I found the mistake. I was subscribing for MODE_QUOTE while I should have subscribed for MODE_FULL. By changing this mode, I started getting the depth information.
Appreciate your time .
Information about modes is at: https://kite.trade/d…
Hi Sujith, I tried during in market houres only. Here is my code:
# Set 'full` mode.
'depth' itself is missing from the data structure.