Hi, Does live market feed of NSE Nifty Equity stocks provide every tick of open high low close? From the live market feed api only Day open, close, high, low value is valuable. Is that highlighting every websocket tick of open, high, low, close of every instrument or the one whole day open, close, low, high?
Hi @Parthiban_Sub , Welcome to MadeForTrade!
Every transaction at the exchange is indeed considered a tick, but due to the extremely high frequency, it is not practical (or technically feasible) for all individual ticks to be broadcast in real-time. Instead, exchanges provide a snapshot tick — this includes a consolidated view of all transactions that occurred during that tick interval, which is commonly known as Last Traded Price (LTP).
This LTP is what you receive via the live market feed. It is updated with every snapshot tick and is used to plot charts and provide O/H/L/C (Open, High, Low, Close) data.
You can refer detailed info on below post :
What is the snapshot time is it 100 ms? May i know the snaphsot will be received every 100 or 200 or 500 ms, etc?
Hi @Parthiban_Sub This depends on the scrips, activity, trades, etc + which server the exchange is sending snap from + how many updates we send per second (which in our case is was we get from exchanges).
There is no definite answer for this, depends on all the parameters mentioned above, which are controlled by the exchanges.
@PravinJ - Many times i can see for historical data especially for many stock the data is missing always. Will this be sorted out? With these missing data my system backtesting is getting impacted heavily. I have just attached the reference of one missing data alone but it is happening for many stocks for many days as well.
