Tick.lowPrice and Tick.highPrice does not seem to contain the most up to date low and high price. For example for today (2021-05-04) DLF ticks were as below Time - LTP - Tick.highPrice 9:21:58 - 253.05 - 252.9 9:21:59 - 253.6 - 252.9 9:22:00 - 253.8 - 252.9
Although the LTP kept going up, the Tick.highPrice remained at same value.
Please provide some details on how this field is updated.
Please provide some details on how this field is updated.
We stream tick data, as we receive it from the exchange as a quote packet. This shouldn't happen though. Anyhow, we are logging ticks for the whole day for SBIN(779521) to investigate this.
This shouldn't happen though. Anyhow, we are logging ticks for the whole day for SBIN(779521) to investigate this.