Thank you Nivas, we can close this thread. I didn't look into in depth of how these ticks look like but I can be on the lookout for these and ignore them.
It also happens when kite starts up pre-market hours I guess. Maybe a small section in official docs could help consolidate these?
Generally, a stray tick wouldn't be sent in the pre-market hours. However, Kite Ticker sends the last stored cached tick the first time when the user subscribes to a token. Post that a tick is sent only when there is a change in any of the values. You can check the timestamp and ignore the cached tick if you're referring to it.
This is from today, i.e. there are about 2M ticks where the timestamp and ltt is more than 60 s(ideally I guess that should be fine? since it comes to liquidity of instrument etc.) but it shouldn't show up in `ticks` also is what I feel(as a change is only registered if an instrument gets traded?). Few instruments were traded as old as 3rd of last month and they still show up(maybe cached or otherwise)
This is for last_trade_time This is for timestamp
This is for the drift i.e. difference between timestamp and ltt bucketed
I was trying to exclude ticks and trying to see how the current data looked like. Do let me know if you'd need any inputs / have thoughts on this?
It also happens when kite starts up pre-market hours I guess. Maybe a small section in official docs could help consolidate these?
Few instruments were traded as old as 3rd of last month and they still show up(maybe cached or otherwise)
This is for last_trade_time
This is for timestamp
This is for the drift i.e. difference between timestamp and ltt bucketed
I was trying to exclude ticks and trying to see how the current data looked like. Do let me know if you'd need any inputs / have thoughts on this?