@sujith so cumulative volume is from exchange and hence 100% accurate cumulative volume without any data drop unless nse itself having some issue right ?
I am talking about convention ... How on earth you received first candle at 9:15 ? Should you not receive first candle at 9:16:00
My point is different and YES bank cash segment is so liquid that your explanation is invalid that YES bank had no vol…
Hi @sujith @vivek
Can u please explain this ?
I have following code
class Kite(threading.Thread):
def __init__(self):
self.kiteticker = KiteTicker(...)
self.on_connect = ...
def run(self):
self.kiteticker.connect()
d…
Hi @sujith , NF and BNF are two most highest traded instruments. For backtesting we need sufficient historical data.
Also, you have already resolved instrument token issue for day data for expired futures.
Please provide minute data for atle…
Hi @sujith
Just now checked again...I am still not seeing minute and day data for expired futures
1) When kite team expected to provide historical data for expired futures ?
2) Also are u providing continuous data for expired options also as desc…
ERROR:kiteconnect.ticker:WebSocket connection lost: [Failure instance: Traceback: : the JSON object must be str, not 'bytes'
/home/ubuntu/.local/lib/python3.5/site-packages/twisted/python/log.py:86:callWithContext
@vivek again I got error today
builtins.TypeError: the JSON object must be str, not 'bytes'
self.onMessageEnd()
File "/home/ubuntu/.local/lib/python3.5/site-packages/autobahn/websocket/protocol.py", line 627, in onMessageEnd
self._onMess…
Error 1006 - connection was closed uncleanly (WebSocket closing handshake timeout (peer did not finish the opening handshake in time))
if I try to simple close kiteTicker.close()
@vivek Yes Vivek I have that map but how to close thread running KiteTicker.
Once I call kiteTicker.connect(), I dont have control on that thread ? How to tell that thread to stop.
-------------------------------------------
Typical thread loop lo…
Hi @sujith
Any update from data team ?
Can u confirm if that issue on your side or am I missing something while calling historical data API ?
For example I see timestamp in format:
2017-11-14T09:15:00+0530
and I guess u have chnaged format to:
20…
Thanks @sujith
Please look into following two points also
1. Muhurat trading day minute data
2. Market traded on Saturday on 28th Feb 2015 for Budget day, but that data also seems to be missing
Hi @sujith
I tried to get values for HDFC current month futures from 9th Sept with continuous = 1 but I got data from Nov only(from when Jan18 series started) ... So I am not able to get data for expited contracts
I am sharing my observation here:…
Hi @sujith
I tried to get values for HDFC current month futures from 9th Sept with continuous = 1 but I got data from Nov only(from when Jan18 series started) ... So I am not able to get data for expired contracts
HDFC18JANFUT -> 11996418
I am…
Hi @sujith ,
You reply is not clear to me.
I know how to get historical data. But to get historical data, one needs instrument token.
How to get instrument_token for expired futures ?
For example, I can't see instrument_token for expired HDFC futu…
Hi Sujith,
I want to fetch latest minute candle data for 500 symbols per minute...what's per second rate limit to get minute data ? If small then are u planning to increase it in near future ?
Thanks and regards
Sameer
Can you pls add total mkt cap and free float market cap to your API ?
Reason:
1. Comparing traded volume and delivery volume wrt historical volume is one way.
2. Other way is:
a. Comparing traded volume and delivery volume wrt "Total Mkt cap" …
@Kailash
"Continuous futures historical data" ...
Would data from 2011 be available for ***Options*** also ?
If not then for how many years Options data would be available ?
Hi @Sujith,
I had ~5500 buy BO orders. Your BO auto-squareoff system at 3:20pm squared-off ~7000 Hexaware Shares at ~107.2. Later your system at 3:25pm bought back excess ~1500 shares at ~107.2.
I dont have exact prices but I will share order number…
I am sensing very bad bug in your auto-squareoff system for BO/MNS orders which might put you and your customers in very big trouble in future if not fixed as early as possible. I have faced this issue 4 times in last 1 month where either your squar…
@nithin
Please don't reply without properly reading my above post,
Whats point in saying entire team is busy with other features.
I just asked to share FnO data on dropbox/google drive for two instruments Nifty/Bank Nifty till Kite team gets time …
No Reply ?
Already my system crashed three times in this month(14th, 15th, 28th) because of issues on your side. I Can't afford more crashes.
Please make sure that we don't get this error tomorrow again ... Already Rishant informed you about this …
I also got same error in the morning for many scrips likes of Baja-Auto NCC UPL MCDOWELL-N and many more
I was trying to read today's minute data in the morning several minutes after market opened
@sujith
Sometimes back I was able to download data for > 100 stocks(very liquid) from kite(from 1st Jan 2015). I have that data stored on my disk.
So for some stocks u have data for 1st Jan 2015. Please check with your data team. My request was…
@sujith Please read above comment by me:
1. I am reading minute data for exactly 1 day (previous trading day)
2. I am not getting any exception to check error response. I am getting non-null historical data but with dataArray.size() = 0 without any …
Hi @sujith
As suggested by @botany02, I tried on my laptop and I got same problem .. Not sure why its happening.
I don't get this when I try to read "day" data...
I get this only for "1minute" data of exactly one day(which is previous trading day)…
Thanks @botany02. I will try that.
Kite team,
I have two obsevations:
1) I faced no problem while downloading day data. Faced this problem for minute data only
2)
Here is my Java code:
historicalData = kiteSdk.getHistoricalData(params, token, ty…
@nithin @sujith @Kailash Its 8:45am ... Yesterday it was OK but today again I am facing same problem.
