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General
In this Discussion
September 2022
kiri
August 2022
SRIJAN
volume = 0 for every ticker in every tick
kiri
August 2022
in
Python client
why so ?
mpin2.PNG
28.4K
SRIJAN
August 2022
Please read the documentation properly:
https://kite.trade/docs/connect/v3/websocket/#quote-packet-structure
The volume is actually the volume traded for the day.
You would have fetched these quotes on a day when these contracts were not traded, hence 0 volume.
kiri
August 2022
edited August 2022
these contracts were traded .. but still volume is zero
u can see that the expiry was 25th and the current date of recording is 22
kiri
August 2022
ss.PNG
26.8K
SRIJAN
August 2022
Exchange timestamp is the timestamp when the tick was sent by the exchange.
It doesn't necessarily mean that there was a trade at that timestamp.
Refer this thread:
https://kite.trade/forum/discussion/comment/40088/#Comment_40088
kiri
August 2022
report.PNG
31.2K
kiri
August 2022
here are all the ticks of nifty future i saved that day .... price changing . oi changing . volume is still 0
SRIJAN
August 2022
edited August 2022
This can't be. If there was any problem with the websocket on that day ,this forum would have been flooded with queries about this issue.
Not only this,the Kite web/app use the same websocket data. If there was an issue,every user of Kite would be asking this.
I also use Kite every day,there was no issue with volumes or any other data on that day.
This means there is some problem in your code, it's not retrieving the volume from the ticks correctly.
kiri
August 2022
i have been encountering this issue since day 1 ..ever since my kite subscription started....didnt need the volume data at first but now i actually the need the volume , so have to sort this out .
kiri
August 2022
ill post the live ticks during market hours so u can verify it
kiri
September 2022
the ticks have volume in them but when i convert them to a dataframe volume column becomes zero
auth.PNG
27.5K
kiri
September 2022
okay got it the column name is volume_traded .... now im getting the volumes
This discussion has been closed.
https://kite.trade/docs/connect/v3/websocket/#quote-packet-structure
The volume is actually the volume traded for the day.
You would have fetched these quotes on a day when these contracts were not traded, hence 0 volume.
u can see that the expiry was 25th and the current date of recording is 22
It doesn't necessarily mean that there was a trade at that timestamp.
Refer this thread:
https://kite.trade/forum/discussion/comment/40088/#Comment_40088
Not only this,the Kite web/app use the same websocket data. If there was an issue,every user of Kite would be asking this.
I also use Kite every day,there was no issue with volumes or any other data on that day.
This means there is some problem in your code, it's not retrieving the volume from the ticks correctly.