@rajeshkolagatla You can only estimate. The data provided by NSE via Zerodha messes up not-rarely. For example, there are more reported traded between two volume updates. For example, https://kite.trade/forum/discussion/6094/bad-not-delayed-or-mi…
Relying on 'total buy/sell quantity' is more dangerous than jumping from a cliff hoping to land on a bird's nest. That field is the most easily manipulated by market makers.
@sujith thank. I know any change might trigger a tick. However I thought maybe Zerodha reorder/repack the data for optimisation. May I know in what format (data structure) does NSE distribute data? Any public link or doc will help pinpoint the sourc…
