@dipgupta1986 they wont match and its fine, your candles are also correct. A good algorithm performance doesnt gets hampered due to slight change in candles ohlc.
Nithin Kamath has explained this difference in detail on tradingqna.
Some of his pos…
@milli Please make efforts to go through Nov 2019 posts in this thread.
@npchoubey Historic api is not ideal for live trading, For live trading one has to follow websocket approach as is mentioned repeatedly on this forum. Basic websocket usage ex…
@amitchugh , you just need to add instrument token column in your dataframe, to start differentiating and proceeding further.
df["instrument_token"] = the_inst_token_recieved_in_tick_data
Also, looking at your code "df1 = df" i would recommend bel…
@akshay07 one should use the main data reception thread for bear minimum task.
Unless u can calculate the indicator using light weight operations with np.array , keep the task of indicator calculations to a seperate thread.
Almost every …
@zeeshaanbond for 750 liquid instruments, its 2GB per day when saved in csv without any compression. thereafter one can archive using 7zip and archive size gets reduced to less than 200MB.
@neel2323 what you are getting is not an error. Its perfectly alright to get slightly different candle values. Dont worry much about it if you are processing all the ticks received without blocking the on_ticks receiver thread. The code i have poste…
@kiteapi
1) at end of day. for record keeping only.
2) u can easily access by making the variable global.
3) negligible, i run all my code with over 700 instruments and over 80 strategies on 1 GB Memory RAM AWS server, which comes under Free tier.…
@kiteapi you seems to be having so many overheads of routing it through DB. As per my earlier posts and code posted in this thread, a simple dictionary structure can also act as sudo-in-Memory DB. Plus bonus is the candles retrieval access is also f…
@neel2323 Yes its normal to have few discrepancies in Historical data with the candles u prepare. It happens due to multiple reasons including different system time of zerodha servers and your server, or some missed ticks or methodology used to crea…
This question has been running from long on forum from new developers. And no one gets ready to post their code.
So, Let me take this opportunity and get the credits :-)
Check out my example that i have been using from years very smoothly, on belo…
It might surprise you initially. But this is how it is. Also BO order is not a product of Zerodha, Zerodha simply sends the BO order with SL and target to exchange. Entire BO order execution happens at exchange. I am saying this with enough backgrou…
It isnt a query. Its an issue. Refund of twice payment is secondary... Primary problem is the APP renewal issue isnt fixed... All subsequent app renewals would also be having same issue. You guys can check the issue from APP side, while we ask rain …
Exactly the same here.
Now this issue is more critical and urgent. As many more would be facing the same issue. And not all of them can afford to pay twice.
@krtrader Thanks for reporting and supporting my issue. Was funds deducted and not renewed? In my case, funds is getting deducted but not getting renewed.
Had to activate manually again by paying 2k additional. Yesterday also paid 2k * 2 for another 2 clients app. I will claim back the 6k paid extra from zerodha, but issue should get resolved atleast by this weekend.. Almost every day i have new ap…
@prakash.jj and @raja1sttarde , both of your inputs helped.
For my usecase, i used a simple way out to strip last 8 chars, as per @prakash.jj as i am currently looking for in Futures only. The instrument token changes i am taking care of by an EOD …
@navkar Can you spend some time reading the documentation, instead of spamming the forum. Had set this post in watchlist, but now putting off from watchlist. Thanks to your constant posts.
PS: How to use redirect url is mentioned in docs and zerod…
@naz, I am creating live 1Min candles for over 400 instruments daily, from tick data. The tick data processing takes just few micro seconds. And the candles are ready to be used anywhere in my code. If you use python effectively at data structure le…
Hey buddy pre market session lasts till 9:08 only. And everyday the ticks will stop around 9:07. Check NSE website. Rest of the time is for buffer by exchange.
I have already mentioned the same link in the query.
There is 2 part of the query:
1) Can this list for MIS be received via API calls. So that we can get live updated list with scripts disabled by RMS on volatile days, etc.
2)
Similarly, the list …
It was our mistake that we developed our system using zerodha's API and always hoped that this one is the last issue that happened to zerodha... Thanks for proving us wrong.
@ManishGupta See the email received from founder of Zerodha today.....
I have just highlited few statements... If u are smart enough , you will make out the meaning of it.
"Traders,
Our clients had severe difficulties logging into Kite web &…
No really. I have seen sometimes during issues... "NOT CANCELLED" , etc.
Sometimes, even "TRIGGER PENDING" and "OPEN" , when the pending stale legs of BO gets stucked and doesnt get cancelled by API as well as manually... I just hope, these issue …
@kamleshNB, in my backtest supertrend didnt work. So never went ahead with it further.
Btw i have used supertrend for exit strategy and it worked good.
@nickmanan
To answer your queries:
1) I am a fan of momentum trading. Read Newton's 2nd law of motion multiple time till u can relate it to trading.. And u will also be a fan of how secrets are hidden in Junior collage physics, mathematics, stats. …
@zartimus
Perfect diagnosis. Kept it running in commodities whole day today. And worked perfect. Also able to manually connect after network disruptions. I kept wifi off for over 3 hours and then attempted a reconnect manually. It worked. Thats all…
Well. That is already mentioned in help(kws) documentation.
