Hi, Currently the market depth shows only 5 best bid and prices. To elaborate it gives bids and asks nearing to the currently traded price.Is there any way I can get the bid and ask on a price which is not at all near to the currently trading price?
5 is the maximum depth available to broking clients in India.
However, as luck would have it, there's something we're doing in this regard (and this process started literally last week). Can't commit to a timeline yet.
Recentely I requested for OrderFlow info in streaming. You dismissed it by saying u don't build any strategy. BTW Its not strategy. But still anybody can build Ordeflow but (s)he will need more tick info(like if 10 ticks happening in one sec then to build OrderFlow, one needs all 10 ticks).
Since Kite team is putting so much efforts in giving fast platform and more depths, I will request u to give some attention to this:
1) Either give all ticks(like if 10 ticks happening in one sec then give all 10 ticks in streaming)-which u had said not possible few months back
OR
2) Somehow create summary of all N ticks on occuring in one sec on your fast server and give one point summary about all N ticks of that sec in streaming/candle API - so that user can build there own OrderFlow charts
With current tick info dispensed by Kite Server, its not possible to build OrderFlow at our end as creating OrderFlow charts require ALL TICK's information
1. To receive all ticks, you have to be on the exchange colocation. The infra + colo fees starts at around Rs 18lk per annum minimum. If you are interested, send an email to [email protected], I will get someone to call you back on this. If you are on the exchange colo, you can't use Kite connect API's, you will have to use our colo vendor TR (Reuters) API. 2. It is impossible to stream all ticks via internet, potentially could be lakhs of ticks every second. 3. Kite servers are not on exchange colo, so not possible to collate all ticks and stream. 4. There are no data vendors in India also who give TBT data.
We are going to give a shot at making a higher market depth and streaming for now. TBT, I don't think will be possible, atleast for now.
Exactely @nithin as I mentioned in my previous post, its not possible to send all ticks in streaming and hence mentioned if its possible to create summary of ticks in kite server and sent tick summary at periodic intervals(like 1 sec or even 1 minute) in streaming/candle API. I really don't need tick data, just tick summary so that users can create OrderFlow charts on their end. But I got your point-3.
Need little more info on the ticks In one of the threads, it was mentioned that when the values offered in a mode changes , a tick is sent (https://kite.trade/forum/discussion/998/are-the-3-different-modes-in-websockets-triggered-at-different-frequencies#latest). But based on the above discussion, it doesn't look like that . Can you clarify in full mode, whether the ticks are sent for any change in the parameters ? or is there any limit ? Basically what is the trigger to sent a tick data ? Basically, want to understand if a tick will be sent for a symbol if a trade happens irrespective of whether the LTP changes or not ? (in full or quote mode)
@shaj, As mentioned in that thread, we send tick once value of any param changes for a subscribed token. This discussion is about level 3 tick data. For more info check out this.
@sujith my below question caters to level 2 (current implementation ). Is there any aggregation of ticks that happens at zerodha end once the tick is received from exchange?
Exchange publishes tick->Zerodha aggregates it-> Kite Client receives it -Is this the model?
Intent is to understand the flow of tick from generation to consumption.
@gully, Flow happens something like this, Exchange publishes tick->Zerodha receives and publishes it->Kite Connect client receives. We don't do any aggregation.
We are still waiting for approvals. If it gets approved, there is a huge process to set it up. It involves several things to be done from setting up infrastructure to implementation in the front end. We will announce on the forum once it is available.
However, as luck would have it, there's something we're doing in this regard (and this process started literally last week). Can't commit to a timeline yet.
We are still waiting for exchange to lay leased lines for us.
Recentely I requested for OrderFlow info in streaming. You dismissed it by saying u don't build any strategy. BTW Its not strategy. But still anybody can build Ordeflow but (s)he will need more tick info(like if 10 ticks happening in one sec then to build OrderFlow, one needs all 10 ticks).
Since Kite team is putting so much efforts in giving fast platform and more depths, I will request u to give some attention to this:
1) Either give all ticks(like if 10 ticks happening in one sec then give all 10 ticks in streaming)-which u had said not possible few months back
OR
2) Somehow create summary of all N ticks on occuring in one sec on your fast server and give one point summary about all N ticks of that sec in streaming/candle API - so that user can build there own OrderFlow charts
Regards
Sameer
1. To receive all ticks, you have to be on the exchange colocation. The infra + colo fees starts at around Rs 18lk per annum minimum. If you are interested, send an email to [email protected], I will get someone to call you back on this. If you are on the exchange colo, you can't use Kite connect API's, you will have to use our colo vendor TR (Reuters) API.
2. It is impossible to stream all ticks via internet, potentially could be lakhs of ticks every second.
3. Kite servers are not on exchange colo, so not possible to collate all ticks and stream.
4. There are no data vendors in India also who give TBT data.
We are going to give a shot at making a higher market depth and streaming for now. TBT, I don't think will be possible, atleast for now.
But I got your point-3.
In one of the threads, it was mentioned that when the values offered in a mode changes , a tick is sent (https://kite.trade/forum/discussion/998/are-the-3-different-modes-in-websockets-triggered-at-different-frequencies#latest).
But based on the above discussion, it doesn't look like that .
Can you clarify in full mode, whether the ticks are sent for any change in the parameters ? or is there any limit ? Basically what is the trigger to sent a tick data ?
Basically, want to understand if a tick will be sent for a symbol if a trade happens irrespective of whether the LTP changes or not ? (in full or quote mode)
As mentioned in that thread, we send tick once value of any param changes for a subscribed token.
This discussion is about level 3 tick data. For more info check out this.
Exchange publishes tick->Zerodha aggregates it-> Kite Client receives it -Is this the model?
Intent is to understand the flow of tick from generation to consumption.
Flow happens something like this,
Exchange publishes tick->Zerodha receives and publishes it->Kite Connect client receives.
We don't do any aggregation.
It is not browser specific, please go through this thread to know why it is different on all platforms.
We are waiting for approvals.
We will announce on the forum once it is available.
@sujith @gully
check this link https://truedata.in/blog/levels-real-time-data-nse-bse-mcx/