is it possible to see number of buyers and sellers in each tick that we get from web socket ?
i want to understand Total buy quantity, Total sell quantity fields in the tick data.. is it the total buy, sell qty for the day so far or is it the qty for that tick ?
can i assume that amount of buying , selling happens at market price in that tick ?
can you please confirm all the fields that we get in a tick and how we can use it ?
Relying on 'total buy/sell quantity' is more dangerous than jumping from a cliff hoping to land on a bird's nest. That field is the most easily manipulated by market makers.
I am not saying it's Zerodha's fault. But it sure is frustrating.