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In this Discussion
June 2018
nithin
June 2018
sujith
June 2018
rayi
Time&Sales data
rayi
June 2018
in
Market data (WebSockets)
Hi,
In Ami Broker there is a time and sales window which gives all the transactions that has happened/is happening in real time.I know it is not provided by Kite.
Why is such a data not provided by Kite?
Tagged:
market data
rayi
June 2018
@sujith
your viewpoint?
sujith
June 2018
Kite Connect is purely an execution platform. We don't provide any kind of support or solution for writing strategies.
rayi
June 2018
how is time and sales related to strategy? T&S is just another indicator to understand the market.
@sujith
that is a very lame explanation.
nithin
June 2018
@rayi
are you referring to this:
https://www.amibroker.com/guide/w_timesales.html
. The data you get via Kite is a 1 second snapshot data, it is not tick by tick data. Looks like this time and sales window requires tick by tick data feed. You would have to reach out to one of the exchange data vendors who offer this (tick by tick can cost you quite a bit). Check this :
https://www.nseindia.com/supra_global/content/dotex/data_products.htm
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@sujith that is a very lame explanation.