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

damok
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
  • 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
    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
    Websocket API gives you day OHLC value.
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