I am looking for “tick” data out of the WebSocket’s data (Python based). The documentation says it provides data every 1 or 30 minutes. Is there a better way to get the data I need?
I tried using ltp, but it’s not very accurate.
You can refer to the market data WebSocket example, which also supplies real-time Last Traded Price (LTP) via the WebSocket. In addition to 1-minute and 30-minute intervals, it provides you with real-time LTP under the “ltpc” key.
Here’s the provided example JSON structure for better clarity:
{
"ltpc": {
"ltp": 41282.2,
"ltt": "1676284200000",
"cp": 41559.4
}
}
We will update the documentation to ensure easier understanding.
Hope this helps. Thanks
Dear @Pradeep_Jaiswar,
Thanks for your response.
I am looking for real-time tick data for “OHLC” that is not confined to 1-minute or 30-minute intervals. Your assistance in finding this specific data would be valuable. Thank you.
Best Regards
At least help me to understand the intervals here…
Why 1-min & 30-m is showing twice, which one should be considered in calculation for 1-min OHLC ?
Mode: full -->The full option offers comprehensive information, including the latest trade prices, D5 depth, 1-minute, 30-minute, and daily candlestick data, along with some additional details.
{
"type": "live_feed",
"feeds": {
"NSE_FO|56685": {
"ff": {
"marketFF": {
"ltpc": {
"ltp": 391.7,
"ltt": "1696312537931",
"ltq": "15",
"cp": 231.75
},
"marketLevel": {
"bidAskQuote": [
{
"bq": 105,
"bp": 392,
"bno": 1,
"aq": 390,
"ap": 392.35,
"ano": 5
},
{
"bq": 90,
"bp": 391.65,
"bno": 1,
"aq": 570,
"ap": 392.4,
"ano": 5
},
{
"bq": 240,
"bp": 391.6,
"bno": 1,
"aq": 150,
"ap": 392.45,
"ano": 2
},
{
"bq": 135,
"bp": 391.55,
"bno": 3,
"aq": 105,
"ap": 392.5,
"ano": 2
},
{
"bq": 180,
"bp": 391.5,
"bno": 3,
"aq": 270,
"ap": 392.55,
"ano": 2
}
]
},
"optionGreeks": {
"iv": 0.13329173624515533,
"delta": -0.8087616562843323,
"theta": -32.79747772216797,
"gamma": 0.0006851385696791112,
"vega": 8.128129005432129
},
"marketOHLC": {
"ohlc": [
{
"interval": "1d",
"open": 247.95,
"high": 451.55,
"low": 247.95,
"close": 391.5,
"volume": 8962920,
"ts": "1696271400000"
},
{
"interval": "I1",
"open": 379.95,
"high": 391.5,
"low": 340.05,
"close": 391.5,
"volume": 179355,
"ts": "1696312440000"
},
{
"interval": "I1",
"open": 391.5,
"high": 396.2,
"low": 387.6,
"close": 391.7,
"volume": 39570,
"ts": "1696312500000"
},
{
"interval": "I30",
"open": 402.65,
"high": 420.35,
"low": 365,
"close": 403.55,
"volume": 886335,
"ts": "1696310100000"
},
{
"interval": "I30",
"open": 403.45,
"high": 416,
"low": 340.05,
"close": 391.7,
"volume": 429270,
"ts": "1696311900000"
}
]
},
"eFeedDetails": {
"atp": 399.04,
"cp": 231.75,
"vtt": "8963835",
"oi": 859755,
"tbq": 88755,
"tsq": 115635,
"lc": 0.05,
"uc": 1676.25,
"fp": 391.7,
"fv": 15,
"dhoi": 1074120,
"dloi": 854265,
"poi": 882450
}
}
}
}
}
}
Two candles represent the current and previous periods, distinguished by their respective timestamps. In the provided example, there are two one-minute candles:
The first candle, timestamped at 1696312440000, is as follows:
{
"interval": "I1",
"open": 379.95,
"high": 391.5,
"low": 340.05,
"close": 391.5,
"volume": 179355,
"ts": "1696312440000" (corresponding to 11:24:00)
}
The second candle, timestamped at 1696312500000, is as follows:
{
"interval": "I1",
"open": 391.5,
"high": 396.2,
"low": 387.6,
"close": 391.7,
"volume": 39570,
"ts": "1696312500000" (corresponding to 11:25:00)
}
The same concept applies to the 30-minute candle, and we will incorporate this information into the forthcoming documentation update.