I think there is code in this forum to do this, to create bars from WS data.
Also, why do you want to use your system time to form/create the candle/bar, use the time from the received WS ticks, that way there is no issue even ms levels, as these …
Hey, these residual entries that are created by NSE are still present in today's instrument file as well. Could you guys look into this and remove them over the weekend at least?
Also, could you please express concerns to NSE on behalf of us API us…
Srijan, Zerodha already has this "exact" quantity freeze data for each and every contract out there (not just NIFTY/BANKNIFTY, but individual stock fut/opt contracts as well), and we see them in the form of a "nudge" in the Kite web platform.
Henc…
Ya, we can't trade them with kite/kiteconnect, the issue was there is no way to filter them with a Query/SQL especially for MCX and they kept propping in my query and trading wrong symbols, I got rid of CHOLAFIN with additional filter, but that opti…
Could this lag be related to yesterday's CDN outages across the world?
Since noon yesterday I have observed the response time for kite.quote/ltp has increased by few milliseconds (by factor of at least 0.2x) than the usual time taken, time taken is…
Hey @sujith thanks for looking into this and forwarding this to concerned teams. BTW, I cross checked the ticks with tradingview (on Premium account) they were getting updates, but not on Kite, that is why I brought this issue here for your notice.
…
Seems like a simple == and != works:
if Dict1[symbol] != Dict2[symbol]
if Dict1[symbol] == Dict2[symbol]
Saw a lot of comparison by looping through each of the key/value pairs and then there were some comparison of hashes of the two dictionaries, …
I see in your @Shaha code you have commented to use max for volume instead of last.
candles_1[instrument][ltt_min_1]["volume"]=max(candles_1[instrument][ltt_min_1]["volume"],tick["volume"]) #1.5 Use the max in volume instead of last.
Shouldn't the…
@Shaha So true, we do make things complicated n slow.
1. Ok.
2. Ok.
3. Wow! 700 instruments and 80 strategies and on 1GB. Nice! Ah! right, you are not saving tick data, but 1 min candles in dict, so it would not take much space, sweet! Good to h…
@Shaha I just saw your code http://ezeetrading.in/Articles/Candles_formation_from_tick_data_zerodha.html and wow! another way to have in-memory db with dictionaries. Am sure your read times would be super fast with this, as there is NO DB as such an…
No. ALL I HAVE IS A SINGLE CONNECTION WITH LESS THAN 100 SYMBOLS. I know there is a 3 connection limit, all I have is single connection, then why am I getting this error?
@MAG did you get a chance to create the blog post which you've mentioned here? Am asking/looking for it coz, I finally came to a point where there is a need for in-memory DB.
3 months back I started with Zerodha API and was using CSV, then moved t…
@rakeshr I again hit this issue once today, while I was getting kite.ltp() in a loop and it was just for TWO symbols + once in 2 seconds. While the limits are way high, where kite.ltp() can take 500 or 1000 symbols + 10 kite.ltp() requests per secon…
Found the info:
minute : Upto 3 years
3minute : Upto 3 years
5minute : Upto 3 years
10minute : Upto 3 years
15minute : Upto 3 years
30minute : Upto 3 years
60minute : Upto 3 years
day : Since 1990 for some NSE instruments, for BSE since Jan 2008
I…
I have gone through all of these threads for historical data as this question is about historical data:
Historical data:
Couldn't fetch historical data (insufficient permission) : https://kite.trade/forum/discussion/7658/historical-data#latest
Down…
@rakeshr this info helps a lot.
Could you also add in this thread what is the history available in your DB for each of the internal, lets say:
day: Available since 2008
60min: Available since 2016 etc.
Just similar to the above table would help…
@sujith @rakeshr
Is there a way to on_connect without subscribing at the firs time, I would like to connect, but subscribe to the instrument_token later based on the trade logic to only the instruments needed.
I even tried this:
tokens0 = []
def…
@sujith @rakeshr
Went through few threads and came up with this, covers as a boiler plate for not having any logic inside main on_ticks, also covered how to unsubscribe and subscribe to new tokens if needed. All worker methods inside the while loo…
@sujith you can close this thread, finally one of my orders was modified and got executed on Friday and I could see the order went fine with no "quantity" in modify_order.
@ganeshv02 @Snehan
just subscribed (couple of hours back) to Historical Data and saw this! We pay higher to Zerodha for API and historical data compared to any other brokers in the industry, I still do not understand why there are so many short …
@sujith like you have seen the logic in my above code, this worked fine for 2 weeks (which is what we manually do for partially filled orders, where we see pending qty in quantity while modifying partially filled order), with partial filled orders a…
Before you place an order for other token 98765, "just before" you call kite.place_order for token 98765, do a kite.quote for your other token 98765, get the LTP/depth from there, place the order accordingly.
Also, I see lot of people tend to use l…
Something that I will try from my side:
I will try without sending quantity in the modify_order (as quantity is optional in modify_order) and check if that works, while your team checks on the two issues.
Apart from the above issue with partial order fill, I just now have DM'd you @sujith and @themohammedfaisal 3 (yes three) more orders which got cancelled for no reason on MCX.
Can you get someone to look into this (before I escalate this issue) and…
Below is the code:
==================================================
while not (order_history_status == "COMPLETE"):
try:
kite.modify_order(
variety=kite.VARIETY_REGULAR,
order_id=orig_order_id,
pric…
Yes, I modified the total quantity, as you know there is nothing called as pending quantity in the modify_order, there is just quantity.
The quantity data which is passed in modify_order I am getting from pending_quantity in the order_history, if …
It is similar to how you are placing the same CO order manually, you see the terminal and place the market order with trigger_price on Kite, same way take the Quote/price snapshot just before you send order. Based the quote received you need to set …
This happened with 4 of my orders, the total quantity when order was "complete" was not the same when submitted. And there was one order, which got cancelled "for no reason"
@itsram90 I just took the API sub couple of weeks back, and had always wondered how it is done, Your shares here would help me when I get there when I need to worry about getting good fill, I can definitely consider what you shared here
One query:…
@itsram90 to chase I feel there should be limit how much you can chase, because if confront the chase with another algo which tries to have the best prices and tries to get away, you dont want to chase too much and you get a very bad fill after chas…
Yes, I am looking at order history and wanted to see what states an order goes through, because I was looking for OPEN after order placement, but I was getting "PUT ORDER REQ RECEIVED" when I was retrieving order history, hence wanted to know the or…
@zuser its amazing to see the level of detail to place orders (which I hope to get to in months or years, as I have just started with kiteconnect).
Couple of questions:
1. The scripts that you are trading, check if volume in bid/ask has dropped in …
Ah! I got what you are trying to do now. That fails only for Banknifty, others should be ok . Ya, we need to filter out and get the info.
BTW, the names/symbols are in line with exchanges names, that is why Banknifty when it comes to index naming …
Ah! my bad. I thought OHLC is todays OHLC (including close, same as LTP), thought you are providing that for easy candle re-creation. I checked a few scrips the OHL is for today, but the close in OHLC is yesterdays close which serves the purpose an…
@sujith thanks for ack'ing that this is a bug or feature that has broken, which was working fine earlier.
While clients can handle it, I was doing a search yesterday regarding this, there are lots of users who trade intraday based on gainers/losers…
@xameeramir Calculating change from open is not the right way, you will get the change only from open. To get change from previous close, you need to calc using close.
Also, I feel this is a bug with Zerodha or they stopped giving this data at some…
