How often are the variables updated in the option instruments stream ? Specially the OI and the IV
A data packet is passed everytime thereās an update/change in any of the fields in the stream with near zero latency.
Hence, the OI and IV, or anything else is updated instantly!
I am tracking the OI changes, but looks like the oi change is not that frequent. Like the ltp changes are very frequent but the oi changes always show 0.00.. but at some points they do change. so i was wondering how frequently is it changing in the stream
Every value is instantly updated over sockets as we receive from the exchange
The OI isnt updating often
OI values are updated from the exchange at a 3min interval. And LTP is pretty much instant.
Hence the difference
Perfect. This was what i was expecting. thank you so much Mohit. this helps alot !
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