Hi Sujith,
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:
def on_connect:
ws.subscribe(tokens)
# Set 'full` mode.
ws.set_mode(ws.MODE_QUOTE, tokens)
'depth' itself is missing from the data structure.
