Is there any explanation for this ? Or am I missing something here.
@Shaj exchanges take time to compute the actual OI, so the number that exchanges stream is delayed by atleast a few minutes.
Do check this thread on why trading strategies incorpo…
@Siddharthak it isn't possible to consume tick by tick data and stream it via internet. Today it can be technically consumed only by a machine in colo. But yeah, we are looking at other ways to stream more.
@HowUTrade @Siddharthak
Here is the link to exchange circular on market data.
https://www.nseindia.com/content/circulars/CMTR38274.pdf
If you can look at Annexure 1, in all the three scenario's A, B, C - 5 depth 1 second refresh. This is how muc…
@avinashcherukuri maybe check this answer of mine. Every second there could be hundreds of ticks on the exchange. Through a leased line we get a maximum of 3 ticks. So it is impossible for any platform to capture all ticks on a chart or marketwatch.…
Few reasons
1. There was never a use case for historical data for options (btw no one stores it). Historical data is typically used to plot charts. Looking at historical option charts mean nothing as all contracts expire and restart at a different p…
@rayi are you referring to this: https://www.amibroker.com/guide/w_timesales.html . The data you get via Kite is a 1 second snapshot data, it is not tick by tick data. Looks like this time and sales window requires tick by tick data feed. You would…
@raja1sttarde data you get is what is streamed by the exchange. We can't introduce anything new into it. Can you give me a live example of this - contract where you see OI/ltp/depth different on NSE and using the data feed.
If every tick matters, I think the data that you get from our OMS wouldn't be good enough. The best way to get all ticks is by subscribing to tick by tick data (putting your servers on the exchange itself, can cost upwards of 10lks per year includin…
@ayyaz do go through this link once. Your logic seems right, but that doesn't mean the candles you capture to what we capture will be the same.
There could be hundreds of trades getting executed every second on the exchange. Through Kite connect …
The data we provide - also called level 2 data, is different from tick by tick data. Check this for more.
Also the 2000 charge is not for live data feed, it is for historical for backtesting.
To consume tick by tick data, you need to have your s…
@VenkateshV this is not a technical glitch, but yeah a technical limitation of using the bracket orders with TSL. Unfortunately nothing we can do presently. But if you are using the Kite APIs, maybe you can incorporate this trailing as part of stra…
@VenkateshV currently there is a restriction from our EMS/OMS (Execution/Order Management System) vendor Thomson Reuters. We can't set different ticks limit for different scrips.
For Nifty/banknifty etc we have to set this to minimum atleast 1 poi…
Thanks @sidverm for the detailed analysis . Approximate 1 second or lesser is the benchmark considering connectivity over internet and bandwidth restrictions we have at Indian data centers. We are doing a bunch of optimizations that should make it …
Check this page https://www.nseindia.com/supra_global/content/dotex/data_products.htm and also check out the tariff sheet. A brokerage firm can give out only data that comes through the OMS to the client, which is level 2. To get level 3, you would…
Check this link. Exchanges are moving certain stocks to GSM, where things like 200% of the stock value blocked for 6 months and other such conditions are there. We are not allowing trading on those because of that. Check the link.
We started collecting intraday data from the last two years, that's all we have. You can maybe approach one of the data vendors for this - truedata/Global data feeds. They give special deal to Zerodha clients.
We have already done this for you on q.zerodha.com
Equity account value is the NAV for your account. So it is Free cash + Value of all your holdings + Margin blocked + option premium purchased - Option premium received. All these values on Q are…
@prakash.jj the margin benefit kicks in only once you take both the positions. Not just for these calendar spreads but also any other combination of F&O where there is a margin benefit. You'd need individual margins to get into the position.
@weurdo for government bond prices information and everything else you have asked for, check this: https://tradingeconomics.com/india/indicators. Not possible to add this on Kite connect, most of these firms who generate this data are quite sticky…
Yeah, you will have to account till the last tick to be as close to this weighted average as possible. How close can you be to the actual closing price - no definite answer. On days when markets are volatile, it could be further away from closing…
@avinashsringeri the adjusted closing price for the day is the weighted average price of the last 30 mins. This will always vary to the last traded price.
