@Nikhil.A You said above:
>For dividends, the price adjusts itself on the markets. No normalisation required on our part. For >splits/bonuses, since more stocks are created, the adjustment is required.
That is a misleading statement. Its ac…
Hi Sujit, I am facing the same problem. Can you tell us what is the right way to not block the main thread while processing the ticks?
I am simply letting on_tick() do its processing on every time. It so turns out that processing (for about 20 ins…
So are you saying Zerodha has no idea about what exactly these column mean? I asked very specific questions, and the table is there to motivate why I got those doubts. Where do I go now to resolve this? To the exchange?
Oh, on colo the exchange does provide timestamp upto millisecond accuracy, I am pretty sure about it. I have sample co-lo data for a day, it clearly has millisecond time-stamp. In fact, my most read post on this forum, that quantified delays in zero…
@sujith, really? I am not trading, just listening to market data. How can I possibly harm anyone by that? Is this documented somewhere on exchange website or just informed to all brokers?
Thanks. But I want to make one more thing clear to you. I have a daily cron set-up which currently runs kite2 (I mean not kite3). I am in process of migrating it to kite3. That cron job basically starts in the morning, and starts listening to full q…
@zartimus, thanks for pointing this code out. But I am not sure how to use it.
I have tried
1) download flask_app.py
2) modify below lines with real values
kite_api_key = "kite_api_key"
kite_api_secret = "kite_api_secret"
3) run on commandline
&g…
@sujith thanks for pointing me to the doc. After reading and trying stuff, I have inched forward, but still facing some issue. Here is what I have done so far.
When I manually wrote the below url on my browser.
https://kite.trade/connect/login?v=…
Hi @sujith,
Ah, I didn't realize that dummy url would work in this case. After your assurance, I just tried using it, but got error.
# Initialise Kite
kite = KiteConnect(api_key="my_api_key")
request_token = kite.login_url('http://127.0.0.1')
d…
Thanks for letting me know Sujith. Is there a way I can access historical data (top of the book) say every second, for say a few days near last couple of expiries?
@pinkpanther I have used KDB+ a lot while at an Investment bank. Now as a stand-alone HFT trader, I can't afford it. Do you work for a firm or has KX Systems slashed its prices? I am aware of 32 bit free version, but I don't think that would suffice…
Thanks @nithin, until I measure myself, I don't feel comfortable in using any data. Kind of obsessive compulsive disorder
It will certainly help if you optimize further and bring not only average but say 99th percentile delay under 1 second.
I think this can only be explained if Zerodha servers are
1) Multiple
2) not synchronized with each other
3) their system capacity is not designed to carry the load they do
@sauravkedia actually my solution discarded using pandas in the loop altogether. I do use pandas but only in the end to convert a list to a DataFrame because I have file write and database insert operations after the loop which are more convenient f…
Thanks a lot Kailash. Happy to share any more detail with your team, if they might require.
This timestamp field will be stupendous! Is there a way to subscribe to this annoucement via an email so I don't miss it?
A late update: I was able to solve this issue back in September. It was to do with more than 1 second processing time in my python loop, so all data which was coming in every second was going into a buffer to wait for its turn. When buffer exceeded …
