@sujith could you please share sample calculation/code? There are a lot of references available online and I'm bit confused which model/method/paramters to use and how to calculate the IVs. Thanks.
Thanks again, @MAG Do we expect some difference in 1 minute volumes as well? I thought total volume calculated at the end of each minute (hh:mm:59) should match on what we see on the chart.
@rakeshr @sujith But I see the difference in volumes even on 1 minute candles comparing to data received through ticks. What could be the reason or is there any recommended technical approach to get minute volume data? Please guide.
@sujith "Sum of volumes for the whole day should ideally match." this is mentioned in the answer of the link you shared however I see difference between volume on the chart day candle and the last tick received through websocket streaming. Could yo…
Sorry I don't get it. If I'm recording the OHLC and volume at 09:15:59, isn't that mean it should match with first one minute candle on front end?
*** Even if that's not correct I kindly request to suggest a way/steps to perform to check volume dat…
I'm checking again latest completed candle on the chart. I saved the data at 09:15:59 and checked the values in tick against first candle on the chart, from 09:15:00 -09:15:59
I went through the thread but couldn't get answer to the question. My requirement is to get volume for each minute data and not every tick data. I believe volume received for stocks through websocket streaming per tick is a day volume, is that corre…
Thanks much, @MAG
I implemented using the way you suggested. I've a finding and I would like to know your advice on the same.
Total volume for the day as checked on the chart and received through websocket streaming are different. Volume received…
Thanks @sujith @rakeshr
Actually this sheet excludes the stocks that can't be traded due to some reasons. My goal is to find such stocks and not to consider them for trading. Could you please guide how I may achieve this?
Hello @sujith, I have one more question please to wrap up this thread:
When it comes to exiting a position at a specific profit or loss, what would be the recommended approach between the following two options?
1) Upon placing the order, saving th…
Revised question for @sujith @rakeshr
I'm planning to execute a market orders, and I have a question regarding the process. Do I need to retrieve the average order price before calculating the PnL using the provided formula:
pnl = (sellValue - bu…
@sujith
I'm going to place market order hence I would also need to average price first before calculating PnL with formula you provided?
pnl = (sellValue - buyValue) + (netQuantity * lastPrice * multiplier);
Also, when exactly I need to check th…
Thanks, @rakeshr Could you please have a look at below points:
1) After market open I bought BHEL and placed GTT take profit and stop loss. Price hit stop loss which was failed with reason "Insufficient stock holding or there are pending sell ord…
Thanks @rakeshr Is there a way to retrieve change in OI through websocket streaming, or we need to calculate it within code each time we have per ticket update?
To make sure I understand correctly, if the total quantity executed in different trades for an order is 100 and I want to exit 75 quantity, I can place an opposite transaction type order for the specific order ID and product. This will exit 75 quant…
@sujith I'm exploring cloud solution so I think if I try to dump per tick data in S3 bucket and use it by another scripts, dumping data itself will take longer so scripts won't be checking real time data. So instead of dumping the data - can I just …
Thanks, @sujith and @rakeshr
If I'm running multiple program scripts which needs to call websocket streaming, can I think of following approach?
1) Create one script to retrieve the token using API key for app. Save the token somewhere.
2) Call w…
@sujith As per your experience, will it be possible to retrieve the data for all 137 stocks listed in FNO every minute at the market time? Or this API requires a substantial amount of time to retrieve this data?
I was planning to have the updated e…