You can use the below to calculate:
1. After 3:00 P.M
Predictive Close Price =
summat…
@ramatius Not possible, it will netoff each other if the product type is the same (CO in this case). We are working on taking bracket orders live for commodities. Once done, you can take CO on one side and BO on the otherside to setup a trade tha…
@khushisoni894 in cover orders, the stoploss is prevalidated by our RMS. So if volatility picks and trigger is hit, this stoploss order will be ahead of the queue as compared to all the new orders getting placed at that time.
@haribabu circular trading is considered as a serious violation by the exchange. Exchange gets to know the IP, so yeah potentially this could be a problem if buying/selling happens between two people on the same IP.
@sameer , this is a small issue we are facing with brackets. How auto square offs on brackets work is that -there are two pending orders(SL and exit), all pending SL gets executed and then all targets gets cancelled. Since this process is running fo…
@keshav If you are placing a market order to buy/sell, order rejection will never happen (only case where market order can get rejected is there is no liquidity in the scrip). If you place a limit order, price could move by the time your order hit…
@Sameer, what makes you feel I didn't read your post? We are not allowed to give you a dump of data on dropbox/google drive, there are regulations around it. If there is an easy way to do this, it would have been done by now. There is effort involv…
Hey Sameer, other things on the list took priority - around scalability/stability. We are about to launch Kite 3.0 and the entire team is held up with that. I am guessing it will take longer to provide this, maybe best to unsubscribe if it doesn't …
@tapas_mondal
Unlike future contracts which are not more than 500 to 600 contracts, there are at a single time over 100,000 contracts of options. Not possible to give margins for all contracts.
@Vishi , everything is working normally last two days. For which scrip/contract are you trying to pull the historical data? We don't have end of day/daily candles for all indices/stocks.
Sameer,
1. To receive all ticks, you have to be on the exchange colocation. The infra + colo fees starts at around Rs 18lk per annum minimum. If you are interested, send an email to [email protected], I will get someone to call you back on this. …
Hopefully I am getting your query right,
You will never be able to backtest live trades completely using historical data. Also your code to backtest vs live trading has to be different. Let me tell you why,
During live markets, you get a tick ev…
@sameer, delivery volume data can be determined only end of day, streaming them is not possible as exchange shares this data only EOD. You will have to track this on both the exchange websites personally.
Live OI data can be fetched as @nikhil.a j…
Hey Gully, Donno if this is a right way to look at it. If say I am investing 50k to buy my computer to trade, and I have 1lk to trade with, that is like 50% that I have to recover only for computer. If Internet is 2k per month, 25% annually of my c…
Historical API data (OHLC) is formed using all ticks captured from the start of the day, OHLC for every 1 min. Had explained this earlier here. End of the day, we use the exchange bhav copy and match the exchange OHLC with Historical data OHLC for e…
This is a grey area, but just to reiterate, we don't allow automated trading i.e run algorithms on our servers on behalf of clients which according to regulators is algorithmic trading ( buy/sell orders are automatically generated and pushed into th…
Check this link, explains more on different series and what it means.
If you are trading the top 1000 stocks(which you most likely are), you need to be consider only the "EQ" series.
Same stock can be in multiple series because exchange move s…
Thomson Reuters who power our execution management system hasn't give us the functionality to set this minimum trailing SL ticks scrip/stock wise. Hence we are currently forced to keep it at atleast 20 ticks or 1 point.
Nifty contributes to over …
Ganesh,
I had answered a similar question on tradingqna - why does historical charts seem different across platforms? Charting platforms essentially use historical data, hence the same answer applies.
Tick Data: Market data that shows price an…
Hey Prem, market orders are allowed on Nifty/Banknifty options. We don't allow them on Stock options because the liquidity on them is very low.
There have been many cases where clients have lost lot of money placing market orders on illiquid option…
Historical data is today typically saved as 1 minute OHLC (Open, High, Low, Close), this is the same with most data vendors as well (even in the developed markets). I know TR (Thomson Reuters) provides you historical tick data (1 tick a second kind…
@soumyadeep @sameer
There is 1 min OHLC backfill available. Btw we are not data vendors, Kite connect is meant only for our clients using it for trading purposes. Also not possible to backfill all ticks streamed, even data vendors don't do this and…
Vishi,
Here is a link which has a list of all stocks on which MIS is not allowed. We will give a link for this on our equity calculator and will be updated daily.
