Hi @KamalChhirang ,
We checked this and identified that a small number of connections seem to have encountered an error during market open yesterday. We've thoroughly debugged this and have put in appropriate fixes to ensure this issue doesnt recu…
Hi @KamalChhirang,
We have no reported issues today and this could be a local issue. We can have someone reach you and help resolve this if this is persistent. cc @Arockiya_r
Hi @zhkas and @explorer ,
Looks like there was an intermittent issue with the feed validating the order leading to this error. Would like you to reach out to our support team for further assistance.
Hi @zhkas ,
Looks like there was an intermittent issue with the feed validating the order leading to this error. Would like you to reach out to our support team for further assistance.
Hi @ferdinand.sousa ,
Looks like there was an intermittent issue with the feed validating the order leading to this error. Would like you to reach out to our support team for further assistance.
Hi @vijayonkite,
We had tagging of orders on Kite, but it didn’t see the level of adoption required to justify its presence. Since the feature wasn’t used much and was taking up valuable UI space, we decided to remove it to keep the interface clean…
Hi @Abhishek_G ,
Summarising first, which you already know-
This goes back to the way exchanges introduce contracts for trading. For Sensex, monthly contracts have to the introduced on the last Friday of the month (which is 25th October). And for w…
Hi @kiteapi,
This was added a few months back for compliance reasons. It was a miss from our end in adding it to the documentation and notify all Kite connect users. Hoping this didn't break anything on your end.
We are updating the documentatio…
Hi @TradeTastic,
1. You would need to take the Nifty or Banknifty constituent's weightage from the Nifty indices website
2. Calculate the live weights with the free float market cap (free-floating shares * live LTP)
3. Then, apportion the stock vo…
Hi @abhi_shah,
we had an issue with BSE F&O orders due to an exchange but that started at 11.03 AM. [Bulletin.](https://zerodha.com/marketintel/bulletin/383574/open-pending-orders-on-bse-bse-fo-segment)
We didn't have any other issues, can you …
Hi @dknaix,
There was some tick data loss for a few clients on Friday between 10.31 to 10.36 AM. The data will be available in historical API by tonight.
Hi @veekay,
There was some tick loss on Friday. We are redumping the lost data to the historical dump tonight.
We usually redump by the end of day but due to some orchestration changes, it couldn't be done on Friday
Hi @MAG,
We had an intermittent issue with our feeds that affected a portion of our clients today. This was immediately fixed and you'd have seen the issue resolve at 10.36 AM.
Hi @rishiajmera @sujitkc85 ,
We started allowing these inactive strikes intraday starting from last week (June 3). You would have been able to find these strikes on Kite web and app. However, these changes weren't available on Kite Connect users, w…
Basically, you will see a higher frequency of LTP updates in both streams combined compared to volume and other data fields in the packet. While most brokers will show only 1 source and switch to the other when the feed is down at the exchange, we t…
Hi @sathyatej,
That's correct; the circuit limit check is not applicable to market orders. It looks like the NatGas contract genuinely hit the lower circuit of 4% at the same time (18:00), which was immediately revised to 6%(+2%).
Hi @abrohit,
There's isn't a direct identifier offered in the instruments file from the exchange like Series, etc to identify ETFs.
You will need to maintain a manual list of ETFs available to trade. You can download symbols from here and exclude …
Hi @Achilles,
The exchange has two sources for their market data feed, which are provided to brokers and other market participants. Although the data is generally the same, there may be differences in the Last Traded Price (LTP) as different trades…
Hi @ANL,
A half to one-second delay in the LTT time in the exchange broadcast would be expected. It would also depend on the instrument you are subscribed to and the liquidity in the option.
Any delay beyond this would require some investigation.
Hi @swas,
We've internally discussed this and raised a request with our back-office team to expose account value in an API in the Kite connect stack. We'll update here if there is any progress on this.
Hi @shivdas_b We allow market orders for index options if the contract OI is greater than 500 lots. Your order will get rejected and won't be modified to LIMIT.
Also, your market order might get converted to LIMIT if there is no counterparty at th…
@Harsh1993,
For commodities and currencies, this is how the exchanges use quantity in all their files and systems.
The multiplier is available in the positions data for these contracts. We plan to add this to the instruments master soon.
@zerodhaVyankatesh ,
The sheet is updated every day before the market open (latest by 8 AM). You can use the list to exclude stocks you wouldn't want to trade in.
