Understanding WebSocket tick data
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@rajanprabu Thanks a ton man. You made my day. This turned out to be very simple than all the hacks I was trying.
Thanks once again.
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@rajanprabu one more question. How to build the volume for a 1 min candle from this tick data?
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pandas has resample function which can do this automatically for you.. I wrote it just for theoretical explanation.
for volume you can use delta volumes ( tick V now - tick V previous )
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@rajanprabu thanks for the reply on volume. Regarding using Pandas, well call me old school but I am on Java.
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@rajanprabu I am back with my query. My WebSocket API call stopped working today while it was working earlier.
Today whole day, I just got below messages:
[{"msg":"connected","task":"cn","ak":"ok"}]
[{"msg":"mw","task":"mw","ak":"ok"}]
[{"msg":"mw","task":"mw","ak":"ok"}]
[]
[{"msg":"heartbeat","task":"hb","ak":"ok"}]Even though I got ack for task "mw", didn't get any data at all. Any pointers would be helpful.
Thanks in advance.
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@softice You are using Java which I have no idea.. maybe a fellow Java trader can help.
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@rajanprabu Thanks. I figured out the problem. It was an error that I introduced while refactoring the code. After fixing it, its working fine now.
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@krishna
you have to check the length of every tick, iterate through each part of tick,then use try/except to extract ltp if any portion of tick is having that -
ltp in websocket stream is last traded price..
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@Ankita could you please provide a sample script to get tick by tick data , I tried every method but unable to get the tick data ?