Speaking to the guys, let me see if we can put up a list of all stocks which have MIS enabled without leverage. In any case, I think it is best to avoid MIS on them.
It is best if you limit use of MIS only to the stocks on this list. For stocks outside that list, rules are dynamic and we don't encourage trading using MIS because of the huge risk it carries in terms of short delivery.
Extreme volatility on an individual stock is when it starts hitting circuit, cause risk management becomes impossible. When do we allow it back again depends on when we feel the volatility has dropped. I am guessing you have seen this list of stock…
Vishi,
Risk management rules are dynamic, so no concrete rules as such. Margin requirements, which stocks to allow/not allow is based on risk as perceived by the broker.
We disallow MIS trading when we expect extreme volatility (e.g Brexit) bot…
Hi, currently the bracket orders that we offer doesn't allow you to enter using trigger orders. You can place only limit orders. So, if you want to use bracket, you will have to track the price and fire bracket order when the stock price is at 222 i…
BO order can't be entered as SL-M or using triggers, you can place BO orders only as limit orders. Yes, if SL or target not hit, it will auto square off. Check this post.
Hi, manual intervention is mandatory. Also, if you want to do complete automated trading, you can speak to our team, they will help you with all requisite approvals from the exchange. You can send your contact details to [email protected]
Gully,
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…
Saurabh, this is a grey area. Let me explain, exchanges call it algo trading/auto trading, if the broker offers algorithms which are automated to his clients. Just to be clear, we as Zerodha/Kite connect don't offer this.
The question is, what if …
Yep, square off is target, Stoploss is stoploss, Trailing SL is an optional feature where you can modify the SL automatically everytime the underlying moves in your favor by this amount.
For example, You buy a stock at 100, set sq off as 105 SL as …
We are planning on an indicator marketplace, people can request/build custom indicators and market it to others for a fee as well. But this will take some time.
From FAQ
Margin/Leverage Policy and product types
Equity delivery based trading (CNC: Cash n Carry)
100% money required upfront. Use the product type CNC in your buy/sell order form. We are coming up with Margin Funding soon.
Normal F&O…
We have market protection in place for all market orders. So all market orders are essentially limit orders placed 20% higher in case of buying and 20% lower in case of selling. Hence if you are looking either SL-M or even market entry orders, you w…
At the exchanges there are only two order types, limits and markets. Stoploss orders are essentially an in between state, where the orders (either limit or market) is kept pending until the trigger is hit. Once the trigger is hit a limit order is se…
Abhishek, the first minute of a day is kind of a lottery in terms of how fast your orders can execute. Here are a bunch of factors that determine how much time it will take
1. NSE itself has capacity to handle around 1.6lk orders per second (I'd…
With Kite publisher, all orders (equity, f&o, and MF) are placed on our exchange approved platform Kite. Since Kite is already approved, and order confirmations by our clients are received on this behind trading login/pwd, we don't need any furt…
Brent crude doesn't trade actively on MCX anymore. Check out the bhavcopy for yesterday https://www.mcxindia.com/market-data/bhavcopy, 0 contracts traded. If you are looking for trading crude, search for crude oil.
As long as you are modifying an order, the order number remains the same. So,
5000 B placed, 4000 executed 1000 pending
Modify order New quantity 5500
Modify order New quantity 5000
So you have 4000 executed and 5000 pending to be executed all…
You will have to place Buy order first and once executed place the SL-M order. If you fire both together, it should execute if you have sufficient balance in your account, otherwise it will take both these orders separately and ask for twice the mar…
This looks like a Stoploss order with a limit price and not a SL-M order. With a normal Stoploss order, a limit order is sent when trigger hits. This doesn't guarantee execution if limit order is not filled. Check this link to see the difference bet…
Hey Krish,
What Kite publisher does is, opens up our exchange approved web based platform Kite with all details pre-filled. This happens after the client enters his login ID and password, so essentially client is doing the login and placing trade …
