@rakeshr @sujith : Unfortunately this is of no help. Thia is how I received a modification message;
{'account_id': 'XXXXXX', 'unfilled_quantity': 0, 'checksum': '', 'placed_by': 'XXXXXX', 'order_id': '221227002038344', 'exchange_order_id': '1500000…
Fetching the order book would take 500-600 milisec time. This would bring the latency up heavily and in effect the efficiency of execution would go to virtually null!
@sujith ,
>> Is this old or new setup?
I'm not sure what do you mean by old/new? The code setup was done by a programmer in July. This, disconnection problem just before 9:15:00, started appearing for a little over a week.
>> Are you s…
@sujith ,
Is there a way to maintain the websocket connection when internet connection fluctuates or resume the websocket connection automatically?
Is there a serial number associated with every tick?
@smathur : I'm facing the same issue. I asked them to do a simple matching check (i.e. match the data between their server and a local machine, connected through websocket). But they are adamant to not check it!. It would at least reveal if the prob…
Here are the numbers for today
BANKNIFTY options for 04 Aug 2022:
BANKNIFTY2280437500CE: 36060
BANKNIFTY2280437600CE: 36765
BANKNIFTY2280437700CE: 36202
BANKNIFTY2280437800CE: 37166
BANKNIFTY2280437900CE: 36219
BANKNIFTY2280438000CE: 37189
BANKNIF…
Pattern is 2 data per sec.
If you look carefully at the delay column, you'll see when the delay(lag) is below 1sec, there is 2data/sec and when the delay(lag) is about to overshoot 1sec that's when there is 1data/sec. (Even if you ignore the 2nd da…
I had written to kiteconnect previously, didn't get helpful response!
Coming back to the question;
It's a common practice, in such scenario, to match the receiving end (i.e. your server) data and the local machine (connected through websocket) data…
@sujith : Thank you for the response.
Are you a developer with kiteconnect?
Assuming you are, I'm asking to verify few checks and post the result here.
For BANKNIFTY option, 500 multiple strike (around the ATM spot) on Wednesday/Thursday;
How many t…
It is true it's a community driven forum, however if you do not have expertise in some issue or if you simply do not understand something, you should not unnecessarily increase the size of the thread and please do not make any more comment on this. …
Ok if you are not a developer with the kiteconnect then you should have never responded to this issue. Evidently you don't understand what DELAY is! I've 5 years professional experience handling TBs of BANKNIFTY option data. I've traded in 40 co-lo…
Thank you for your response. I have some concerns;
>> It's just random.
It's not random. Whenever the DELAY is about to overshoot 1 sec or it has overshot 1 sec by a little bit, that's when the data goes missing. Check the "delay" column prop…
Do you have any explanation for the delay, why it is PERIODICALLY increasing and then coming down when one (sometimes two) data goes missing! This is 500 multiple BANKNIFTY out of the money options. Total no of TICKS in a day is few crores. So it i…
@themohammedfaisal ,
If VWAP is calculated with limited no of ticks, then it wouldn't match with the actual value.
However the major issue with this type of limited tick or snapshot data is, one major information is missing. The side of Trade, whe…
@sujith,
Based on the discussion at the thread, you mentioned, if Zerodha doesn't receive Tick data how do they calculate VWAP. VWAP calculation requires data, at least, at every Trade Tick.
