Fetch Live Volume for all the instruments at a time using Python API

Swaroop
Hi,
Could someone help me how to Fetch Live Volume for all the instruments at a time using Python API
Thanks
  • Swaroop
    Hopefully into a table in Python itself
  • rakeshr
    @Swaroop
    You can fetch total volume for every tick from websocket, check the documentation here.
    There is restriction of max 3000 instruments streaming at any instance for one API key from WebSocket, check it here.
    From total volume, you can calculate current tick volume by:
    volume of this tick = volume of this tick - volume of previous tick
Sign In or Register to comment.