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Different LTP on on_data() and ltpData()

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  • D

    While using on_data() to receive ticks for a token, I am getting different value for last_traded_price as compared to what is actually going on in the market. While if I am using the ltpData(), it is giving the exact price. Why on_data() is giving some strange price?

    For eg-
    for a token on_data() is giving last_traded_price': 56430. (56430/100 = 564.30)

    {'subscription_mode': 3, 'exchange_type': 2, 'token': '37033', 'sequence_number': 48718658, 'exchange_timestamp': 1717148865000, 'last_traded_price': 56430, 'subscription_mode_val': 'SNAP_QUOTE', 'last_traded_quantity': 25, 'average_traded_price': 51901, 'volume_trade_for_the_day': 3799425, 'total_buy_quantity': 35800.0, 'total_sell_quantity': 32600.0, 'open_price_of_the_day': 53495, 'high_price_of_the_day': 57500, 'low_price_of_the_day': 46500, 'closed_price': 51535, 'last_traded_timestamp': 1717148864, 'open_interest': 238500, 'open_interest_change_percentage': -4605506619295321194, 'upper_circuit_limit': 95090, 'lower_circuit_limit': 20955, '52_week_high_price': 98795, '52_week_low_price': 0, 'best_5_buy_data': [{'flag': 1, 'quantity': 150, 'price': 56460, 'no of orders': 1}, {'flag': 1, 'quantity': 100, 'price': 56455, 'no of orders': 2}, {'flag': 1, 'quantity': 25, 'price': 56450, 'no of orders': 1}, {'flag': 1, 'quantity': 75, 'price': 56445, 'no of orders': 1}, {'flag': 1, 'quantity': 300, 'price': 56440, 'no of orders': 3}], 'best_5_sell_data': [{'flag': 0, 'quantity': 125, 'price': 56575, 'no of orders': 1}, {'flag': 0, 'quantity': 200, 'price': 56580, 'no of orders': 1}, {'flag': 0, 'quantity': 75, 'price': 56585, 'no of orders': 1}, {'flag': 0, 'quantity': 75, 'price': 56590, 'no of orders': 1}, {'flag': 0, 'quantity': 200, 'price': 56595, 'no of orders': 2}], 'datetime': '2024-05-31 15:33:00'}

    while smartApi.ltpData("NFO", "", "37033")["data"]["ltp"] is giving 550.0

    And this is not only for some ticks, I am observing this problem from few days.

    0 M 2 Replies
  • M

    Hi @Deepanshu Apologies for delay response. This issue caused on api side on that day. Kindly check and update from your end still this happening every time or occasionally this issue.

    Regards,
    SmartAPI Team.

    0
  • M

    Hello @Deepanshu

    We will rise this ticket to our tech team and we will get back to you soon

    Regards,
    SmartAPI Team

    0