Dear Team,
Greeting of the day,
The LTP received when running the code in python
subscription_code = marketfeed.Ticker
The LTP received is in correct format, i.e it has two decimal points. Ex: 180.20 , 180.25 and so on.
but whereas when we request data through
subscription_code = marketfeed.Depth
The LTP and other price data received are ‘LTP’: 258.1499938964844, ‘bid_price’: 257.54998779296875, ‘ask_price’: 258.1499938964844
As you can see that the data is NOT sent/received in the correct format, the price has 14 decimal points whereas it should only have 2 decimal points.
The received data for price should be like LTP’: 258.15, ‘bid_price’: 257.55, ‘ask_price’: 258.15
Request you to kindly resolve the issue on priority and guide me for further course of action.
// For quick review
Print of complete received message is as follows:
Received: {‘type’: ‘Market Depth’, ‘exchange_segment’: 2, ‘security_id’: 44187, ‘LTP’: 258.1499938964844, ‘depth’: [{‘bid_quantity’: 450, ‘ask_quantity’: 255, ‘bid_orders’: 8, ‘ask_orders’: 4, ‘bid_price’: 257.54998779296875, ‘ask_price’: 258.1499938964844}, {‘bid_quantity’: 555, ‘ask_quantity’: 345, ‘bid_orders’: 7, ‘ask_orders’: 6, ‘bid_price’: 257.5, ‘ask_price’: 258.20001220703125}, {‘bid_quantity’: 195, ‘ask_quantity’: 510, ‘bid_orders’: 3, ‘ask_orders’: 8, ‘bid_price’: 257.45001220703125, ‘ask_price’: 258.25}, {‘bid_quantity’: 900, ‘ask_quantity’: 180, ‘bid_orders’: 10, ‘ask_orders’: 4, ‘bid_price’: 257.3999938964844, ‘ask_price’: 258.29998779296875}, {‘bid_quantity’: 165, ‘ask_quantity’: 240, ‘bid_orders’: 3, ‘ask_orders’: 3, ‘bid_price’: 257.3500061035156, ‘ask_price’: 258.3500061035156}]}