Re: Wvap Statistics in Zerodha Trader
There are some issues with the Wvap Statistics data that you provide in Nest Trader, and this is to walk you through them in the hope of some changes in that area. This data is the source of backfill and could do with some improvement.
Firstly, I would like to thank you for the action on this post. As a consequence, backfill time reduced from 1 mins per symbol with a 50% chance of timeout to about 5 symbols per minute with a swans-are-white guarantee.
Unfortunately, reducing the available data to 1 day happened only for NSE (maybe BSE as well). As of today, for example, I see about 43,000 records for GOLD12DECFUT (30 days) and a similar count for Crude. This is to request you act similarly for MCX as well.
The current alternative for MCX is to extract data via Intraday charts or Nest Plus. Both involve an (avoidable) extra step. The recent Nest Plus 1.4.0 upgrade has brought new problems:
1. Tried it yesterday. In one case, after entry of Plus password, the login screen just blanked and hung there till it got the three-finger salute. In another case, after login, the version number was no more showing in the title bar's "Nest Trader 3.10.57.97.7" and order placement or F6 kept giving an "Invalid parameter" dialog. Overall, ZT seemed to be pulsing and market watch quotes were slowing/speeding up periodically.
2. summasumma reports that some of the shortcut keys to access Nest Plus features from the market watch are broken.
3. A couple of users report that the Nest Plus Data Table option is no more available in the context menu.
While these will be sorted out in due course, I hope to have made my case to reduce the number of days of data for MCX in the Wvap Statistics window. You already do so for the Intraday Charts -> Data Table.
Again, the ideal option is to provide as many days of data as you can, but with a date filter.