As part of new update, the Market Data Feeder V2 will be deprecated on March 2, 2025, this have a ltpc.ltq - Last traded quantity value.
How to get this value on new version Market Data Feeder V3.
LTQ value was not widely used in our v2 websocket. Hence we decided to remove it. However, you can derive that value by using full-mode under V3 by deducting the previous value of ātbqā & ātsqā from the latest tick.
Thanks Mohit, I will check it.
Hi @MohitGolecha ,
I have checked:
tbq: Total buy quantity across all levels.
tsq: Total sell quantity across all levels.
I think this is how many order placed for buy and sell.
where as ltpc.ltq is how many quantity actually traded for ltpc.ltp.
Please correct me if I am wrong and give a formula to calculate ltpc.ltq from tbq and tsq.
Thanks
I also use LTP and LTQ to make my own time and sales window in python GUI and for that i have to use V2. Please include it in V3 as well. I request you.
@MohitGolecha,
ltpc.ltq is important information too. Please make it available on either of one āmodeā: āfullā or āltpcā.
@Daljit_singh @ulaganatha_kalathi
Let me consider this and get back to you on this. If yes, Iāll let you know by when it can be shipped and ready. If no, Iāll inform the same promptly too.
Thanks for the feedback guys!
@MohitGolecha ,
Thanksā¦
Thank you for acknowledging our request. I appreciate your prompt response and the support you provide to traders and developers.
We wanted the addition of Last Traded Quantity (LTQ) in the V3 API. Having LTQ as part of the API data would be highly beneficial for traders who rely on real-time market depth analysis. It would enhance trading strategies and decision-making by providing more granular insights into market activity.
@MohitGolecha
i am also supporting this , for running different strategies and to know the market depth accurately we must need volume and aggregated atleast 1 min candle.
As per the website info, Market Data Feeder V2 going to be Deprecated and not available from March 3, 2025.
What is the plan for real time data ltpc.ltq, are you going to include this on V3?
Thanks.
Revising v3 to serve the same!
Hi @MohitGolecha ,
Thanks, I have seen the above post.