@Kailash That's great news.
This has become possible only because of the unprecedented low-level access to the OMS TR has given us, which we previously, never had.
What's OMS TR?
@Kailash That's great news.
This has become possible only because of the unprecedented low-level access to the OMS TR has given us, which we previously, never had.
What's OMS TR?
@sujith : I am fetching the minutewise for every day in a for loop. I started collecting from 2012 but got no data till 2015-04-01.
@pivottrading.net : Not sure how it got there. Must have been some random click.
@vivek Thanks.
What about -
@vivek @fury1984 : Adding to my previous post, if there has been no quantity traded since the start of the market day, what will be the value of `open` in websocket tick response?
@vivek @fury1984 : Adding to my previous post, if there has been no quantity traded since the start of the market day, what will be the value of `open` in websocket tick response?
OHLC you get in every ticks is day's ohlc.
@vivek @fury1984 : In that case, if the market hasn't closed for the day, what does the close value represent?
@fury1984 : I don't think my question got answered completely. Does it mean that the 'ohlc' in websocket tick response is calculated over the two latest ticks?
@fury1984 : No, I understand that the duration difference in two consecutive ticks could be anything. My question is this -
Let's say you historical data api in 1 minute interval, you will get the ohlc values calculated over every 1 min duration. …