Our RMS team will make rare exceptions of removing stocks from this list intraday an…
Could you share formula or piece of code or material for the same.
There are multiple pieces of calculations that you will need to gather to build something like this.
There are public codes available for some of these things (like the Black 76 mod…
Hi @anil2609,
I presume you understand options well, you will need to build the formulas for these individually and visualise them. The tricky bit would be determining the strike-wise IVs using a Black 76 model to determine these values before expi…
Yes, @tradernoob, all brokers receive L2 data from the exchange. While sequence number is part of the packet, we process this further and maintain our own broadcast cycle. You wouldn't need to maintain a sequence number and can rely on our broadcast.
@gautamsatpathy ,
Yes, you are right. However, you should be able to compute the average using the day buy and sell values still part of the positions struct.
Hi @OJ4012
Our RMS system is unlikely to reject an exit order for margin rejection. Also, the execution is no different when placing through API, app or Kite web. I would suggest you revisit your order parameters, open orders, etc at that time.
Can…
Hey @gautamsatpathy
The average traded price is also known as Volume Weighted average price (VWAP). This is the average of all trades that have executed for that scrip on the exchange for the day.
Intraday traders would find it useful for different…
Hi @Arvind_Muthu,
The margin release is instantaneous, once we receive the order update from the exchange, the margin will be released at the same second. This has been the case for both normal and API users, we haven't received any complaints ab…
@Souvick ,
If you want margins for the 3rd leg, you can just check margins for that leg individually and add it up with the margins for the first 2 legs.
@Souvick, the 3rd leg margin benefit will kick in after the position is created. Rakesh has explained this above.
As explained in the above thread basket margin API consider margin benefit for all 3 legs before the position is created but we have r…
@zerodhaVyankatesh You can do this using the MIS product type. However, once either the Buy or Sell is executed, the other open order will become an exit order to the position created.
I believe there are other exchange-approved data vendors who are offering this. I'm not sure if they will be willing to offer it to end users directly.
We are in the process of adding GIFT NIFTY ticker to Kite in the next few months after which yo…
I looked at your order logs. for the order where you got the Kite input exception, you had passed exchange as 'NFO' for a Sensex order, I have DM'ed you the log.
No issue from our end.
@mailboxofrafiq could you create a ticket and DM the ticket number. We could check what went happened here. This rule doesn't discriminate based on where the source of the order was.
Market orders are now allowed for all index F&O contracts (Sensex, Midcpnifty and Finnifty) if the OI of the contract is more than 500 lots. Market orders will be automatically enabled as soon as the OI increase for liquid contracts on the expir…
Hey @Harsh1993,
Here's the freeze quantity for MCX commodities (Link). Since MCX freeze quantities don't change so often, this should be sufficient until we add the freeze quantity to the instrument file (hopefully soon).
BFO- https://www.bseindia.com/downloads1/INDEX_CO.zip Column 41
BCD and CDS are 10000 lots for currencies
MCX- Its behind an FTP, I will share a CSV for all commodities by tomorrow.
Hey @rajeshpoddaturi
If you look at the instruments dump, you will notice that the trading symbol carries the series in the name, for all non-EQ series (like -IV, -GB, etc). For BSE, it doesn't.
On smallcase, you would have probably placed the ord…
Hi @opperwezen007,
We checked this, and this contract was available in the instruments dump yesterday. This contract has been available for trade for over a month, and we can see trades happening through other API clients too.
Hey @OJ4012,
This is how our order management system processes the orders. A pending order is tied to a position; any extra orders in the same position is rejected as the system assumes it to be fresh.
Hey @samit26c ,
The exchange will settle the shares intraday, and any residual shares will be settled from holdings. Say you have 100 shares in holdings and 100 shares bought today (positions); when you place a sell order for 100 shares, the positi…
Hi @dknaix,
It looks like the exchange tick data didn't include OI for the 1st 15 minutes of trade today. This is across brokers. We are reporting this to the exchange. The same issue occurred in March as you pointed out.
account_id is your user_id (6-digit identification code at Zerodha).
placed_by is the ID from where your order was placed. This field will have your account_id for all orders you place directly. When Zerodha's RMS system places orders, it will carry…
Hi @Souvick ,
Yes, you will get margin benefit for the sell legs in this basket if you get instant fills to your buy legs which is the case most of the times.
