Hello, There seems to be a bug in your OI data from kite.quote(). For example, if you take BEL23JUL147PE (instrument code: 14262530), this does not have any liquidity at all. But when i call kite.quote(14262530), it gives me the data which contains OI as 12750 which is doesnt corelate with the lot size (5700). I am trying to calculate the total oi for the BEL and this wrong data gives me wrong picture. here BEL is just an example, but there are lot of scenarios like this. Kindly fix this in urgent basis. Here is the data which i got : {'14262530': {'instrument_token': 14262530, 'timestamp': datetime.datetime(2023, 7, 13, 12, 55, 45), 'last_trade_time': datetime.datetime(2023, 4, 27, 14, 21, 2), 'last_price': 0, 'last_quantity': 250, 'buy_quantity': 250800, 'sell_quantity': 245100, 'volume': 0, 'average_price': 0, 'oi': 12750, 'oi_day_high': 0, 'oi_day_low': 0, 'net_change': 0, 'lower_circuit_limit': 9.7, 'upper_circuit_limit': 28.4, 'ohlc': {'open': 0, 'high': 0, 'low': 0, 'close': 36.6}, 'depth': {'buy': [{'price': 19.2, 'quantity': 5700, 'orders': 1}, {'price': 19.15, 'quantity': 17100, 'orders': 1}, {'price': 16.6, 'quantity': 228000, 'orders': 1}, {'price': 0, 'quantity': 0, 'orders': 0}, {'price': 0, 'quantity': 0, 'orders': 0}], 'sell': [{'price': 20.3, 'quantity': 17100, 'orders': 1}, {'price': 21.75, 'quantity': 228000, 'orders': 1}, {'price': 0, 'quantity': 0, 'orders': 0}, {'price': 0, 'quantity': 0, 'orders': 0}, {'price': 0, 'quantity': 0, 'orders': 0}]}}}
Kite Ticker saves the last tick it received so that it can serve user a cached data whenever user subscribes for a tick. If you check the last traded timestamp, it clearly says the date is 27th of April. Please note, we just relay ticks that we receive from the exchange, we don't modify or do any changes on that.
The exchange feeds itself has some discrepancy, it is better to calculate at your end if you are not using our client library. You may refer to this thread to know more.
Please note, we just relay ticks that we receive from the exchange, we don't modify or do any changes on that.
is net_change not updated for futures or options instruments?
it is seen as 0 only for mcx futures today.