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 :