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High value 0.0 for some FNO weekly expiry options

ramatius
ramatius edited December 2019 in Market data (WebSockets)
Hi,

The websockets is returning 0 values for LTP (and OHLC) for many instruments in the weekly Options expiry. See the attached screenshot.

There are entries like "'high' : 0.0, 'close' : 400.25, 'open' : 0.0, 'low' : 0.0".

How can 'high' be 0.0 when 'close' is 400.25?

How can 'price' and 'average_price' be 0 when 'close' is 400.25?

This is messing up our real time tick database and throwing algos off track.

Either explain how & why this is happening or fix this asap.


Appreciate a quick response.

Regards,
Ramakrishnan S
quantindia.in
Tagged:
  • sujith
    sujith
    Since there are no trades today, it is 0 which is correct right?
  • ramatius
    ramatius
    @sujith

    If there are no trades, why is the tick being sent?

    If there are no trades, why is 'close' 400.25?

    Not only that, look this entry,

    'last_price': 0.0, 'volume': 0, 'sell_quantity': 4875, 'last_quantity': 1000, 'change': -100, 'average_price': 0.0

    (This is there in the screenshot just above the second red line)

    If 'sell_quantity' is 4875, how can 'volume' be 0?

    If something got sold, how can 'average_price' and 'last_price' be 0?
  • sujith
    sujith
    A total sell quantity is a total quantity of all sell pending orders at the exchange.

    There is a close price because it was traded yesterday.
  • ramatius
    ramatius
    @sujith Do you think that covers all the questions raised?
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