Websocket is providing these values named ltp, ltt, ltq. Is it live tick data? or is it snapshot data? or is it aggregated tick data.
I am more interested in quantity provided here. If I store the quantity provided here and then sum the quantity for a min? will it match the 1 min candle volume (for let say NIFTY FUTURE). or this quantity is only snapshot here and there might be case of missing quantity here.
If the quantity is missed how much is missed here? 1% or more. Any thoughts on this would be super helpful.
Thanks
{
“type”: “live_feed”,
“feeds”: {
“NSE_FO|45450”: {
“fullFeed”: {
“marketFF”: {
“ltpc”: {
“ltp”: 213.75,
“ltt”: “1740727891235”,
“ltq”: “150”,
“cp”: 494.05