Hi, Please help me out. how to decrease bank nifty option data response time, As per my strategy I need to download both CE and PE option data and then want to place order but when order got placed there come the price difference in both. Example - Downloaded banknifty options CE price is 100 and when I placed the order price changes to103 or 104...how to control it (As want exact price to be executed). Please help me out here, your any suggestion will help Alot.
From which API are you downloading this option data? Historical data APIs, Quote APIs. For live streaming feeds you might consider using Websocket streaming.
lags 6 second behind and that effect CE and PE price
Can you let us know more about this? How did you derived 6 second lag difference? Previous tick data as source, etc. PS: Kite is not meant for a time-based strategy/ any sort of HFT
Step 1 : strikeprice and ltp downloading for approx 12 options using kite connect 3 (4 to 5 seconds) Step 2 : Applying maths formula (miliseconds) Step 3 : Placing an order (miliseconds)
PS: Kite is not meant for a time-based strategy/ any sort of HFT
Step 2 : Applying maths formula (miliseconds)
Step 3 : Placing an order (miliseconds)
You can use Websockets API for fetching live market data.
Check my own algorithm working live but lag reduced the profit.