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    Understanding WebSocket tick data

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    • S
      softice @Surya 1 last edited by

      @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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        softice @Surya 1 last edited by

        @rajanprabu one more question. How to build the volume for a 1 min candle from this tick data?

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          Surya 1 @softice last edited by

          @softice

          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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            softice @Surya 1 last edited by softice

            @rajanprabu thanks for the reply on volume. Regarding using Pandas, well call me old school but I am on Java.

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              softice @Surya 1 last edited by

              @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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                Surya 1 @softice last edited by

                @softice You are using Java which I have no idea.. maybe a fellow Java trader can help.

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                  softice @Surya 1 last edited by

                  @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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                    Ankita @sakshi_97 last edited by

                    @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

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                      Surya 1 @Guest last edited by

                      @MNAGESH

                      ltp in websocket stream is last traded price..

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                        lakshya_2410 @Ankita last edited by

                        @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 ?

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