Kite Ticker: Ticks missing


While looking at ticks received from Ticker, found that, for a large number of ticks, the difference in Volume traded for the day for a tick and Volume Traded for the day for previous tick does not match the Average traded price for that tick. These should match, right ?

It is observed that
[Volume traded for the day for a tick] - [Volume traded for the day for previous tick] == [Average traded price for that tick]
is not holding for a large number of ticks received.

Please see four attached samples for one minute candle of 12:13 on 2022 Sep 09.
  • sujith
    It is not necessary that they will match. We don't get all the ticks from the exchange. To get all ticks you need a colocation setup at the exchange premises.
    You can know more about it here.
  • vcb
    aha !
    Thanks for the pointer to that question on 'TradingQ&A', Sujith.
    Now that i know the ground realities, i would say the difference in websocket ticks and OHLC figures is quiet negligible, really ! :)
    This discussion may be closed.
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