I subscribed(LTP) for 46 symbols in websocket ,every minute I'm getting around 850 to 900 values for all symbols ie. per minute webscoket returning around 18 times LTP for each symbol (approximately) .
There are times where I'm getting only 160 (max ) records for all symbols in a minute ,in that case webscoket returning only 3 to 4 time LTP for each symbol.
Why there is so much difference in number of LTPs for different minutes ?
What is the minimum number of times LTP should be returned ?
Ticks coming from KiteTicker cannot be measured by number of ticks. Server broadcasts ticks whenever there is change in LTP or even when there is a change in market depth. Number of ticks you get in a minute may vary according to volatility of the scrip you have subscribed for.
Could you please comment on below ? How many ticks you are getting from websocket for each symbol in a minute? The number of ticks we receive will vary with number of symbols we subscribed ?
How many ticks you are getting from websocket for each symbol in a minute?
The three modes- Full, Quote , LTP. They all have different contents in it. So for instance a full mode will have more ticks in a min coz every change, even a change in bid or ask quantity will generate a tick whereas LTP mode only has a price which is a variable. That means whenever there is a trade on a new price it will give a tick
The number of ticks we receive will vary with number of symbols we subscribed ?
Yup... Also it depends on volatility at @sujith mentioned above. So for instance at time of results we may see a lot of ticks happening on a single ms.
@AnkitDoshi Thanks for the detailed explanation mate .
It solved few of my doubts and there is one more thing I need to confirm.
As you said will get a new tick on LTP whenever there is a change in the price ,how frequent it is (approximately) ? In my case Im getting LTP for each symbol on average 12 times peer minute, is that ok ?
My worry is because of small delay'(may be a sec or 2 ) in storing data into database or a file am I missing some ticks ?
As you said will get a new tick on LTP whenever there is a change in the price ,how frequent it is (approximately) ? In my case Im getting LTP for each symbol on average 12 times peer minute, is that ok ?
It is completely okay. Which symbols are you referring? Give a gist of it once.
If you are not doing anything wrong which i presume than frequency depends on 2 things 1. Volatility. In volatile times you get ticks more than average and vice versa 2. Liquidity. A stock like Infy or Reliance will have more ticks in a minute than MRF, BOSCH or low liquid stocks where volumes are tiny.
Ticks coming from KiteTicker cannot be measured by number of ticks. Server broadcasts ticks whenever there is change in LTP or even when there is a change in market depth. Number of ticks you get in a minute may vary according to volatility of the scrip you have subscribed for.
Could you please comment on below ?
How many ticks you are getting from websocket for each symbol in a minute?
The number of ticks we receive will vary with number of symbols we subscribed ?
Regards,
Naveen
So for instance a full mode will have more ticks in a min coz every change, even a change in bid or ask quantity will generate a tick whereas LTP mode only has a price which is a variable. That means whenever there is a trade on a new price it will give a tick Yup... Also it depends on volatility at @sujith mentioned above. So for instance at time of results we may see a lot of ticks happening on a single ms.
I hope that clears your doubt
It solved few of my doubts and there is one more thing I need to confirm.
As you said will get a new tick on LTP whenever there is a change in the price ,how frequent it is (approximately) ? In my case Im getting LTP for each symbol on average 12 times peer minute, is that ok ?
My worry is because of small delay'(may be a sec or 2 ) in storing data into database or a file am I missing some ticks ?
Regards,
Naveen
Which symbols are you referring?
Give a gist of it once.
If you are not doing anything wrong which i presume than frequency depends on 2 things
1. Volatility. In volatile times you get ticks more than average and vice versa
2. Liquidity. A stock like Infy or Reliance will have more ticks in a minute than MRF, BOSCH or low liquid stocks where volumes are tiny.
These are the only 2 logic i think of
Thanks for looking into my queries.
Below are the symbols Im streaming ,Please let me know if you are also getting same number of ticks.
['GAIL', 'BHEL', 'AMBUJACEM', 'SBIN', 'ICICIBANK', 'HINDALCO', 'TATAMOTORS', 'BHARTIARTL', 'BANKBARODA', 'ZEEL', 'TATAMTRDVR', 'HDFC', 'BPCL', 'IDEA', 'AXISBANK', 'NTPC', 'HINDUNILVR', 'INFRATEL', 'COALINDIA', 'ITC', 'YESBANK', 'POWERGRID', 'RELIANCE', 'TATASTEEL', 'SUNPHARMA', 'AUROPHARMA', 'CIPLA', 'ONGC', 'INFY', 'TECHM', 'HCLTECH', 'WIPRO', 'ADANIPORTS', 'IDFC', 'APOLLOTYRE', 'ARVIND', 'RELINFRA', 'RELCAPITAL', 'CANBK', 'SUNTV', 'CAIRN', 'IOC', 'DLF', 'PNB', 'VEDL', 'RECLTD']
Regards,
Naveen