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Confusion with time and ticks information

thejadasari
thejadasari in Market data (WebSockets)


[
{
tradable: true,
mode: 'full',
instrument_token: 11507970,
last_price: 358.75,
last_traded_quantity: 150,
average_traded_price: 346.69,
volume_traded: 1396125,
total_buy_quantity: 191700,
total_sell_quantity: 61125,
ohlc: { open: 347, high: 372.35, low: 319.8, close: 318.4 },
change: 12.672738693467345,
last_trade_time: 2025-02-05T05:02:27.000Z,
exchange_timestamp: 2025-02-05T05:02:27.000Z,
oi: 1415775,
oi_day_high: 1574325,
oi_day_low: 1415775,
depth: { buy: [Array], sell: [Array] }
}
]
Ticks [
{
tradable: true,
mode: 'full',
instrument_token: 11507970,
last_price: 358.75,
last_traded_quantity: 150,
average_traded_price: 346.69,
volume_traded: 1396125,
total_buy_quantity: 192450,
total_sell_quantity: 61050,
ohlc: { open: 347, high: 372.35, low: 319.8, close: 318.4 },
change: 12.672738693467345,
last_trade_time: 2025-02-05T05:02:27.000Z,
exchange_timestamp: 2025-02-05T05:02:28.000Z,
oi: 1415775,
oi_day_high: 1574325,
oi_day_low: 1415775,
depth: { buy: [Array], sell: [Array] }
}
]
Ticks [
{
tradable: true,
mode: 'full',
instrument_token: 11507970,
last_price: 358,
last_traded_quantity: 75,
average_traded_price: 346.69,
volume_traded: 1396125,
total_buy_quantity: 192450,
total_sell_quantity: 61050,
ohlc: { open: 347, high: 372.35, low: 319.8, close: 318.4 },
change: 12.43718592964825,
last_trade_time: 2025-02-05T05:02:27.000Z,
exchange_timestamp: 2025-02-05T05:02:28.000Z,
oi: 1415775,
oi_day_high: 1574325,
oi_day_low: 1415775,
depth: { buy: [Array], sell: [Array] }
}
]


In this kind of information, which is the actual value of LTP and in Kite charts, which time (LTT or Exchange) is considered to form candles ?
Tagged:
  • rakeshr
    rakeshr
    which is the actual value of LTP and in Kite charts
    We use the same last_price, for ltp.
    which time (LTT or Exchange) is considered to form candles?
    We use exchange_timestamp to determine tick timestamp.
  • thejadasari
    thejadasari
    And I think, you consider first tick, if there are two data points in for same time, in above example, you will consider LTP is as 358.75 for time exchange_timestamp: 2025-02-05T05:02:28.000Z,
  • thejadasari
    thejadasari
    and one more question 1 minute candle is considered open at 0 second and close at 59 second ?
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