Mismatch in websocket tick data

mangeshr
Please check attahched image.
1. In last_trade_time, we can see last trade was on 21st May(timestamp is of 24th May) and price is also same, I think this is because I am fetching data in FULL mode and there might be change in market depth. but there is change in buy_quantity, sell_quantity and volume_traded. If there are not trades and price is same then volume should not change, please correct if I am wrong here.

2. Also this is the one of the top 10 instrument_tokens where I have received most no of ticks last week, does that mean there is only change in market depth but that too in very huge quantity.

3. There is change in Open price, for same day. I am looking at data for 24th May 9.07am. Open price should not change correct?

  • rakeshr
    I am fetching data in FULL mode and there might be change in market depth. but there is change in buy_quantity, sell_quantity and volume_traded. If there are not trades and price is same then volume should not change, please correct if I am wrong here.
    Market depth data we stream is as we receive from the respective exchange. Volume and other quantity fields might have changed, because of the post-market trade session.
    Also this is the one of the top 10 instrument_tokens where I have received most no of ticks last week, does that mean there is only change in market depth but that too in very huge quantity.
    As said above it might be because of the post-market trade session. I will find more on this and update you here.
    There is change in Open price, for same day. I am looking at data for 24th May 9.07am. Open price should not change correct?
    Open price update at 09:07-09:08 AM every trading during the pre-open session. You can go through this thread to know more.
  • mangeshr
    mangeshr edited June 1
    I have one more question :
    I am trying to capture quote details but not getting volume_traded and some other fields. Please find attached image.
    I am using goclient. pls check if there is any issues with go client.

  • rakeshr
    I am trying to capture quote details but not getting volume_traded and some other fields
    Which quote mode are you using full, LTP or ohlc mode?
    Please paste raw response, instead of excel sheet. That will give more clarity.
  • mangeshr
    mangeshr edited June 3
    I am using kiteticker.ModeQuote to set Mode.
    Data I am getting from go client :

    { Mode:quote
    InstrumentToken:424961
    IsTradable:true
    IsIndex:false
    Timestamp:0001-01-01 00:00:00 +0000 UTC
    LastTradeTime:0001-01-01 00:00:00 +0000 UTC
    LastPrice:209
    LastTradedQuantity:4
    TotalBuyQuantity:0
    TotalSellQuantity:0
    VolumeTraded:0
    TotalBuy:0
    TotalSell:0
    AverageTradePrice:0
    OI:0
    OIDayHigh:0
    OIDayLow:0
    NetChange:0
    OHLC:{
    InstrumentToken:0
    Open:210.5
    High:212.45
    Low:208.6
    Close:209
    }
    Depth:{
    Buy:[
    {
    Price:0
    Quantity:0
    Orders:0
    }
    {
    Price:0
    Quantity:0
    Orders:0
    }
    {
    Price:0
    Quantity:0
    Orders:0
    }
    {
    Price:0
    Quantity:0
    Orders:0
    }
    {
    Price:0
    Quantity:0
    Orders:0
    }]
    Sell:[
    {
    Price:0
    Quantity:0
    Orders:0
    }
    {
    Price:0
    Quantity:0
    Orders:0
    }
    {
    Price:0
    Quantity:0
    Orders:0
    }
    {
    Price:0
    Quantity:0
    Orders:0
    }
    {
    Price:0
    Quantity:0
    Orders:0
    }
    ]
    }
    }
  • sujith
    Can you let us know the client library you are using with version details?
    Is there any pattern to reproduce, is it intermittent?
  • rakeshr
    I am trying to capture quote details but not getting volume_traded and some other fields
    Also, we just checked Quote mode WebSocket streaming for the same instrument and total volume and other fields are coming fine.
    {Mode:quote InstrumentToken:424961 IsTradable:true IsIndex:false Timestamp:0001-01-01 00:00:00 +0000 UTC LastTradeTime:0001-01-01 00:00:00 +0000 UTC LastPrice:209.25 LastTradedQuantity:768 TotalBuyQuantity:3644455 TotalSellQuantity:4261555 VolumeTraded:37019011 TotalBuy:0 TotalSell:0 AverageTradePrice:209.44 OI:0 OIDayHigh:0 OIDayLow:0 NetChange:0 OHLC:{InstrumentToken:0 Open:210.75 High:210.75 Low:208.7 Close:209}
  • mangeshr
    I am using github.com/zerodhatech/gokiteconnect/v3 v3.2.1
    I will check if I can find any pattern. I initially thought it was issue for some time but today I faced same issue. above response is captured today. I see many of response with volume traded but some records have empty volume trades
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