I am using stream for only two instruments Nifty and Banknifty Dec futures. I am only getting 40-45 ticks for each symbol(sometimes even close to 35) per minute.
Knowing that Nifty and Banknifty are so highly traded(liquid) instruements I was expecting atleast 60 ticks per minute.
Please confirm on how many avg ticks Kite server dispensing per minute for Nifty/BankNifty current month futures.
Currently streaming going to AWS free tier machine so its highly UNLIKELY to be network speed problem at my program end
@sujith Since NF and BNF are highly followed instruments, will request you to increase frequency of NF and BNF to atleast 2 ticks per sec or 120 ticks per minute(assuming its always > 2 per sec). If possible please offer higher dedicated resources to dispense NF and BNF
Hi @sujith , I am still getting < 50 ticks. Cam u please confirm 1) How many ticks are actually generated per sec for NF/BNF(on NSE server) like 100 per sec or 4-5 per sec (just some number in ballpark) - just for general knowledge 2) How many ticks kite server dispensing(like u might be dispensing 100 ticks per sec and if I am processing 50 ticks per sec then I need to debug at my end). Hence request you give some number in ballpark so that I can debug my program. If kite server itslef dispensing ~50 ticks per minute for Nf and BNF then I am sure that no problem on my end? Hope u understand intention of my question. Its more about debugging on my end if ~60 ticks/sec are already sent by kite server
@sameer 1) The number of generated ticks per second could be many dozens. 2) We dispense one tick per second. That said, I'd like to know what mode you're using. You should get 1 tick per second if you're subscribed using full mode whereas if you're using LTP mode, you'll only receive ticks whenever there is a change in LTP and not when the market depth changes.
Yes Nikhil I am using Quote mode where I am not streaming Market Depth. I am getting around 45-50 ticks per second for NF/BNF.
U said that "dozens of ticks generated per seconds actually" and new tick generated even when there is no trade but just change in ask-bid market depth.
I was more interested in number of trades that take place per sec in NF/BNF on NSE server...Is it 1 or 2 trades per sec or dozens of trades take place(excluding busy hours like market opening/closing times period) per sec in NF/BNF ?
If its 1 or 2 trades per sec then I am sure that I am getting most of trade information ... Can u please confirm that ?
Just tested on very powerful machine with 1) 8 cores 2)10MB network speed and 3)No processing code(just read tick and store in memory) ... I am still getting ~45-50 ticks(and number of ticks exactly matching with number of ticks on AWS free tier machine) per sec for NF and BNF ....
I am definitely not receiving 60 ticks per sec for NF/BNF(as said by u that u r sending 60 ticks per sec-even for QUOTE mode ?) ...Please confirm.
@sameer As I've already very explicitly stated, you receive 1 tick per second at all times if and only if you are subscribed via FULL MODE. To add more clarity to my earlier statement, this is in light of the fact that you are referring specifically to NF and BNF. If there are no changes in any of the fields being streamed, you will not receive a tick for that second. (NF and BNF being highly traded instruments, this is unlikely, though not impossible.) QUOTE MODE does not give you market depth fields (as stated quite clearly in the documentation). So, if you're using said mode, there is no guarantee that you will receive 1 tick per second.
To explain further, this is how this data is streamed:
Consider the LTP to be 1 at the beginning of this second. Now, before the second ends, the LTP may change a 100 times. But, if at the end of this second, if the LTP is back to 1, you will not receive a new tick for the next second. The same holds true for all fields subscribed to. So, you'll get a new tick if any one of the fields subscribed to changes, even if all other fields are the same as at the beginning of this second.
As @sujith has already said, we're considering increasing this frequency in the future, but this is what we're offering our retail clients as of now.
For the level of granularity you seem to be expecting, you'd have to subscribe to tick by tick data from an alternate vendor.
This shouldn't be happening. We will forward this to concerned team and get it fixed.
If possible please offer higher dedicated resources to dispense NF and BNF
We are considering your request for setting up high frequency ticker channel for API clients. It will be done in next major release.
I am still getting < 50 ticks.
Cam u please confirm
1) How many ticks are actually generated per sec for NF/BNF(on NSE server) like 100 per sec or 4-5 per sec (just some number in ballpark) - just for general knowledge
2) How many ticks kite server dispensing(like u might be dispensing 100 ticks per sec and if I am processing 50 ticks per sec then I need to debug at my end). Hence request you give some number in ballpark so that I can debug my program. If kite server itslef dispensing ~50 ticks per minute for Nf and BNF then I am sure that no problem on my end? Hope u understand intention of my question. Its more about debugging on my end if ~60 ticks/sec are already sent by kite server
1) The number of generated ticks per second could be many dozens.
2) We dispense one tick per second. That said, I'd like to know what mode you're using. You should get 1 tick per second if you're subscribed using full mode whereas if you're using LTP mode, you'll only receive ticks whenever there is a change in LTP and not when the market depth changes.
Yes Nikhil I am using Quote mode where I am not streaming Market Depth. I am getting around 45-50 ticks per second for NF/BNF.
U said that "dozens of ticks generated per seconds actually" and new tick generated even when there is no trade but just change in ask-bid market depth.
I was more interested in number of trades that take place per sec in NF/BNF on NSE server...Is it 1 or 2 trades per sec or dozens of trades take place(excluding busy hours like market opening/closing times period) per sec in NF/BNF ?
If its 1 or 2 trades per sec then I am sure that I am getting most of trade information ... Can u please confirm that ?
I am definitely not receiving 60 ticks per sec for NF/BNF(as said by u that u r sending 60 ticks per sec-even for QUOTE mode ?) ...Please confirm.
To explain further, this is how this data is streamed:
Consider the LTP to be 1 at the beginning of this second. Now, before the second ends, the LTP may change a 100 times. But, if at the end of this second, if the LTP is back to 1, you will not receive a new tick for the next second. The same holds true for all fields subscribed to. So, you'll get a new tick if any one of the fields subscribed to changes, even if all other fields are the same as at the beginning of this second.
As @sujith has already said, we're considering increasing this frequency in the future, but this is what we're offering our retail clients as of now.
For the level of granularity you seem to be expecting, you'd have to subscribe to tick by tick data from an alternate vendor.