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Market Data (WebSocket) API
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option chain
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Can i get total bid volume and total ask volume
Answered
Can i able to get total bid volume/qty and total ask volume/qty with option chain in api
Total Bid & Ask Volume is not sent in the feed to us by NSE.
You would need to calculate this from the data flow.
Total Bid & Ask Volume is not sent in the feed to us by NSE.
You would need to calculate this from the data flow.
Hi,
Total Traded Volume does come in our feed. So, does Best Bid & Best Ask Volumes
However, as of now, Total Bid & Total Ask Volume is not provided to us by NSE in the Level 1 feed which we receive from NSE.
This may be possible in the near future though.
Though data is given by NSE, and the feeds are almost the same, but they give data vendors & brokers both get different feeds elements.
Hi,
Total Traded Volume does come in our feed. So, does Best Bid & Best Ask Volumes
However, as of now, Total Bid & Total Ask Volume is not provided to us by NSE in the Level 1 feed which we receive from NSE.
This may be possible in the near future though.
Though data is given by NSE, and the feeds are almost the same, but they give data vendors & brokers both get different feeds elements.
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