How to calculate volume from Websocket Tick for particular time interval such as 1 minute, 3 minute etc. Tick provide "VolumeTradedToday" and "LastTradeQuantity" but I am not able to relate it with volume calculation for for particular time interval.
How to calculate Volume for particular time interval like 1, 2 3, 4 or 5 minutes?
Hi @Prem, You can check out minute candles data which will give you cumulative volume. To get volume traded in a minute, consider t1 and t2 as two 1minute candles with volume, volume of the minute = t2(v) - t1(v).
Hi @sujith , I am not going to call candle API for data. I am implementing my own candles as per our specific time intervals. Its similar to like your Kite Web Platform. So, How your Kite Web Platform calculate volume in real time(Per tick). I would like to know this. Suppose- Date Volume Cumulative Volume 2017 09:15:00 100 100 2017 09:16:00 200 300 2017 09:17:00 300 600 So, if current cumulative volume is 600 and previous is 300 then (600-300=300(Current Volume)). Is Tick model provide Cumulative Volume?
You can check out minute candles data which will give you cumulative volume.
To get volume traded in a minute,
consider t1 and t2 as two 1minute candles with volume,
volume of the minute = t2(v) - t1(v).
I am not going to call candle API for data. I am implementing my own candles as per our specific time intervals. Its similar to like your Kite Web Platform. So, How your Kite Web Platform calculate volume in real time(Per tick). I would like to know this. Suppose-
Date Volume Cumulative Volume
2017 09:15:00 100 100
2017 09:16:00 200 300
2017 09:17:00 300 600
So, if current cumulative volume is 600 and previous is 300 then (600-300=300(Current Volume)). Is Tick model provide Cumulative Volume?
Kindly reply
Many Thanks
The websockets API provides cumulative volume for the day. You can do the same using Websocket APIs also.