Tick frequency Details

ANL
ANL edited February 2024 in Python client
Hello,
@sujith @rakeshr
I would like to confirm that the frequency of ticks has increased. Currently, I am getting 2 ticks to 3 ticks (sometimes) per second, with 2 ticks getting regularly.

1. Before, we used to receive only 1 tick or a maximum of 2 ticks. Is there any internal or external reason for these fluctuations? Do we consider this an abnormality or are there more trades happening during this time?

2. first tick [2024-02-26 09:18:04,246] INFO: [{'tradable': True, 'mode': 'full', 'instrument_token': XXX 'exchange_timestamp': datetime.datetime(2024, 2, 26, 9, 18, 04)

second tick [2024-02-26 09:18:04,657] INFO: [{'tradable': True, 'mode': 'full', 'instrument_token': XXX 'exchange_timestamp': datetime.datetime(2024, 2, 26, 9, 18, 04)
The first tick log shows that the tick time is 09:18:04:246 but the exchange traded time is not showing milliseconds. At which time can we consider the exact time tick arrived: 09:18:04:246 or 09:18:04 ? Why is the exchange not including milliseconds?

4. Are there any points to consider in milliseconds if we get multiple ticks in one second? or The first tick log shows that the tick time is 09:18:04:246 but the exchange traded time is not showing milliseconds. At which time can we consider the exact time tick arrived: 09:18:04:246 or 09:18:04
5. Are there any points to consider in milliseconds if we get multiple ticks in one second? or consider multiple ticks in one second without including milliseconds?
Sign In or Register to comment.