Wrong Market Depth Data?

imlokesh
imlokesh edited August 2017 in .Net API client
Hello,

Looks like I'm receiving wrong market depth data using ticker. Or am I missing something? Also the `change` looks wrong.
{
"Mode": "full",
"InstrumentToken": 3076609,
"Tradable": true,
"LastPrice": 16.85,
"LastQuantity": 100,
"AveragePrice": 16.79,
"Volume": 18630763,
"BuyQuantity": 7214089,
"SellQuantity": 8677097,
"Open": 16.85,
"High": 17.0,
"Low": 16.55,
"Close": 17.2,
"Change": 2252.63,
"Bids": [
{
"Quantity": 1680,
"Price": 15073.28,
"Orders": 393315
},
{
"Quantity": 1675,
"Price": 36700.16,
"Orders": 739737
},
{
"Quantity": 1670,
"Price": 152043.52,
"Orders": 581610
},
{
"Quantity": 1665,
"Price": 100925.44,
"Orders": 788068
},
{
"Quantity": 1660,
"Price": 235929.6,
"Orders": 283347
}
],
"Offers": [
{
"Quantity": 1685,
"Price": 2228224.0,
"Orders": 445787
},
{
"Quantity": 1690,
"Price": 5177344.0,
"Orders": 437488
},
{
"Quantity": 1695,
"Price": 4194304.0,
"Orders": 912080
},
{
"Quantity": 1700,
"Price": 12910592.0,
"Orders": 384557
},
{
"Quantity": 1705,
"Price": 3211264.0,
"Orders": 0
}
]
}
  • sujith
    Hi @imlokesh,
    Thank you for pointing out the bug. We will release a patch for marketdepth issue by end of the day and change issue we will fix it soon.
  • tonystark
    Hi @imlokesh,

    We have fixed this issue. If you are using NuGet, check for updates in the package manager. Or if you are using the DLL file from the GitHub please download the latest one from there and reference it in your project.

    "Change" field is available only for Indices right now. For other instruments, you can calculate it as:
    private static void onTick(Tick TickData)
    {
    decimal Change = TickData.LastPrice - TickData.Close;
    }
  • imlokesh
    imlokesh edited August 2017
    That was fast! Thank you for the great work guys.

    Edit: Looks like the forum clock is off by 30 minutes? I posted this at 4:05 PM and not 3:35. Just something i noticed.
  • tonystark
    Hi @imlokesh,

    Thanks for pointing out. We will look into it. :)
This discussion has been closed.