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Time is not there in quote mode of websocket

snehalw90
snehalw90 in Python client
Hi, I m trying to building OHLC data with quote packet..I just need the latest price and time stamp. But the quote data is not providing the timestamp but its shown in the documentation.
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  • rakeshr
    rakeshr
    But the quote data is not providing the timestamp but its shown in the documentation.
    No, quote mode won't have timestamp data, only full mode has. The same is explained correctly in the packet structure documentation.
  • snehalw90
    snehalw90
    so would it make sense to use the current PC time stamp for the tick data using LTP mode of websocket? to just get the LTP
  • rakeshr
    rakeshr
    so would it make sense to use the current PC time stamp for the tick data using LTP mode of websocket?
    Yes, you may if you are just concerned about raw OHLC data for that period. Basically, the exchange timestamp represents the timestamp of the received tick packet. There can be a few microseconds difference w.r.t local system timestamp nothing but major for personal consumption.
  • snehalw90
    snehalw90
    Hi Rakesh, i used the websocket with full mode. However, in some of my candles the open or close is a tick behind the live zerodha site...I am getting the tick itslef in the previous timeslot. For eg for 2min candle of 9.17am, the tick at9.17.00 is 690 so its taking 690. but zerodha is showing 689 whihc is the tick of 9.16.59...is this one tick mismatch common?
  • rakeshr
    rakeshr
    You can refer to exchange time stamp field in the tick. The same is being used for candle formation.
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