Tick data has volume and oi 0.

gs3141
Hi.
I am trying to check volume and oi in the tick itself but getting 0. The market is live as of now, and i tried on reliance equity and RELIANCE25AUG1420CE. Is this is a know issue?

Another question I have is that what is expected here - volume is todays traded volume and oi is today OI for the contract at that instance of the tick?


def on_tick(self, tick: KiteTick) -> None:
"""
Handle tick data

Parameters:
tick: Tick data
"""
#print("------------------------------------")
now = datetime.datetime.now()
#print(f"tick full data = {tick.__dict__}")
token = tick.instrument_token
print(f"tick data : {tick.__dict__}")
return


Output
RELIANCE25AUG1420CE
{'instrument_token': 33906690, 'timestamp': datetime.datetime(2025, 8, 21, 11, 2, 52), 'last_price': 17.9, 'volume': 0, 'buy_quantity': 0, 'sell_quantity': 0, 'change': 27.85714285714285, 'last_quantity': 0, 'average_price': 0.0, 'oi': 4442500, 'oi_day_high': 6765000, 'oi_day_low': 4442500, 'depth': {'buy': [{'quantity': 4000, 'price': 17.8, 'orders': 5}, {'quantity': 8000, 'price': 17.75, 'orders': 11}, {'quantity': 19000, 'price': 17.7, 'orders': 14}, {'quantity': 4500, 'price': 17.65, 'orders': 7}, {'quantity': 17500, 'price': 17.6, 'orders': 11}], 'sell': [{'quantity': 1000, 'price': 17.9, 'orders': 2}, {'quantity': 6000, 'price': 17.95, 'orders': 7}, {'quantity': 5500, 'price': 18.0, 'orders': 9}, {'quantity': 8500, 'price': 18.05, 'orders': 11}, {'quantity': 14000, 'price': 18.1, 'orders': 10}]}, 'ohlc': {'open': 17.75, 'high': 20.95, 'low': 15.35, 'close': 14.0}}


RELIANCE-EQ
{'instrument_token': 128083204, 'timestamp': datetime.datetime(2025, 8, 21, 11, 2, 45), 'last_price': 1427.0, 'volume': 0, 'buy_quantity': 0, 'sell_quantity': 0, 'change': 1.0301249601755782, 'last_quantity': 0, 'average_price': 0.0, 'oi': 0, 'oi_day_high': 0, 'oi_day_low': 0, 'depth': {'buy': [{'quantity': 112, 'price': 1427.0, 'orders': 3}, {'quantity': 24, 'price': 1426.8, 'orders': 1}, {'quantity': 5, 'price': 1426.75, 'orders': 1}, {'quantity': 17, 'price': 1426.65, 'orders': 1}, {'quantity': 41, 'price': 1426.6, 'orders': 3}], 'sell': [{'quantity': 45, 'price': 1427.3, 'orders': 4}, {'quantity': 63, 'price': 1427.45, 'orders': 1}, {'quantity': 279, 'price': 1427.5, 'orders': 5}, {'quantity': 533, 'price': 1427.55, 'orders': 3}, {'quantity': 86, 'price': 1427.6, 'orders': 3}]}, 'ohlc': {'open': 1424.0, 'high': 1431.8, 'low': 1421.0, 'close': 1412.45}}
Tagged:
  • nagavenij
    We have verified this on our end and are able to fetch volume and OI through WebSocket. You can enable debug mode to help identify and resolve the issue. Volume represents Volume traded today at that moment and OI represents Open Interest recorded during the day at that moment.
  • gs3141
    Thanks. It was indeed an issue at my end.
This discussion has been closed.