websocket tick data day Open price differance with NSE Day open price

vaibhavgandhi
we are comparing kite open price data with NSE data, example date 7/5/2020 Symbol : Bajaj Auto : 9:15:00 : price = 2469.95 where NSE : Bajaj Auto : 9:15:00 : price = 2,470.00 https://www.nseindia.com/get-quotes/equity?symbol=BAJAJ-AUTO I am comparing data with tick data price with time provided by tick data , so it is not any delay from fetching , tick time at time of tick price on open market have slightly different prices . Please describe reasons for it
Tagged:
  • Sree
    Hi, @vaibhavgandhi day's open updates at 9.08 and minute candle's open at 9.15 with first LTP tick for EQ, are you referring to day's open or minute candles open?
  • jinalpatelcsoft
    I am checking tick price with tick time provided with data , it is same as mentioned
    Bajaj Auto : 9:15:00 : price = 2469.95 where NSE OPEN : Bajaj Auto : 9:15:00 : price = 2,470.00


  • vaibhavgandhi
    I am checking tick price with tick time provided with data , it is same as mentioned
    Bajaj Auto : 9:15:00 : price = 2469.95 where NSE OPEN : Bajaj Auto : 9:15:00 : price = 2,470.00
  • sujith
    You can refer to this thread.
  • vaibhavgandhi
    I believe that answer is good for candle data , but open of day should be the same as first price on start market ?
  • sujith
    Are you referring to LTP of the first tick or open of the first tick?
  • vaibhavgandhi
    LTP of first tick , which comes , as last price and timestamp , where it was time 9:15:00 and price as I mentioned
  • rakeshr
    @vaibhavgandhi
    You seem to be confused between the open price and the first tick data(which comes at 9:15:01).
    Both are not the same, the open price of the day is updated at 9:08(upon trade match) and regular tick starts at 09:15 along with candle formation.
    And, if you mean to say Open price on Nse and our WebSocket streaming LTP data of 09:15:01(first tick) is not matching, then answer is it won't match as both values of a different time(i.e open 09:08(first trade match) and first tick LTP is of 09:15(regular market).
    If you have to compare then, you need to compare open price with open price, not open price with LTP(09:15:01).
    Also, the Nse website data is not updated in real-time. You should never compare our live streaming data with the same in real-time.
  • vaibhavgandhi
    currently I am using websocket for tick data , in python , which I can use for getting open price
  • sujith
    You need to look for an open price field in the tick data.
Sign In or Register to comment.