Discrepancy between Depth Data
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Hello AngelOne Team / @admin ,
Question 1 :
I am using smart api 2.0 for getting depth data for 4204 instrument and the best 5 buy/sell data doesn't seems to be matching with another provider. For each tick the maximum quantity I see is less than 200, but if check it in zerodha it shows more than 3000. Why is that ? are those numbers just consisting of orders put by angel one customers ?Question 2 :
Also can you please clear below doubt,
If you see the sample given below, you will see
quantity=48, price=72.95, orders=18, does that mean there are 18 orders having total quantity 48 ? or every 18 orders has 48 quantity ?Kindly provide you inputs on above discrepancy & another doubt.
Captured Data -
Tick(tid=0, mode=3, tradable=false, instrumentToken=4204, lastTradedPrice=73.0, highPrice=74.25, lowPrice=72.85, openPrice=74.0, closePrice=73.55, change=0.0, lastTradedQuantity=1.0, averageTradePrice=73.12, volumeTradedToday=1.4353267E7, totalBuyQuantity=0.0, totalSellQuantity=0.0, lastTradedTime=Thu Jan 01 10:08:24 IST 1970, oi=1.694115E8, oiDayHigh=0.0, oiDayLow=0.0, tickTimestamp=Wed Dec 07 15:22:12 IST 2022, depthList=[Depth(id=0, quantity=48, price=72.95, orders=18, type=true), Depth(id=0, quantity=96, price=72.9, orders=25, type=true), Depth(id=0, quantity=61, price=72.85, orders=70, type=true), Depth(id=0, quantity=2, price=72.8, orders=101, type=true), Depth(id=0, quantity=62, price=72.75, orders=112, type=true), Depth(id=0, quantity=75, price=73.0, orders=11, type=false), Depth(id=0, quantity=88, price=73.05, orders=21, type=false), Depth(id=0, quantity=29, price=73.1, orders=22, type=false), Depth(id=0, quantity=59, price=73.15, orders=14, type=false), Depth(id=0, quantity=106, price=73.2, orders=30, type=false)], depth={buy=[Depth(id=0, quantity=48, price=72.95, orders=18, type=true), Depth(id=0, quantity=96, price=72.9, orders=25, type=true), Depth(id=0, quantity=61, price=72.85, orders=70, type=true), Depth(id=0, quantity=2, price=72.8, orders=101, type=true), Depth(id=0, quantity=62, price=72.75, orders=112, type=true)], sell=[Depth(id=0, quantity=75, price=73.0, orders=11, type=false), Depth(id=0, quantity=88, price=73.05, orders=21, type=false), Depth(id=0, quantity=29, price=73.1, orders=22, type=false), Depth(id=0, quantity=59, price=73.15, orders=14, type=false), Depth(id=0, quantity=106, price=73.2, orders=30, type=false)]}) -
@skulkarni sorry to disturb you. Is your websocket working..??