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General
In this Discussion
November 2021
rb99
November 2021
sujith
Where can we find the official (mathematical) definitions for the keys in the websocket ticks?
rb99
November 2021
in
Market data (WebSockets)
How is average_price defined? Is it for that snapshot, or average through the day till that point?
Scouting around, I found this code snippet which helps how "
change
" is defined:
https://gist.github.com/ajinasokan/b36d17da1a58af62782978c16bca309a#file-ticker-js-L530
tick.change = (tick.last_price - tick.ohlc.close) * 100 / tick.ohlc.close
Can
buy_quantity
/
sell_quantity
decrease? (would depend on how it is computed)
The definitions
https://kite.trade/docs/connect/v3/websocket/#quote-packet-structure
are a bit confusing since some of the params are clearly snapshots (measured at that instant), and some others are across that day (till that tick). A few are ambiguous.
It would help if is there a place where authoritative info about how it is computed/ calculated, is made available about the definitions.
Tagged:
WebSocket
tick data
average price
sujith
November 2021
You can check out API documentation
here
.
All the params are for the day. It is average traded price of the day. The total buy quantity is the sum of all the buy orders quantity currently pending at the exchange.
rb99
November 2021
Thank you
@sujith
for the clarification. That helps
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All the params are for the day. It is average traded price of the day. The total buy quantity is the sum of all the buy orders quantity currently pending at the exchange.