Hey @hitman1980,
We missed replying here, apologies! The exchange data packets between 9.20 and 10 AM on March 14 didn't have updated OI for Nifty options and all brokers were affected.
Hey @vijaykiranv, Unfortunately, there is no way to enter the buy leg without entering the sell leg first if the strike is outside the range due to member OI restrictions that Zerodha faces.
Since this is a support(not API related) query, request y…
@hey_abhishek, Like @DD1365 answered, if the order is an exit order to an open position, there is no margin check no matter what your interface is (App or API).
Hi @HowUTrade,
Orders canceled due to LPP will carry the exchange rejection message in the `status_message` field.
This rejection is a one-off case for this client where the order has been rejected by the exchange. Since the details are specific, y…
Hey @ChandiniM ,
You can read up on physical settlement of stock derivatives here. Please raise a ticket for any follow-up queries.
Restrict queries to Kite Connect APIs on this forum.
@RahulS The multiplier field is needed for currency and commodity F&O. For all NFO instruments, you'll see the multiplier as 1.
For instance, USDINR 1 quantity on the exchange = 1000 units of USDINR. The multiplier comes in use here while calcu…
The exchange allows X number of strikes to be active at one point in time. For Nifty, 30-1-30 strikes are allowed(OTM-ATM-ITM). More strikes are introduced as the contract moves in either direction to ensure 30 strikes are active at that end.
In mo…
Hey @shivdas_b ,
The exchange allows X number of strikes to be active at one point in time. For Nifty, 30-1-30 strikes are allowed(OTM-ATM-ITM). More strikes are introduced as the contract moves in either direction to ensure 30 strikes are active a…
Hi @sudarshangope, For futures marked to Market losses and MIS Equity, the m2m_realised field is updated in this field. Profits are not updated as same-day credit is not allowed as per the settlement cycle.
If you need to keep a track of m2m/P&L…
Hi @Tusshar18 ,
Exchanges conduct mock on the 1st Saturday of every month. And this month's mock was conducted on Aug 6. Can you share the link where you found this?
While we internally participate in the mock to test new features, regulatory chan…
Hi @kautukmalviya,
There were no issues with order placement for our users either through APIs or Kite web or mobile platforms today or at the specific timestamp in the screenshot.
There might have been an issue with the Tradetron systems or with …
Yes, @SRIJAN, your understanding is spot on. Volume will remain largely the same except for these 2 rare cases:
1. Brokers can do order cancellation/ annulments in rare cases that can lead to a change in volume.
2. For some illiquid scrips, if the …
A freak trade happens when a market order of a large quantity ends up filing all the depth increasing(buy) or decreasing(sell) the price significantly. With the % you are setting you are ensuring that your orders dont cause a freak trade.
@Benthomas ,
We are testing this internally to ensure it smooth and fully accurate. Hoping to be live with this by this month.
If you'd like to do your own basic version of it, you can calculate the weighted average price of Asks(for Buy) or Bid(fo…
Hey @zhkas,
This happens if you create a 3 legged portfolio and the margin benefit is fully passed on after the position is created(not when the 3rd leg order is placed). This is done to ensure that the margin doesn't significantly go up if the cl…
You can use this logic for all NFO symbols
Weekly- Index/Stock Name +Year of Expiry(numerical) +Month of expiry(numerical) + Day of expiry(numerical) + Strike and Option type(or FUT for futures)
Regex- (?:(.*?)(\d{2}[A-Za-z0-9_]{1}\d{3})(.*)){1,1}…
@cskasm,
Well, I get what you are saying that you want to know if the trade occurred at Best Bid or Best Ask but you'd only be able to identify by reading all ticks and matching with the market depth in that 100th of a second.
The exchange dissemin…
@cskasm ,
The Average price(VWAP) in the market depth is part of the exchange feed and we display it directly.
The VWAP in charts is calculated using the limited number of ticks(not tick by tick) we receive in the broadcast.
@gaurmmec I cant check the margin utilisation at the time of placing the order at 9.23 AM as you have made more trades after that, you had a margin shortfall of 13714.2 according to the screenshot.
To speak broadly, we have not received any complai…
@puneeshtaneja88, there have been no changes in the margin benefit being passed on. The margin benefit kicks in when the first position is created. It could be that your second order reached the exchange before the completion of the first order and …
@dhavalsoni2001 Its not possible to include multiplier in the instruments as of now. However, we have added the multiplier for all MCX contracts in this public google sheet(Column 9). You can automate pulling multipliers for this sheet for your P&am…
Hi @anuproy,
Yes, we do offer 20 market depth or Depth of Market(DOM) on Kite web and mobile and 5 market depth on Kite Connect APIs. Btw, we are the only brokers in India to offer 20 market depth in India.
