@Nivas @KamalChhirang What if the indicative close price randomly collides middle of the CAS session? I know it will be correct 99.99% of the time, but it still doesn’t seem like a 100% bulletproof method. I think tracking `last_price` until 3:35 P…
@Nivas Multiple LTP updates during order matching after 3:28 are fine. But once order matching is completed, does the exchange send the final NIFTY/SENSEX closing price?
On expiry day, we need this final value to confirm the intrinsic value of …
