arulchellappa

Comments

• script was killed...already..

  in A single sell order is punching multiple sell orders only to stop at 2000th order Comment by arulchellappa February 2021
• i made the status of api from active to inactive, still the api is pushing orders, we need a emergency kill switch

  in A single sell order is punching multiple sell orders only to stop at 2000th order Comment by arulchellappa February 2021
• the zerodha support number is total waste because they are avoiding you to call them by placing a lot of bizzaire steps like typing a 10 digit mobile number followed by support code only to tell at the end of 15 min that they have no executives..bet…

  in A single sell order is punching multiple sell orders only to stop at 2000th order Comment by arulchellappa February 2021
• ltp =(kite.ltp('NSE:'+str(stock))).get('NSE:'+str(stock),{}).get('last_price')

  in Getting LTP through kite 3 API Comment by arulchellappa December 2020
• @sujith , I just asked if you were sending more than one update per second with the same time stamp, capturing that may be random, so if the millisecond support is added in your timestamp , we may add it to our time stamp for reducing the slipage...…

  in Question regarding tick data Comment by arulchellappa November 2020
• when will the zerodha add milli-second support to their ticks??

  in Question regarding tick data Comment by arulchellappa November 2020
• tick ={'tradable': True, 'mode': 'full', 'instrument_token': 55683079, 'last_price': 48594.0, 'last_quantity': 1, 'average_price': 48862.11, 'volume': 12278, 'buy_quantity': 350, 'sell_…

  in Question regarding tick data Comment by arulchellappa November 2020
• Then store store to relational Db like timescale db for historical data.. This is the fastest method available for processing tick data

  in Fastest and Best way to store ticks and retrieve candles in Dataframe Comment by arulchellappa November 2020
• Best way to handle tick data is to injest all data in redis Ticks to Redis_timeseries to resample in pandas dataframe to timescale db or influx db

  in Fastest and Best way to store ticks and retrieve candles in Dataframe Comment by arulchellappa November 2020
• #some usefull info #Max number of instruments in instrument base is 64960 # Max number of instruments that can be streamed is 3*4000 = 12000 #get dump of all instruments instrument_base = kite.instruments()#options''-64960 ,'BCD'-2996,'BSE'-12888…

  in Fastest and Best way to store ticks and retrieve candles in Dataframe Comment by arulchellappa November 2020
• this thread is old and inconclusive..any one with fresh new ideas??

  in Fastest and Best way to store ticks and retrieve candles in Dataframe Comment by arulchellappa November 2020
• Is this library working now or depreciated? the last update in the library was done 5 years back..is it still working??

  in Open Source Web Socket streaming data (Java based) framework library - checked into GitHub Comment by arulchellappa November 2020
• level 3 data is usefull only for HFT and i wonder what these people are asking that data...i think that data cannot be parsed for trading in your systems which need processor level optimisation...

  in When is 20 Market depth coming? Comment by arulchellappa October 2020