But that will give me full quotes, right? What if I just want Level 1 data, and ticks according to changes in Level 1 data only? Don't want full market depth, etc. @rakeshr
Maybe I am not clear with the query. What I want is the live stream of the best bid & best offer (and any changes in them) for some specified securities. What I don't want is info about offer/bid number 2 to 5 in the market depth, and any changes in these bids/offers. In quote mode, can I get the info about the top offer and top bid? Because in your link, it is said "Quote. Packet contains several fields excluding market depth (44 bytes)." @rakeshr
I am sorry, but the responses are not helpful at all, at least as far as I understand. If I just want the top bid & top offer (and maybe LTP) and NO OTHER DATA, what exactly do I need to do?
Kite Connect is purely an execution platform. We don't provide solutions for writing strategies. You will have to use full mode and pick first bid and ask from that.
Ok thanks. That is helpful. Although I wasn't looking for any solutions to writing strategies. I thought there will be an option to get just Level 1 data (I believe it excludes the bids/offers numbers 2 to 5). As Nithin mentioned here - https://tradingqna.com/t/data-latency-in-kite-pi-data-level-in-nse-market-depth/4800/2? :
"Like mentioned above, tick by tick data gives you every single tick that happens on the exchange. Level 1 data just the best bid/ask and LTP."
Just curious why we can't just get the Level 1 data that Nithin mentioned! The way he write it made me assume it should be possible and easy!
No, we don't have this mode as of now. We will check on the possibility of this in the future. For now, you need to use Quote mode, and filter out Best/[0] bid and ask from the respective market depth.
Thanks. Finally I got the answer. Please let me know if you can, when you start this mode, which I think can be useful to a lot of market participants.
You will have to use full mode and pick first bid and ask from that.
"Like mentioned above, tick by tick data gives you every single tick that happens on the exchange. Level 1 data just the best bid/ask and LTP."
Just curious why we can't just get the Level 1 data that Nithin mentioned! The way he write it made me assume it should be possible and easy!