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Any one can give the same Tick Data format how we received from BankNifty Live Data API feed

damok
damok in Market data (WebSockets)
Hi Friends

Just wanted to check the data how look like . Any one can give me the Sample Data for the tick like 10 cadles . Taken from live Bank Nifty Data Feed API
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  • damok
    damok edited July 2021
    Any one can give the sample Tick data for bank nifty any of trading session please
  • rakeshr
    rakeshr edited July 2021
    This is full mode websocket feed: 
    [{'tradable': True, 'mode': 'full', 'instrument_token': 13613826, 'last_price': 35042.8, 
    'last_quantity': 25, 'average_price': 34961.24, 'volume': 1739275, 'buy_quantity': 131725,
     'sell_quantity': 143175, 'ohlc': {'open': 34889.0, 'high': 35155.0, 'low': 34731.85, 'close': 35040.9}, 
    'change': 0.005422235159489212, 'last_trade_time': datetime.datetime(2021, 7, 26, 12, 33, 8), 
    'oi': 1549925, 'oi_day_high': 1611550, 'oi_day_low': 1494650, 
    'timestamp': datetime.datetime(2021, 7, 26, 12, 33, 8), 'depth': {'buy': [{'quantity': 25, 
    'price': 35042.8, 'orders': 1}, {'quantity': 25, 'price': 35042.75, 'orders': 1}, 
    {'quantity': 100, 'price': 35042.05, 'orders': 4}, {'quantity': 200, 
    'price': 35042.0, 'orders': 8}, {'quantity': 25, 'price': 35041.95, 'orders': 1}], 
    'sell': [{'quantity': 125, 'price': 35046.3, 'orders': 1}, 
    {'quantity': 50, 'price': 35047.0, 'orders': 1}, {'quantity': 200, 'price': 35048.35, 'orders': 1}, 
    {'quantity': 50, 'price': 35048.4, 'orders': 1}, {'quantity': 50, 'price': 35048.8, 'orders': 1}]}}]
  • damok
    damok
    Thank you rakeshr.. on my websocket response i can see all the OHLC as same open close and
    {'open': 529.75, 'high': 537.75, 'low': 529.7, 'close': 533.6}
    {'open': 529.75, 'high': 537.75, 'low': 529.7, 'close': 533.6}
    {'open': 529.75, 'high': 537.75, 'low': 529.7, 'close': 533.6}

    is that default one day low high ?? or one hour low high
  • sujith
    sujith
    Websocket API gives you day OHLC value.
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