I am almost alternatively getting NULL historical data from candle API(after which I sleep for 5 sec)
Why doesn't kite team take complaints serio…
Exactely @nithin as I mentioned in my previous post, its not possible to send all ticks in streaming and hence mentioned if its possible to create summary of ticks in kite server and sent tick summary at periodic intervals(like 1 sec or even 1 minut…
With current tick info dispensed by Kite Server, its not possible to build OrderFlow at our end as creating OrderFlow charts require ALL TICK's information
Hi @Kailash,
Recentely I requested for OrderFlow info in streaming. You dismissed it by saying u don't build any strategy. BTW Its not strategy. But still anybody can build Ordeflow but (s)he will need more tick info(like if 10 ticks happening in o…
@sujith Just checked my logs at 8:45am and 9:15/20am ... Its was very slow during that time
i) sometimes returning response to candle API call after 10 sec - no problem of network on my side as I am running prog on AWS
ii) Sometime returning null …
@Kailash Yes I know but what I am saying:
1) Keep one thread only (and not one thread per feature)
2) Allow only Kite team to add post to it
Since u create new separated posts for newly added big feature, keep this thread for announcing minor feat…
Hi @sujith,
My point is:
How does Kite server know I sent request at "13:1:15:160, 13:1:15:860, 13:1:16:160 and 13:1:16:860" ?
While deciding limit of 3 req.s per sec, Kite server will
either A) Consider time T1 when request received by Kite ser…
Currently after sending requests I sleep for 500msec but still sometimes I get 429 err
I come up with following theory:
I think we might get 429 error even if we sent 2 requests in 1 sec
Let us say I send request at 13:1:15:160, 13:1:15:860, 13:1…
2) any plan to introduce total OI outstanding and change in OI in day data. Many follow PCR(put call ratio) charts and these numbers will be helpful to calculate PCR charts
Just tested on very powerful machine with 1) 8 cores 2)10MB network speed and 3)No processing code(just read tick and store in memory) ... I am still getting ~45-50 ticks(and number of ticks exactly matching with number of ticks on AWS free tier ma…
Thanks @Nikhil.A for reply
Yes Nikhil I am using Quote mode where I am not streaming Market Depth. I am getting around 45-50 ticks per second for NF/BNF.
U said that "dozens of ticks generated per seconds actually" and new tick generated even when…
Hi @sujith ,
I am still getting < 50 ticks.
Cam u please confirm
1) How many ticks are actually generated per sec for NF/BNF(on NSE server) like 100 per sec or 4-5 per sec (just some number in ballpark) - just for general knowledge
2) How many t…
@sujith Since NF and BNF are highly followed instruments, will request you to increase frequency of NF and BNF to atleast 2 ticks per sec or 120 ticks per minute(assuming its always > 2 per sec).
If possible please offer higher dedicated resource…
I downloaded range as last 6 months and pecision as 1minute.
I had donwnloaded and stored that data some time back
Here my ICICI bank file looks:
2016-09-16,14:39,2456,2458,2455,2455,77980
2016-09-16,14:40,2455,2455,2450,2451,141540
2016-09-16,14:…
I dont remeber all but on 16th Sept 2016 I found some 5 stocks(after which I give up) ... Also I got err for Mcleod Russell, Crompton Graves, OFSS(don't know date)
@sujith when u r planning to provide minute data(before Jan 2015) atleast for A-group .... Please give atleast 5 years data(from year 2011) . If u don't have it, I guess there should not be legal issue in purchasing from NSE data vendor and giving t…
Hi @menaveenn ,
Please read linke shared by Nithin here
https://kite.trade/forum/discussion/755/is-historic-data-accurate
I am not using streaming for continuous reading, I am just using it as snapshot one time read as candle API does not provide m…
Thanks @sujith Thats helpful to know.
This is what Nitin said
"So if I am looking at a 5 min chart, there could have been thousands of ticks in that 5 mins, but our charting platform would be able to recognize only a few hundred. And using those f…
OK Thanks @nithin , Can u please clarify IF "SO FAR DAY OHLCV present in tick data" is also sent by Exchange or its calculated on your end ?
Please correct my understanding, Till now I was thinking only
1) last price
2) last traded volume
3) last …
I agree with naveen ... I am also facing same issue
Since kite team is working on new candle API(to fetch last N minutes for M symbols in one call) to solve this problem I request u to decrease limit from 3 per sec to 20 per sec temporarily till u …
Let me reframe my Q.
I have strategy which downloads intraday minute data for a day at 2:00pm, Do some analysis and places order.
So I don't need streaming tick data.
But unnecessarily I have to pay extra Rs.2000 for streaming. Reason u have struct…
@Kailash I have asked two questions.
Please read Q carefully. I have clearly mentioned why converting tick to minute data is bad at user end
Reproducing here:
"Although theoretically its possible to construct minute candles from tick data stream,…
Candles API discription:
"HTTP/JSON API for accessing historical (OHLC + volume) data. Minute (1, 3, 5, 10 ...), hourly, and end-of-day data for plotting charts and backtesting your trading ideas."
How somebody supposed to backtest if u cannot prov…
No I am talking about first minute ending at 9:16am ... I am using streaming over historical API becauze I want to read 500 stocks and need to make 500 GET requests but AWS has limitation on max GET requests so using streaming
@Kailash 1) U said NSE does not release real time minute data. So does NSE releases minute data at EOD?
2) Is "high/low of day so far" and "total volume traded for day so far" in tick data is not fully accurate(as reason given by nithin in another t…
U mean NSE only releases tick data and every vendor creates x-minute data from tick data ?
Doesn't NSE computes 1-minute candle and officially release it in real-time ?
I guess NSE should be providing official 1-minute data real time stream as
i) …
