Last Tick Data for a Trading Day

mlearner
1) I am getting last tick data for time period "2020-07-21T15:21:24Z" and no ticks after this on trading day. Checked this for both EQ/F&O instruments.

Is websocket API not publishing data post 15:21? Last 10 minutes are crucial many a times for volatile moves.

{ "_id" : ObjectId("5f16ba9c6315dccfe01f8e4d"), "timestamp" : ISODate("2020-07-21T15:21:24Z"), "last_price" : 1972.7, "oi_day_low" : 0, "volume" : 19007626, "sell_quantity" : 752259, "last_quantity" : 248, "change" : 2.750143236626905, "oi" : 0, "average_price" : 1962.18, "ohlc" : { "high" : 1977, "close" : 1919.9, "open" : 1939, "low" : 1936.5 }, "tradable" : true, "depth" : { "sell" : [ { "price" : 1973.65, "orders" : 3, "quantity" : 225 }, { "price" : 1973.7, "orders" : 1, "quantity" : 167 }, { "price" : 1973.85, "orders" : 7, "quantity" : 1642 }, { "price" : 1973.9, "orders" : 1, "quantity" : 40 }, { "price" : 1974, "orders" : 5, "quantity" : 2802 } ], "buy" : [ { "price" : 1972.8, "orders" : 1, "quantity" : 34 }, { "price" : 1972.75, "orders" : 1, "quantity" : 40 }, { "price" : 1972.5, "orders" : 1, "quantity" : 2 }, { "price" : 1972.45, "orders" : 2, "quantity" : 88 }, { "price" : 1972.15, "orders" : 1, "quantity" : 11 } ] }, "mode" : "full", "last_trade_time" : ISODate("2020-07-21T15:21:24Z"), "buy_quantity" : 500820, "oi_day_high" : 0, "instrument_token" : 738561 }


2) EOD tick or before 9:07 am tick for all instruments show timestamp: "1970-01-01T05:30:00Z". Is this a hard coded value? Can we write our logic assuming non-trading hour tick will always have this timestamp value?

{ "_id" : ObjectId("5f17989f4b7c654c87cbe96a"), "timestamp" : ISODate("1970-01-01T05:30:00Z"), "last_price" : 1971.55, "oi_day_low" : 0, "volume" : 0, "sell_quantity" : 0, "last_quantity" : 5, "change" : 0, "oi" : 0, "average_price" : 0, "ohlc" : { "high" : 1977, "close" : 1971.55, "open" : 1939, "low" : 1936.5 }, "tradable" : true, "depth" : { "sell" : [ { "price" : 0, "orders" : 0, "quantity" : 0 }, { "price" : 0, "orders" : 0, "quantity" : 0 }, { "price" : 0, "orders" : 0, "quantity" : 0 }, { "price" : 0, "orders" : 0, "quantity" : 0 }, { "price" : 0, "orders" : 0, "quantity" : 0 } ], "buy" : [ { "price" : 0, "orders" : 0, "quantity" : 0 }, { "price" : 0, "orders" : 0, "quantity" : 0 }, { "price" : 0, "orders" : 0, "quantity" : 0 }, { "price" : 0, "orders" : 0, "quantity" : 0 }, { "price" : 0, "orders" : 0, "quantity" : 0 } ] }, "mode" : "full", "last_trade_time" : ISODate("2020-07-21T15:59:50Z"), "buy_quantity" : 0, "oi_day_high" : 0, "instrument_token" : 738561 }

Thanks.
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  • sujith
    @mlearner,
    We don't have any hardcoded timings, we just pass on the data whatever we get from the exchange.
    It is very unlikely that there were no ticks post 03:21, I am not sure what could be the reason. It is difficult to conclude anything since there are no logs. We didn't have any issues with Websockets API at our end and there are candles for RELIANCE till 03:29 yesterday.

    1970-01-01T05:30:00Z This is the epoch start time.
  • mlearner
    @sujith - I got all ticks till market closing yesterday. Not sure what went wrong on 21 July. I will update this thread again if I find similar issue.

    Thanks for clarifying about epoch start time.
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