Documentation says that ticks data, when subscribed for full quote, contain market "depth" information. But when I subscribed using websocket, "depth" information is missing. How to get the depth information?
Kite Ticker caches the last received tick data from the exchange. Post market, there are ticks sent with empty depth data. Hence it serves the empty depth to the users. You can try it in market hours.
Hi Sujith, I found the mistake. I was subscribing for MODE_QUOTE while I should have subscribed for MODE_FULL. By changing this mode, I started getting the depth information. Appreciate your time . Information about modes is at: https://kite.trade/docs/connect/v3/websocket/#modes
def on_connect:
ws.subscribe(tokens)
# Set 'full` mode.
ws.set_mode(ws.MODE_QUOTE, tokens)
'depth' itself is missing from the data structure.
I found the mistake. I was subscribing for MODE_QUOTE while I should have subscribed for MODE_FULL. By changing this mode, I started getting the depth information.
Appreciate your time
Information about modes is at: https://kite.trade/docs/connect/v3/websocket/#modes