Unable to extract information from the webscoket data.I have attached a image with nifty data streaming at http://prntscr.com/bbbbt4.
The questions are.
1.What does each row represent ? Each new transaction happening at the market? or Each new buyer or seller added in the market-change in buy/sell quantity?
2. If each row is new transactions in the market then the total volume should add up to the last_quantity?Hope this understanding is correct.Now in the picture in the red rectangle block the difference in the volume is 3208425-3206250=2175.But if I add the last quantity its 75+75=150. The volumes donot add up. What am I missing here?
What you get here is broadcast data, basically what is captured by our OMS at the data center. NSE broadcast data usually gets 2 to 5 ticks a second. The actual ticks on the exchange could be much more. If you want to see all the ticks, you have to go on the exchange colocation (on LAN) and subscribe to NSE tick by tick data. The costs for this is over Rs 2lks per month. I have answered a question here, which is on similar lines.
What you get here is broadcast data, basically what is captured by our OMS at the data center. NSE broadcast data usually gets 2 to 5 ticks a second. The actual ticks on the exchange could be much more. If you want to see all the ticks, you have to go on the exchange colocation (on LAN) and subscribe to NSE tick by tick data. The costs for this is over Rs 2lks per month.
I have answered a question here, which is on similar lines.