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In this Discussion
June 2022
prince7
June 2022
sujith
Finding no. Of trades
prince7
June 2022
in
Algorithms and Strategies
Can anyone help me to find out no. of trades executed in a given interval? Can we find it out using tick data anyhow
Tagged:
python
sujith
June 2022
edited June 2022
The market data on Kite Connect is level-2 data. You will need tick by tick data to calculate this. You may use last traded quantity field. You can contact any exchange registered data vendor.
prince7
June 2022
Thanks, Sujit. your comment is really helpful. Just need one more clarification. Can we use market depth to find no of orders executed?
sujith
June 2022
Level-2 data is more like a snapshot data. You can go through
this
thread once.
prince7
June 2022
Thanks,
@sujith
After reading this I understand that it's not possible with snap data.
This discussion has been closed.