This query doesn't seem to be related to …
Hi @parikh,
1. All Active orders can get cancelled(Market or Limit- Buy or Sell). Stoploss orders(passive) can get cancelled when triggered and become an active Limit or Market order if they are out of the execution range.
2. The status will be CAN…
Hi @mayankk,
Even with normal order placement for limited loss option strategies like the one you mentioned, the margin benefit is passed on as long as the buy leg of the order is placed first. Once the buy leg of the strategy is executed, the margi…
Hi @gaurmmec, we've had few isolated incidents where the positions stream took more than a second to update. We've added a fix for this and shouldn't occur again. Do let us know otherwise.
@Vinnce, We've gone through the data feed available on NSE analytics and didn't find anything that would help any non-latency based system. Hence, did not pursue this further, is there anything in the feed that you found that could help?
@gaurmmec, I believe there were some unusual margin errors yesterday and your funds/margin details might not have been updated after the order was executed, I believe this was only for the first 10 mins of trade and was resolved immediately.
@gaurmmec ,
Unfortunately, these orders are cancelled by the exchange based on their live execution range calculation. You can try placing a limit order at a lower price to fall within the execution range. This can occur in periods of sudden volatil…
Hi @SpacemanSpiff, Yes, this is currently not available, however, we have this planned as part of a funds page change where we'll show unsettled credits that you'll receive on T+1/T+2. Will keep you posted.
Looks like there's a mismatch in the time set on your system. We've received the order at 09:14:51 and the order was rejected as the market was not open.
@finaureus, Could you please DM me the client ID or contact details for the affected client. Im unable to identify the problem with the provided information.
@omtechnologies, Yes, the stocks remain in your DP, we've show only tradeable holdings on Kite currently. I understand that you require the pledge holdings too but we dont have any APIs from Console to expose.
However, we are working on making ins…
Hi @ganeshv02 ,
I went through your orders and positions for 19th Feb, I believe you had 2 other open positions before initiating this order. In the rejection that you get, you see Required margin and Available margin, the margin shortfall is for 4…
@samphel, the limitations are put in place for fair use and smooth uptime of the platform for all users. However, I do understand your request and will discuss it internally and get back soon.
@samphel,
We have limits put in place for fair usage of the API to ensure no rogue API programs add a load to our systems that might impact all our Kite users. These include 2000 orders per account day and 25 order modifications for each order.
If …
@vijoeyz, The tick size allowed for each instrument available for trade is part of the instruments file published every day. Link.
Concerning identifying ETFs, the exchange files that we receive do not come with an identifier and are broadly listed…
Hi @Srikrishna_Rowthu,
These are various stages of orders on our OMS, let me explain in the correct flow-
PUT ORDER REQUEST RECEIVED -This is when the order reaches from Kite (when you key in the order through Web/API/App) to our OMS system.
VALID…
@vasisht,
are'nt there other stocks which have leverage as 1X and are neither mentioned in the list which are "allowed in mis" or in the list which are "blocked in mis"?Definitely there must be some stocks under mis which are 1X.
We have stopped all…
@nisarg001,
A market order will try to match with an existing limit order in the system, the best sell order in your case. I'm assuming the strike you were trading was not very liquid(50 step value Nifty contracts usually aren't).
Say the LTP was 5…
@kapilaggr,
The response you received from the support agent doesn't seem to be completely accurate. While Kite has been ever-evolving with new features, we haven't had the need to participate in the mock trading session since COVID.
Also, allowi…
Hi @vasisht,
The fundamental data we offer on Kite(through smallcase) is from data vendors who do not allow the data to be redistributed other than for the purpose of displaying on our platform.
Hence, this data cannot be shared on Kite APIs.
Hi @ramatius,
For the past several days, many NIFTY OTM option strike orders are not going through. The API is returning an error
Due to higher OI utilisation recently, the range has been more narrow which could have led to this error.
But just afte…
@Venkat123,
The exchange will accept normal orders in the equity segment starting at 9.00 AM only. You can place an AMO before 8.57 AM to be able to send the order at 9 AM. The AMO will be validated and sent at 9 AM.
Read more about the pre-market…
