@sujith 'Websockets given that it is available at the source' ...currently is this data not available at the source from which you guys receive the data?
Since the question of slippages came up.here are my two cents. With any discount brokerage there seems to be high slippage. I donot know the reason behind this, but this is the experience talking. When I run the same algo,generated with almost the s…
@IMPB every data we get is very stale and if not processed correctly would be misleading.Since you have already come to a conclusion about the OI data, are you sure your data vendor was genuine?
@Shaj yes they do provide but with a poor architected API.Technically its junk and a mess. After a lot of using other products I found out Kite has the best/clean architecture when it comes to Market API. It helps to scale fast .
@vvijay my best guess is there some bureaucratic problem with this data that is why they are not able to stream this. You must know our dear exchanges don't like giving data to retail traders, best data is always and only for institutions and rich p…
@Shaj same here...even I have also stopped streaming because of OI. I donot know what stops them to not stream this data when all the other params are coming fine. @sujith sir has said it will be in the next version of websockets(no mention of 'soo…
i use KDB+ mostly for IOT(internet of things) data-very much like financial data . For streaming use case its the best in market. However it has a high learning curve. Very Fortran like language -q.But its robust and very stable in production scenar…
@sujith no disrespect but anything 'soon' coming from Zerodha is like
'we know you guys(traders) want it,but there are some reason(our beloved exchanges dnt give or wont give or some reason) why we cant have it now or anytime in future,but from bus…
@sujith @Kailash
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Why I doubt the re-connection implementation is because of the following use-case.
Suppose I have a 1 core machine, and I am doing a CPU intensive work,lets say I am saving file worth of data every minute and the data might be b…
@rajtk even I am also this.. what client are you using?
Also the reconnection solution is a workaround,if my processor takes a certain tick to process more than the reconnection time,then done!!!! it reconnects again , also in certain cases it recon…
@sujith I am using java kiteconnect library..but yes the implementation is same with python...and i am using threads to handle...BlockingQueue to be in particular..for the calculations..so no issues there. The only problem being it disconnects multi…
@sujith first of all i know my mechanism to connect after disconnect is shit solution. I only came up as I didn't want to miss any second data... To understand what you said..disconnection is a natural occurrence and there is not way it can be st…
@sujith thanks for the explanation...i am not using kiteconnect..but normal REST APIs therefore the check that you mentioned for 5 seconds doesnt hold valid in my code.
For me what i am doing is if i there is a disconnection, i am reconnecting agai…
Let me say I am using no client ..but just plain websockets,lets say choice of language is perl/julia and ondisconnection I am connecting again,without any waiting time,logically it should work right?But its not working
Java client is what I am using...
Also why should it be client centric?
When I use normal Websocket apis to connect right after disconnectoin,it fails..i wait for 2 seconds after which I connect and subscribe the tokens,but it fails..what is going o…
@vivek I am facing frequent disconnections. I am on Ubuntu 14.04 and using JavaConnect.
Is there any parameter disable_ssl_verification=True for the Java wrapper?
