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No.of ticks received are roughly same for single ticker and multiple ticker.

cherry
cherry in Market data (WebSockets)
Initially I was subscribing to only USDINR20APRFUT and afterwards I started subscribing to (USDINR20APRFUT ,JPYINR20APRFUT , EURINR20APRFUT , GBPINR20APRFUT) the amount of data was roughly the same. But I believe it should have increased significantly as all the tickers are liquid.
Is there any limit on number of ticks fetched in one second across different instruments?
  • sujith
    sujith
    @cherry,
    Data streaming is in bytes, you won't notice the jump in data usage. You can see up to 1 one tick per second for a liquid instrument.
  • cherry
    cherry
    which means I should get more number of ticks?
    by data i mean the tick
  • sujith
    sujith
    You can check out message structure here.
    One message contains data of multiple instruments.
  • cherry
    cherry
    {'tradable': True, 'mode': 'full', 'instrument_token': 55654919, 'last_price': 134.5, 'last_quantity': 3, 'average_price': 0.0, 'volume': 0, 'buy_quantity': 0, 'sell_quantity': 0, 'ohlc': {'open': 134.4, 'high': 135.0, 'low': 133.55, 'close': 134.5}, 'change': 0.0, 'last_trade_time': datetime.datetime(2020, 4, 7, 16, 59, 58), 'oi': 0, 'oi_day_high': 0, 'oi_day_low': 0, 'timestamp': datetime.datetime(2020, 4, 8, 7, 59, 29), 'depth': {'buy': [{'quantity': 0, 'price': 0.0, 'orders': 0}, {'quantity': 0, 'price': 0.0, 'orders': 0}, {'quantity': 0, 'price': 0.0, 'orders': 0}, {'quantity': 0, 'price': 0.0, 'orders': 0}, {'quantity': 0, 'price': 0.0, 'orders': 0}], 'sell': [{'quantity': 0, 'price': 0.0, 'orders': 0}, {'quantity': 0, 'price': 0.0, 'orders': 0}, {'quantity': 0, 'price': 0.0, 'orders': 0}, {'quantity': 0, 'price': 0.0, 'orders': 0}, {'quantity': 0, 'price': 0.0, 'orders': 0}]}}

    This is what I get . It contains data for 1 ticker only.How could I change it to getting multiple tickers data in one msg
  • cherry
    cherry
    Got the issue Thanks alot for your help.
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