But even after having auto reconnect logic inbuilt, your auto reconnect system is failing at times. So, what I intend to know is also about Manual reconnect when auto reconnect fails.
A s…
@sabyasm
Python from my laptop itself (as i want some interactive modes for my comfort and interference ) with 50 MBPS internet speed. Its too light weight that server not needed. 1 Min timeframe. Currently, capital is at 8 lak * 20x. Purely intra…
@sabyasm
:-) No one will share publicly such technical details. Once i have earned from it enough, i will open up in public.
Another Reason:
"One man's food can be other man's poison."
Knowing strategy is just 25% of it. Its implementation is a…
@nickmanan, Yes. It works. I have been able to make monthly averaged over 50% (ofcourse using leaverage). But thats how i am managing my monthly expenses. Some months it doesnt work.. But now i have sufficient excess funds to take care of my expense…
Few comments:
1) You mentioned that you are using this formula to calculate the pnl.
pnl = (sellValue - buyValue) + (netQuantity * lastPrice * multiplier);
So the issue now boils down to ... that lastprice would have been considered as zero du…
@sujith Please dont reduce the number of connections. I spare connection is always needed to handle exceptions and background checks. Such restrictions will make kite connect a complete NO NO for developers.
@sujith /others, please response on "Please let us know when you are planning to deprecate existing Kite API and move to Kite 3.0?" .... as kite 3.0 is not at all resilent to go live with... Some of us are not even able to install the pip installati…
I am not getting this issue as i m still at v2 in live. What do u guys feel, is v3 still not resilent to go live with? Any idea when will v2 be phased out?
Has anyone able to come pass this error. Was stucked 1 month back with the same. So left upgrade. But still the issue is not solved. We cannot think of testing the new version of kite api if the installation itself doesnt work.
Zerodha support Guys, Please take this issue on serious note. It is a very valid issue. Even i got the same error for orders placed today in zerodha. Plus the same orders at almost the same time got executed perfectly through my Upstox account. The …
Thanks. Half way done. What exactly i m looking for is replacing publisher buttons with publisher links and do away with the javascript. In other words i m looking for below usecase workflow:
1) I send details of a trade to my followers in wath…
Are there any publishers that do not use Javascript or need not be embedded on websites? e.g. If i plan to direct my wathsapp followers to click on a link to place the calls.. Is it possible? i can generate dynamic links if required. Pls suggest pos…
Earlier occurances:
order_timestamp
18-12-2017 09:28
18-12-2017 09:28
18-12-2017 09:28
09-01-2018 09:24
09-01-2018 09:24
15-01-2018 09:21
Rest of the details in the image attached:
The SL and Target values are not in the order list as the order …
Guys again today 2 orders were rejected with same error..
Below are the order IDs:
180116000121747
180116000123992
And below are my log extracts:
For TCS:
09:21:00 Placing order: TCS 2953217 BUY 2777.65 27.1 81.3 6
For HINDZINC:
09:21:11 Placi…
Thanks for fixing it so quickly. But i do not want to take any chances and want my code to be more robust in future in handling such scenario.
So can you please elaborate what values were reflected i place of nulls... was it spaces or empty st…
@sujith how would i know whether i am using the new Kite Ticker API or have been still using the older one? I would prefer to still continue the older one for my production environment... till i test the new one with penny testing.
Received email update that the "Postback (Webhook) APIs that will go live on Monday, 13th Nov, 2017."
I dont use postbacks as of now. I only uses kite connect for placing/modifying/cancelling orders and websocket for live price. Can I ignore this r…
Yesterdays Order to analyse:
In [17]: Orders_History[Orders_History["order_id"]==171025000042909][["transaction_type","order_type","status","order_timestamp","average_price","price","trigg
...: er_price","tradingsymbol"]]^M
...:
Out[17]:
…
This is what you have mentioned everywhere... in almost every documentation.
b)Stop Loss Market - In a stop loss market order only the trigger price has to be specified.
Once the trigger price is hit, the order becomes a market order and it will be…
Whats ATO? Probably you are right Market and Limit orders sent earlier than this went thru fine. I will check last few days logs and let you know if this behaviour is with SL-M orders that come first in chronological order.
@ramatius, Nice way to calculate slippage everyday.
Can you help, how are u handling the orders list.
I believe you may be keeping a copy of kite.orders() and then joining Estimated value to it.
Or may be keeping your signals list and joining the o…
Thanks Sujith for always being helpful and addressing all the queries so well.
Others looking at this post may go through below link on zconnect and response from Nithin on various queries raised. It clarified much more than what was needed for me.…
Well, coincidentally, i tried to check it for myself today.
The Market orders got placed. But all the SL-M orders that i placed during pre-open session , got rejected with reason "16418 : Order with Invalid attributes rejected by the system".
And …