how are you reading response ? are you updating "Exchange responses " or updating response of your post requests ? If there are child orders involved then you will really have to very cautious in OMS.
please review your code like this
status dic…
declare a dictionary with a last "transaction status", read that value before you place request for any transactions.
if you are not into FT you can store them in db and read whenever you want make a transcation.
note:-make sure you update entire …
please try : and except and capture the error...
My suggestion would to know always raise exceptions_validate errors, if you are not sure of what to expect from 'ticks'.
consider using 'exchange time stamp' instead of passing on local time to Postg…
Welcome to Automation:
Zerodha provide execution platform for managing your orders(buy,sell view marketdata-live/historical data in any form as you wish).
For this they provide a tool called API which is similar to zerodha kite ,It has similar func…
@cheko - please try to use dict or df and write them periodically .. this will give you breather for other executions.
Real time writing along with threading will require cautious approach to flow coding .....
@cheko, did you tried to store in data frame ? if you are not into LFT(!Max 2000 orders per day which is like only 1000 buy orders) i think with decent broadband speed you should be able to store and then push them to db periodically ........
if y…
if threading is enabled there are chances first thread might read status as "error" and when second thread was reading the order status it would have found that order is placed......
Threading is tricky at times....
is this TBT data ? my assumption is that someone would have placed(here_modifed frm "buy limit "to "buy MKT price" )...If you have access to TBT data pls check or share the snap shot... there are bulk deals which we can see in EOD reports..
I am not from Z Team -I am not supporting Z .
Why mondays ? This is my honest answer and no way i am supporting any theories...
Its usually heavy traffic on Monday in all Roads,if we could justify Why heavy traffic in Roads on a…
@MAG, As per my understanding if those 6 instruments are traded(more) by Retailers then number of ticks will obviously increase .Please check the Hour wise volume comparison for the day with previous days .. i am sure you will find huge difference …
@raaghulr , not sure if you have been update on this..
Starting from your ISP speed there are lot of factors which decide the data displayed in your charts/API data streaming.. There is no clear cut ways to get exact data of what happens on TBT_our…
@alokgarg76
https://www.nseindia.com/live_market/dynaContent/live_watch/option_chain/optionDates.jsp?symbol=NIFTY&instrument=OPTIDX&strike=11650.00
i belive LTP is null in tick(nse data) and your code is trying to append null value... . I…
@gjenifermartina - please check if this helps.. https://stackoverflow.com/questions/29846087/microsoft-visual-c-14-0-is-required-unable-to-find-vcvarsall-bat
You gave complete clarity - Thanks much @rakeshr .
Please consider giving more trade flow approach to documentation instead of bookways..
may be like this ->
Login Process->Read Account status ->start live feed->"Algo/Strategy(Devloper…
@rakeshr , lets not waste each others time simply referring to documentation ..
API is light weight version of HFT trading and a programmer with good knowledge of data ,Market will agree that.
Without even realizing why some one asks questions i…
@rakeshr,
https://tradingqna.com/t/buying-and-selling-on-the-same-day-with-cnc-mode/16294/2
Above answer was what i was asking about.Reply states clearly that i cannot sell a CNC on same day since stock is not available in my account yet.
I belie…
@rakeshr , I am not sure how you closed my post without confirming what i was trying to ask ..when i purchased a scrip under "Delivery" thats supposed to be there in my Demat for me to sell, since i am selling on same day _ how can i sell a scrip …
->request access token-> subcribe to instruemtns->take decison-> place orders-> read order status->check webscoket for LTP-> place sell order if there is profit ..
someone please post the codes excluding their stratagies
@sshiremath2000 .. We are getting top 5 supply and demand from postbacks ... You /developer should be able to build strategy on that .. I have already built one but getting confused to put all the pieces together (like reading data from postbacks , …
@themohammedfaisal - i think everyone gets confused why i need more than 2k orders , my hardware or ISP can never support HFT tradings in any level..
there are 1.4k scrips approximately traded under 'NSE_EQ', since this is automated trading i am t…
@Vivek -> your documenation is very vauge.. it very tough to figure out the basics itself... Can some one please post some working codes without strategy ?
As a trader/developer i felt(going through our forum) that giving access to any X , Y without knowing their technical background (whomever wishes to trade )is what the reason for this order flooding!
-> Except one reply i could not actually get …
Thank you @sujith .
i presume that untested strategies or nature of data transaction can always trigger thousands of orders in seconds and that what RMS would have come to an conclusion....if trader/developer does not have clear understanding of n…
@MAG ..Thanks for your detailed explanation, you calculated same way i did:i had similar thoughts on all accounts of what you said,
my logic is simple make many profitable trade instead of waiting for a 1%(ex) movement. i feel like to flow through…
Considering my trade is going good and i need one more API is is possible ?
I am writing concurrent execution codes and i dont want to start coding once again form scratch.
Note:- This is not HFT and trying to use momentum of multiple scrips.... …
Redirected article states as "as risk management " and does not impose restriction.
Since i am newbie i am considering all strategies which might require more than 2000 Order executions/day.
From API standpoint i understand that you have fixed th…
@sujith , i am confused..
->Client(place CNC order-1 Qty)->Check order placed in exchange->wait for transaction to complete.
thats what i want to know, API fires order(only 1 Qty of CNC), it is sent o Zerodha, after processing it places or…
@sujith - You are awesome...Thats what exactly i was asking/searching for ...
from your documentation redirect(https://kite.trade/docs/connect/v3/postbacks/)
1.the status says "complete" does this mean its bough or sold status ?
2.There is also "…
@Imran _ my Querry was not about reading margin data... I am dealing only with CNC ,
Client->Websocket->Read Market data->Refresh Rate( Live stream )
Client->Fire order based on data from websocket
Client->Http->Read my Account da…
@sujith- will there be any restriction on reading Orders/Account balance status ? If my understanding is correct i will have to keep reading order's and fund balance status to go for next order.
me(Client API)->Kite Server
Start client -> Subscribe to individual instrument data->Read individual instrument data->fire orders->close client(ending subcription) by EOD.
So this websocket is only data streaming and nothing related…
We would appreciate if you share us access to websocket data alone(OMS API is not required) at least for 7 days..
we can test our strategies and confirm our algorithm is equipped to handle every bit of information received from API.
I am not able t…
@Imran - I agree,Now (scenario example) there are actually sell 20 orders with NSE, 10 sell orders are from regular sell orders(retail or institutional side), and other 10 orders are actually Stop Loss orders which will be executed only if the price…
Sir -- while placing order for RCOM it prompted for entering in .05paise but when i see average price in nse site it was 2.12 paise.. was wondering how it got the price ? is it because of bulk/block deals?
