Python V3
Observed that Volume is not changed with respect to previous entry for the strike NIFTY 23200 PE 13 FEB 25, the data received from websocket.
LTT INSTRUMENT LTP VOLUME
1739418847498 NSE_FO 51202 222.2 4680450
1739418848172 NSE_FO 51202 206.8 4680450
Hi @ayappan_chellappan The instrument you shared expired yesterday. Did you observe the same behavior with any other instrument today?
Hi @Anand_Sajankar @Ushnota @Ketan, @shanmu
Issue seen today also… details below three entries have same vtt : 11389125 with different ltp. This is one example, there are many like this, same strike/different strike.
Also there was no data from websocket after 15:24:40.654000.
instrument_symbol => ‘NIFTY 23150 PE 20 FEB 25’
instrument_key => ‘NSE_FO|63550’
Friday, 14 February 2025 10:06:21.981 => data: {‘fullFeed’: {‘marketFF’: {‘ltpc’: {‘ltp’: 174.2, ‘ltt’: ‘1739507781981’, ‘ltq’: ‘150’, ‘cp’: 220.4}, ‘marketLevel’: {‘bidAskQuote’: [{‘bidQ’: ‘225’, ‘bidP’: 174.2, ‘askQ’: ‘75’, ‘askP’: 174.55}, {‘bidQ’: ‘225’, ‘bidP’: 174.15, ‘askQ’: ‘75’, ‘askP’: 174.6}, {‘bidQ’: ‘525’, ‘bidP’: 174.1, ‘askQ’: ‘600’, ‘askP’: 174.65}, {‘bidQ’: ‘375’, ‘bidP’: 174.05, ‘askQ’: ‘900’, ‘askP’: 174.7}, {‘bidQ’: ‘600’, ‘bidP’: 174.0, ‘askQ’: ‘150’, ‘askP’: 174.75}]}, ‘optionGreeks’: {‘delta’: -0.5153, ‘theta’: -13.4304, ‘gamma’: 0.001, ‘vega’: 12.0416, ‘rho’: -2.063}, ‘marketOHLC’: {‘ohlc’: [{‘interval’: ‘1d’, ‘open’: 201.05, ‘high’: 238.4, ‘low’: 165.0, ‘close’: 174.2, ‘vol’: ‘11389125’, ‘ts’: ‘1739471400000’}, {‘interval’: ‘I1’, ‘open’: 189.0, ‘high’: 193.0, ‘low’: 180.4, ‘close’: 180.9, ‘vol’: ‘165150’, ‘ts’: ‘1739507700000’}]}, ‘atp’: 201.15, ‘vtt’: ‘11389125’, ‘oi’: 1121700.0, ‘iv’: 0.13885498046875, ‘tbq’: 223500.0, ‘tsq’: 277875.0}}, ‘requestMode’: ‘full_d5’}
Friday, 14 February 2025 10:06:22.004 => data: {‘fullFeed’: {‘marketFF’: {‘ltpc’: {‘ltp’: 174.65, ‘ltt’: ‘1739507782004’, ‘ltq’: ‘75’, ‘cp’: 220.4}, ‘marketLevel’: {‘bidAskQuote’: [{‘bidQ’: ‘225’, ‘bidP’: 174.2, ‘askQ’: ‘75’, ‘askP’: 174.55}, {‘bidQ’: ‘225’, ‘bidP’: 174.15, ‘askQ’: ‘75’, ‘askP’: 174.6}, {‘bidQ’: ‘525’, ‘bidP’: 174.1, ‘askQ’: ‘600’, ‘askP’: 174.65}, {‘bidQ’: ‘375’, ‘bidP’: 174.05, ‘askQ’: ‘900’, ‘askP’: 174.7}, {‘bidQ’: ‘600’, ‘bidP’: 174.0, ‘askQ’: ‘150’, ‘askP’: 174.75}]}, ‘optionGreeks’: {‘delta’: -0.5153, ‘theta’: -13.4304, ‘gamma’: 0.001, ‘vega’: 12.0416, ‘rho’: -2.063}, ‘marketOHLC’: {‘ohlc’: [{‘interval’: ‘1d’, ‘open’: 201.05, ‘high’: 238.4, ‘low’: 165.0, ‘close’: 174.65, ‘vol’: ‘11389125’, ‘ts’: ‘1739471400000’}, {‘interval’: ‘I1’, ‘open’: 189.0, ‘high’: 193.0, ‘low’: 180.4, ‘close’: 180.9, ‘vol’: ‘165150’, ‘ts’: ‘1739507700000’}]}, ‘atp’: 201.15, ‘vtt’: ‘11389125’, ‘oi’: 1121700.0, ‘iv’: 0.13885498046875, ‘tbq’: 223500.0, ‘tsq’: 277875.0}}, ‘requestMode’: ‘full_d5’}
Friday, 14 February 2025 10:06:23.053 => data: {‘fullFeed’: {‘marketFF’: {‘ltpc’: {‘ltp’: 174.6, ‘ltt’: ‘1739507783053’, ‘ltq’: ‘150’, ‘cp’: 220.4}, ‘marketLevel’: {‘bidAskQuote’: [{‘bidQ’: ‘225’, ‘bidP’: 174.2, ‘askQ’: ‘75’, ‘askP’: 174.55}, {‘bidQ’: ‘225’, ‘bidP’: 174.15, ‘askQ’: ‘75’, ‘askP’: 174.6}, {‘bidQ’: ‘525’, ‘bidP’: 174.1, ‘askQ’: ‘600’, ‘askP’: 174.65}, {‘bidQ’: ‘375’, ‘bidP’: 174.05, ‘askQ’: ‘900’, ‘askP’: 174.7}, {‘bidQ’: ‘600’, ‘bidP’: 174.0, ‘askQ’: ‘150’, ‘askP’: 174.75}]}, ‘optionGreeks’: {‘delta’: -0.5153, ‘theta’: -13.4304, ‘gamma’: 0.001, ‘vega’: 12.0416, ‘rho’: -2.063}, ‘marketOHLC’: {‘ohlc’: [{‘interval’: ‘1d’, ‘open’: 201.05, ‘high’: 238.4, ‘low’: 165.0, ‘close’: 174.6, ‘vol’: ‘11389125’, ‘ts’: ‘1739471400000’}, {‘interval’: ‘I1’, ‘open’: 189.0, ‘high’: 193.0, ‘low’: 180.4, ‘close’: 180.9, ‘vol’: ‘165150’, ‘ts’: ‘1739507700000’}]}, ‘atp’: 201.15, ‘vtt’: ‘11403675’, ‘oi’: 1121700.0, ‘iv’: 0.13885498046875, ‘tbq’: 223500.0, ‘tsq’: 277875.0}}, ‘requestMode’: ‘full_d5’}
Hi @Anand_Sajankar
any update on this issue?
Checking this. Will get back to you in sometime, thanks.
