FYERS

[Fyers Tech]

Dear Tejas..

And they told easily "we got LTP from exchange in every sec & O,H,LC,V get in every 1 min end"..
so we updated every sec LTP data to feed FYERSWEB and it be converted in candle format in chart only so maybe miss "HIGH/LOW" value not match with Chart & no back-fill provision in FYERSWEB/CHART..So that we use only LTP for chart purpose..(so what use in 1 min "O,H,L,C,V get from Exchange)

With regards to this, we had a detailed conversation on call the other day but will explain what exactly happens for the benefit of all the members here.

Exchange provides us data packets every second. In each packet, exchange sends us many values but the most important ones being ltp, ltq, day open, day high, day low, total volume traded for the day, bid prices, bid quantities, ask prices, ask quantities.

In the daily candle timeframe, the current day's OHLCV is based on the corresponding values from the last data packet received from the exchange for that particular symbol.

But the manner in which the intraday candles are created is different. Since exchange does not provide minute by minute candle data, we need to create the candles based on the ltps which have been received in that particular time period. For example, 10:15 candle will be created in the following manner
Open: First LTP value received after 10:15:00
High/Low: The highest and lowest LTPs received between 10:15:00 and 10:15:59
Close: The last LTP value received till 10:15:59
Volume: VTT from the last packet as on 10:15:59 - VTT from the first packet after 10:15:00
*VTT = Volume Traded Today

Now, let us say that 10:15 candle was also when the day high was formed. There may be a circumstance wherein, the exchange has not sent us the LTP which reflects the day high (this can happen because it is not feasible for the exchange to send tick by tick data). So in this case, the 10:15 candle high value may not match the day high value. But the daily timeframe chart will reflect the day high correctly as per the exchange.

Hope this clarifies.

 

[Fyers Tech]

With regards to this, we had a detailed conversation on call the other day but will explain what exactly happens for the benefit of all the members here.

Exchange provides us data packets every second. In each packet, exchange sends us many values but the most important ones being ltp, ltq, day open, day high, day low, total volume traded for the day, bid prices, bid quantities, ask prices, ask quantities.

In the daily candle timeframe, the current day's OHLCV is based on the corresponding values from the last data packet received from the exchange for that particular symbol.

But the manner in which the intraday candles are created is different. Since exchange does not provide minute by minute candle data, we need to create the candles based on the ltps which have been received in that particular time period. For example, 10:15 candle will be created in the following manner
Open: First LTP value received after 10:15:00
High/Low: The highest and lowest LTPs received between 10:15:00 and 10:15:59
Close: The last LTP value received till 10:15:59
Volume: VTT from the last packet as on 10:15:59 - VTT from the first packet after 10:15:00
*VTT = Volume Traded Today

Now, let us say that 10:15 candle was also when the day high was formed. There may be a circumstance wherein, the exchange has not sent us the LTP which reflects the day high (this can happen because it is not feasible for the exchange to send tick by tick data). So in this case, the 10:15 candle high value may not match the day high value. But the daily timeframe chart will reflect the day high correctly as per the exchange.

Hope this clarifies.

But after our discussion, we brainstormed on this. We will try and incorporate a change so that the intraday candles will reflect the day high and low values as well. Will update you soon

 

[optionwriter]

Dear FYERS Tech..
Good point taken from u "But after our discussion, we brainstormed on this. We will try and incorporate a change so that the intraday candles will reflect the day high and low values as well. Will update you soon"

even We don't need what u got from exchange sec/sec or min/min , as a intraday trader expect LTP/V data updation speed in charting platform should be at-least equal to NEST PLATFORM",High/Low should be in intraday time frame..

Just try like GDFL RT feeding method or good feeding structure in your platform...

Hope you will done in near future..

 

[optionwriter]

Today chart for Nifty-1 before opening market..

Till error continue...

 

[Vk123]

USD/INR charts still shows limited data in fyers web.

 

[Tejas Khoday]

USD/INR charts still shows limited data in fyers web.

Can you elaborate what you mean by limited data?

 

[kharikumaar]

Not true. We're taking and noting all the feedback and have made many changes based on that as you can see from our thread. The thing is that feedback in some cases has to be collective so that we can look into it on priority. What the tech team meant is that if you run 2 platforms simultaneously, there can be a bandwidth issue and a lag, in this case (0.5 seconds). Don't take it in the negative context, we always improve ourselves and our platform based on feedback from customers only!

@Tejas Khoday ,
I run these on two different systems , so that cannot be the reason for the lag. sometime back i used to run two nest systems from different brokers on the same system and didn't have an issue.
i do understand your involvement and interest in addressing issues raised by the members in this forum. But when you start justifying a certain issue , then it leaves a bad taste. it will sort of give the impression that you want to skirt it.

That aside i have another observation, In the nest trader when i invoke the market depth window/ snap quote window, it launches in a small pop-up. now i can use this to check on various options pricings/ other quote pricing instantly for reference, i find this very useful since it gives a very easy access to various quotes without having to actually add the scrips to the watchlist. this is not possible with fyersone. supposing i want to check the option pricing of different strike prices/type etc., of a scrip or index, i have to add each one of them to the watchlist. this is quite cumbersome.
maybe you could look at easing this function.

 

[optionwriter]

Dear Tejas..one more suggestion to...
most of the charting platform have the option to show "how many bars should be shown while open any symbol chart at any time frame"
In fyersweb"200 bars only updating in chart space",while using mouse wheel chart shows more data but it's annoying...

so pls try to fix users option "how many bars to be shown in chart space default"

hope u understand my suggestion..

Thanks

 

[Tejas Khoday]

@Tejas Khoday ,
I run these on two different systems , so that cannot be the reason for the lag. sometime back i used to run two nest systems from different brokers on the same system and didn't have an issue.
i do understand your involvement and interest in addressing issues raised by the members in this forum. But when you start justifying a certain issue , then it leaves a bad taste. it will sort of give the impression that you want to skirt it.

That aside i have another observation, In the nest trader when i invoke the market depth window/ snap quote window, it launches in a small pop-up. now i can use this to check on various options pricings/ other quote pricing instantly for reference, i find this very useful since it gives a very easy access to various quotes without having to actually add the scrips to the watchlist. this is not possible with fyersone. supposing i want to check the option pricing of different strike prices/type etc., of a scrip or index, i have to add each one of them to the watchlist. this is quite cumbersome.
maybe you could look at easing this function.

Hey, not trying to justify or skirt any issues. Will look into this and the suggestions.

 

[Newbie Day-Trader]

@Tejas Khoday

Is it not possible to take delivery into another broker's linked demat if we don't have a demat with you guys? I've linked Zerodha's demat, & yet, my CNC test-order was rejected because "Client not allowed to trade in this product".