Hi, We are using web sockets for fetching tick data. We have noticed that we continue receiving tick data after market hours. Please look at following trace. Is this valid data feed? How do we know that market is closed?
16:33:25,990 12372853ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=100, Total Buy=731, Total Sell=0, Day Vol=5791956 16:33:44,522 12391385ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=115, Total Buy=616, Total Sell=0, Day Vol=5792071 16:34:06,481 12413344ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=100, Total Buy=516, Total Sell=0, Day Vol=5792171 16:34:48,476 12455339ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=100, Total Buy=416, Total Sell=0, Day Vol=5792271 16:37:11,415 12598278ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=50, Total Buy=366, Total Sell=0, Day Vol=5792321 16:38:56,934 12703798ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=50, Total Buy=394, Total Sell=0, Day Vol=5792321 16:40:10,736 12777600ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=50, Total Buy=789, Total Sell=0, Day Vol=5792321 16:40:44,980 12811844ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=25, Total Buy=764, Total Sell=0, Day Vol=5792346 16:41:01,720 12828584ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=115, Total Buy=649, Total Sell=0, Day Vol=5792461 16:41:56,098 12882962ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=42, Total Buy=598, Total Sell=0, Day Vol=5792512 16:42:34,778 12921642ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=25, Total Buy=573, Total Sell=0, Day Vol=5792537 16:43:21,153 12968016ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=1, Total Buy=572, Total Sell=0, Day Vol=5792538 16:45:44,750 13111613ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=30, Total Buy=522, Total Sell=0, Day Vol=5792588 16:46:51,179 13178042ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=50, Total Buy=472, Total Sell=0, Day Vol=5792638 16:46:52,242 13179105ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=123, Total Buy=272, Total Sell=0, Day Vol=5792838 16:47:38,155 13225018ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=50, Total Buy=222, Total Sell=0, Day Vol=5792888 16:48:33,251 13280114ms ONGC TickData: Avg Tr Pr =19575,LTP=19495, Open=19590, High=19780, Low=19415, Close=19495, last TR Qty=222, Total Buy=0, Total Sell=785, Day Vol=5793110
Can you let us know instrument token?
i.e. TATAMOTORS,SUNPHARMA,AUROPHARMA,IDBI,IBREALEST etc
Post market settlements happens till 17:00hrs, you will be getting those ticks.