Regarding Latest Traded Quantity (LTQ)

maravinthkumar
this continuation to the closed thread. https://kite.trade/forum/discussion/336/regarding-latest-traded-quantity-ltq#latest

@soumyadeep and @Shabeershah2002
to get the volume traded dont use the latest traded quantity, it does not give the correct volume traded. It just gives the last traded volume. You have to use the (Current Volume - Previous Volume)
  • soumyadeep
    Well, isnt the latest traded volume the current volume and the previous "latest traded volume", the Previous Volume? Are they not the same things? Correct me from wrong
  • maravinthkumar
    it is the total volume traded till that point and not just tick volume.
  • Shabeershah2002
    i feel calling them by name will make confusion , so lets pick it from the API document ,

    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

    I have used that 16-20 byte "Volume Traded for the day"

    is that what you are pointing that should be used ?
  • sameer
    sameer edited July 2016
    Whats total buy and sell quantity ? Total BID and ASK volume ?
  • Shabeershah2002
    yes sameer, thats correct
    Total Buy = Total BID
    Total Sell = Total ASK / OFFER

    i think i am not wrong on that
  • maravinthkumar
    Yes I am talking about 16-20 byte "Volume Traded for the day" So for every tick I am taking volume as (current volume - prev volume) so that if any tick is missed the volume is not missed.
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