sign In or Register to comment.