i want to calculate delta volume for every tick..... which involves quanity traded at bid/ask .....but what about the scenarios where ltp is between bid/ask or outside
You can't know this with KiteConnect data as this is only level 2 snapshot data.
You will need tick by tick data to know whether trade occured at best bid or best ask.
You can't know this with KiteConnect data as this is only level 2 snapshot data.
You will need tick by tick data to know whether trade occured at best bid or best ask.